[FEAT] Adds t, ged, normal-skewed and laplace distributions for fitting ARIMA
#1113Comparing
feat/arima_likelihood
(a1bdc17
) withmain
(2e4e9ff
)0%
- Untouched
- 38
Benchmarks
38 total
test_efficiency[AutoTheta]
action_files/test_efficiency.py+2%
14.5 ms14.2 ms
test_efficiency[IMAPA]
action_files/test_efficiency.py+1%
339.1 µs335.2 µs
test_efficiency[TBATS]
action_files/test_efficiency.py+1%
209.5 ms208.5 ms
test_efficiency[TSB]
action_files/test_efficiency.py+1%
158 µs157.2 µs
test_efficiency[Holt]
action_files/test_efficiency.py0%
18 ms18 ms
test_efficiency[AutoTBATS]
action_files/test_efficiency.py0%
8.6 s8.6 s
test_efficiency[AutoRegressive]
action_files/test_efficiency.py0%
155 ms154.9 ms
test_efficiency[AutoETS]
action_files/test_efficiency.py0%
410 ms409.7 ms
test_efficiency[ARCH]
action_files/test_efficiency.py0%
20.5 ms20.5 ms
test_efficiency[MFLES]
action_files/test_efficiency.py0%
7.9 ms7.9 ms
test_efficiency[SimpleExponentialSmoothingOptimized]
action_files/test_efficiency.py0%
138 µs138 µs
test_efficiency[DynamicOptimizedTheta]
action_files/test_efficiency.py0%
5.4 ms5.4 ms
test_efficiency[CrostonSBA]
action_files/test_efficiency.py0%
219.9 µs220 µs
test_efficiency[HoltWinters]
action_files/test_efficiency.py0%
280.2 ms280.4 ms
test_efficiency[SimpleExponentialSmoothing]
action_files/test_efficiency.py0%
91.5 µs91.6 µs
test_efficiency[ARIMA]
action_files/test_efficiency.py0%
3.9 ms3.9 ms
test_efficiency[SeasonalNaive]
action_files/test_efficiency.py0%
114.8 µs115 µs
test_efficiency[MSTL]
action_files/test_efficiency.py0%
1.1 s1.1 s
test_efficiency[AutoMFLES]
action_files/test_efficiency.py0%
132.5 ms132.7 ms
test_efficiency[GARCH]
action_files/test_efficiency.py0%
22.3 ms22.3 ms
test_efficiency[AutoARIMA]
action_files/test_efficiency.py0%
18 ms18.1 ms
test_efficiency[CrostonClassic]
action_files/test_efficiency.py0%
216.6 µs217 µs
test_efficiency[Naive]
action_files/test_efficiency.py0%
64.9 µs65 µs
test_efficiency[OptimizedTheta]
action_files/test_efficiency.py0%
5.4 ms5.4 ms
test_efficiency[Theta]
action_files/test_efficiency.py0%
4.8 ms4.8 ms
Commits
Click on a commit to change the comparison rangeBase
main
2e4e9ff
-0.16%
mypy check
e1a6ed1
21 days ago
by nasaul-0.04%
Adresses laplace distribution
1223ebe
19 days ago
by nasaul-0.03%
Update implementation
21fb4e2
13 days ago
by nasaul+0.07%
update
a1bdc17
13 days ago
by nasaul