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

#1116
Comparing
feat/ets_likelihood
(
082a074
) with
main
(
22d39b3
)
CodSpeed Performance Gauge
0%
Untouched
38

Benchmarks

38 total
test_efficiency[Theta]
action_files/test_efficiency.py
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0%
4.8 ms4.8 ms
test_efficiency[DynamicOptimizedTheta]
action_files/test_efficiency.py
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5.4 ms5.4 ms
test_efficiency[OptimizedTheta]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
5.4 ms5.4 ms
test_efficiency[SimpleExponentialSmoothing]
action_files/test_efficiency.py
CodSpeed Performance Gauge
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90.8 µs90.7 µs
test_efficiency[ADIDA]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
294.7 µs294.4 µs
test_efficiency[MFLES]
action_files/test_efficiency.py
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7.9 ms7.9 ms
test_efficiency[ARCH]
action_files/test_efficiency.py
CodSpeed Performance Gauge
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20.4 ms20.4 ms
test_efficiency[HoltWinters]
action_files/test_efficiency.py
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280.5 ms280.4 ms
test_efficiency[DynamicTheta]
action_files/test_efficiency.py
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4.8 ms4.8 ms
test_efficiency[GARCH]
action_files/test_efficiency.py
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22.3 ms22.2 ms
test_efficiency[RandomWalkWithDrift]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
94.3 µs94.3 µs
test_efficiency[CrostonSBA]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
218.5 µs218.6 µs
test_efficiency[AutoMFLES]
action_files/test_efficiency.py
CodSpeed Performance Gauge
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132.2 ms132.3 ms
test_efficiency[SimpleExponentialSmoothingOptimized]
action_files/test_efficiency.py
CodSpeed Performance Gauge
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137.3 µs137.3 µs
test_efficiency[SeasonalWindowAverage]
action_files/test_efficiency.py
CodSpeed Performance Gauge
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152.8 µs152.9 µs
test_efficiency[AutoRegressive]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
154.6 ms154.6 ms
test_efficiency[ARIMA]
action_files/test_efficiency.py
CodSpeed Performance Gauge
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3.9 ms3.9 ms
test_efficiency[ZeroModel]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
57.6 µs57.6 µs
test_efficiency[MSTL]
action_files/test_efficiency.py
CodSpeed Performance Gauge
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1.1 s1.1 s
test_efficiency[AutoTBATS]
action_files/test_efficiency.py
CodSpeed Performance Gauge
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8.6 s8.6 s
test_efficiency[SeasonalNaive]
action_files/test_efficiency.py
CodSpeed Performance Gauge
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114 µs114.1 µs
test_efficiency[NaNModel]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
56.8 µs56.9 µs
test_efficiency[SeasonalExponentialSmoothing]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
363.8 µs364.4 µs
test_efficiency[Naive]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
64.6 µs64.7 µs
test_efficiency[AutoARIMA]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
18 ms18 ms

Commits

Click on a commit to change the comparison range
Base
main
22d39b3
-0.25%
First draft implementation
31e0597
1 month ago
by nasaul
+0.2%
update
88de018
1 month ago
by nasaul
-0.15%
Merge branch 'main' into feat/ets_likelihood
082a074
2 days ago
by nasaul
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