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

#1116
Comparing
feat/ets_likelihood
(
88de018
) with
main
(
2e4e9ff
)
CodSpeed Performance Gauge
0%
Untouched
38

Benchmarks

38 total
test_efficiency[SeasonalExponentialSmoothingOptimized]
action_files/test_efficiency.py
CodSpeed Performance Gauge
+1%
478.8 µs476 µs
test_efficiency[IMAPA]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
339.1 µs338 µs
test_efficiency[ARIMA]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
3.9 ms3.9 ms
test_efficiency[CrostonSBA]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
219.9 µs219.3 µs
test_efficiency[AutoTheta]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
14.5 ms14.4 ms
test_efficiency[SeasonalExponentialSmoothing]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
366.7 µs365.8 µs
test_efficiency[AutoRegressive]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
155 ms154.8 ms
test_efficiency[SimpleExponentialSmoothingOptimized]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
138 µs137.8 µs
test_efficiency[TSB]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
158 µs157.7 µs
test_efficiency[MFLES]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
7.9 ms7.9 ms
test_efficiency[ARCH]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
20.5 ms20.5 ms
test_efficiency[CrostonClassic]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
216.6 µs216.4 µs
test_efficiency[CrostonOptimized]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
298.1 µs297.8 µs
test_efficiency[DynamicOptimizedTheta]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
5.4 ms5.4 ms
test_efficiency[AutoTBATS]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
8.6 s8.6 s
test_efficiency[GARCH]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
22.3 ms22.3 ms
test_efficiency[Holt]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
18 ms18 ms
test_efficiency[AutoCES]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
3 ms3 ms
test_efficiency[AutoARIMA]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
18 ms18 ms
test_efficiency[Naive]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
64.9 µs64.9 µs
test_efficiency[HoltWinters]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
280.2 ms280.5 ms
test_efficiency[ADIDA]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
294.5 µs294.8 µs
test_efficiency[SeasonalNaive]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
114.8 µs114.9 µs
test_efficiency[AutoMFLES]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
132.5 ms132.6 ms
test_efficiency[MSTL]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
1.1 s1.1 s

Commits

Click on a commit to change the comparison range
Base
main
2e4e9ff
-0.25%
First draft implementation
31e0597
13 days ago
by nasaul
+0.2%
update
88de018
13 days ago
by nasaul
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