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[FEAT] Adds t, ged, normal-skewed and laplace distributions for fitting ARIMA

#1113
Comparing
feat/arima_likelihood
(
e1a6ed1
) with
main
(
435796c
)
CodSpeed Performance Gauge
0%
Untouched
38

Benchmarks

38 total
test_efficiency[CrostonOptimized]
action_files/test_efficiency.py
CodSpeed Performance Gauge
+1%
304.8 µs300.9 µs
test_efficiency[AutoTheta]
action_files/test_efficiency.py
CodSpeed Performance Gauge
+1%
14.5 ms14.3 ms
test_efficiency[TBATS]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
210 ms209 ms
test_efficiency[DynamicTheta]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
4.8 ms4.8 ms
test_efficiency[CrostonSBA]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
220.3 µs220 µs
test_efficiency[AutoETS]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
410.4 ms410.2 ms
test_efficiency[AutoTBATS]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
8.6 s8.6 s
test_efficiency[MSTL]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
1.1 s1.1 s
test_efficiency[AutoCES]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
3 ms3 ms
test_efficiency[Holt]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
18 ms18 ms
test_efficiency[AutoARIMA]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
18 ms18 ms
test_efficiency[HoltWinters]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
280.7 ms280.7 ms
test_efficiency[AutoRegressive]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
155 ms155 ms
test_efficiency[SeasonalNaive]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
114.8 µs114.9 µs
test_efficiency[ADIDA]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
294.6 µs294.9 µs
test_efficiency[Theta]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
4.8 ms4.8 ms
test_efficiency[AutoMFLES]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
132.5 ms132.7 ms
test_efficiency[DynamicOptimizedTheta]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
5.4 ms5.4 ms
test_efficiency[TSB]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
157.8 µs158.2 µs
test_efficiency[ARIMA]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
3.9 ms3.9 ms
test_efficiency[MFLES]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
7.9 ms7.9 ms
test_efficiency[OptimizedTheta]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
5.4 ms5.4 ms
test_efficiency[IMAPA]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
336.9 µs338 µs
test_efficiency[SeasonalExponentialSmoothing]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
366.9 µs368.1 µs
test_efficiency[CrostonClassic]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
216.6 µs217.3 µs

Commits

Click on a commit to change the comparison range
Base
main
435796c
-0.16%
mypy check
e1a6ed1
6 hours ago
by nasaul
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