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[FEAT] ARIMA analytical gradient

#1098
Comparing
feat/improve_arima
(
eaa9962
) with
main
(
65569e1
)
CodSpeed Performance Gauge
0%
Untouched
6

Benchmarks

6 total
test_efficiency[GARCH]
action_files/test_efficiency.py
CodSpeed Performance Gauge
+2%
27.2 ms26.7 ms
test_efficiency[TBATS]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
216.6 ms215.9 ms
test_efficiency[AutoETS]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
411.4 ms410.4 ms
test_efficiency[AutoCES]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
13.8 ms13.8 ms
test_efficiency[AutoARIMA]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
18.3 ms18.3 ms
test_efficiency[AutoTheta]
action_files/test_efficiency.py
CodSpeed Performance Gauge
-3%
14.1 ms14.5 ms

Commits

Click on a commit to change the comparison range
Base
main
65569e1
-0.32%
add_analytical_gradient
7e42668
1 day ago
by elephaint
+0.22%
analytical_kalman_gradient
15ced2e
12 hours ago
by elephaint
-0.01%
add_tests
eaa9962
3 hours ago
by elephaint
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