[FEAT] Adds t, ged, normal-skewed and laplace distributions for fitting ARIMA
#1113Comparing
feat/arima_likelihood
(9d74fba
) withmain
(22d39b3
)0%
- Untouched
- 38
Benchmarks
38 total
test_efficiency[AutoTheta]
action_files/test_efficiency.py+1%
14.4 ms14.4 ms
test_efficiency[ADIDA]
action_files/test_efficiency.py0%
294.7 µs293.5 µs
test_efficiency[Theta]
action_files/test_efficiency.py0%
4.8 ms4.8 ms
test_efficiency[OptimizedTheta]
action_files/test_efficiency.py0%
5.4 ms5.4 ms
test_efficiency[ARCH]
action_files/test_efficiency.py0%
20.4 ms20.4 ms
test_efficiency[AutoCES]
action_files/test_efficiency.py0%
3 ms3 ms
test_efficiency[AutoETS]
action_files/test_efficiency.py0%
409.9 ms409.4 ms
test_efficiency[TBATS]
action_files/test_efficiency.py0%
209.6 ms209.4 ms
test_efficiency[DynamicTheta]
action_files/test_efficiency.py0%
4.8 ms4.8 ms
test_efficiency[AutoTBATS]
action_files/test_efficiency.py0%
8.6 s8.6 s
test_efficiency[SeasonalNaive]
action_files/test_efficiency.py0%
114 µs113.9 µs
test_efficiency[HoltWinters]
action_files/test_efficiency.py0%
280.5 ms280.3 ms
test_efficiency[RandomWalkWithDrift]
action_files/test_efficiency.py0%
94.3 µs94.2 µs
test_efficiency[ZeroModel]
action_files/test_efficiency.py0%
57.6 µs57.6 µs
test_efficiency[AutoMFLES]
action_files/test_efficiency.py0%
132.2 ms132.3 ms
test_efficiency[GARCH]
action_files/test_efficiency.py0%
22.3 ms22.3 ms
test_efficiency[SimpleExponentialSmoothingOptimized]
action_files/test_efficiency.py0%
137.3 µs137.3 µs
test_efficiency[MFLES]
action_files/test_efficiency.py0%
7.9 ms7.9 ms
test_efficiency[SeasonalWindowAverage]
action_files/test_efficiency.py0%
152.8 µs152.9 µs
test_efficiency[DynamicOptimizedTheta]
action_files/test_efficiency.py0%
5.4 ms5.4 ms
test_efficiency[AutoARIMA]
action_files/test_efficiency.py0%
18 ms18 ms
test_efficiency[SimpleExponentialSmoothing]
action_files/test_efficiency.py0%
90.8 µs90.9 µs
test_efficiency[Holt]
action_files/test_efficiency.py0%
18 ms18 ms
test_efficiency[Naive]
action_files/test_efficiency.py0%
64.6 µs64.7 µs
test_efficiency[MSTL]
action_files/test_efficiency.py0%
1.1 s1.1 s
Commits
Click on a commit to change the comparison rangeBase
main
22d39b3
-0.16%
mypy check
e1a6ed1
2 months ago
by nasaul-0.04%
Adresses laplace distribution
1223ebe
2 months ago
by nasaul-0.03%
Update implementation
21fb4e2
1 month ago
by nasaul+0.07%
update
a1bdc17
1 month ago
by nasaul+0.04%
Merge branch 'main' into feat/arima_likelihood
9d74fba
2 days ago
by nasaul