[FEAT]: Unobserved Components Model native implementation in StatsForecast
#1158Comparing
feat/ucm-statsforecast
(0c04a9e
) withmain
(038bddc
)0%
- Untouched
- 38
Benchmarks
38 total
test_efficiency[ADIDA]
action_files/test_efficiency.py0%
293.2 µs291.9 µs
test_efficiency[OptimizedTheta]
action_files/test_efficiency.py0%
5.4 ms5.4 ms
test_efficiency[Holt]
action_files/test_efficiency.py0%
18 ms17.9 ms
test_efficiency[ARCH]
action_files/test_efficiency.py0%
20.5 ms20.4 ms
test_efficiency[Theta]
action_files/test_efficiency.py0%
4.8 ms4.8 ms
test_efficiency[DynamicTheta]
action_files/test_efficiency.py0%
4.8 ms4.8 ms
test_efficiency[SimpleExponentialSmoothing]
action_files/test_efficiency.py0%
89.2 µs88.9 µs
test_efficiency[DynamicOptimizedTheta]
action_files/test_efficiency.py0%
5.5 ms5.4 ms
test_efficiency[ARIMA]
action_files/test_efficiency.py0%
3.9 ms3.9 ms
test_efficiency[GARCH]
action_files/test_efficiency.py0%
22.3 ms22.3 ms
test_efficiency[SimpleExponentialSmoothingOptimized]
action_files/test_efficiency.py0%
135.6 µs135.4 µs
test_efficiency[HoltWinters]
action_files/test_efficiency.py0%
280.5 ms280.3 ms
test_efficiency[SeasonalNaive]
action_files/test_efficiency.py0%
111.5 µs111.4 µs
test_efficiency[ZeroModel]
action_files/test_efficiency.py0%
54.1 µs54 µs
test_efficiency[MFLES]
action_files/test_efficiency.py0%
7.9 ms7.9 ms
test_efficiency[AutoCES]
action_files/test_efficiency.py0%
3 ms3 ms
test_efficiency[CrostonSBA]
action_files/test_efficiency.py0%
216.7 µs216.7 µs
test_efficiency[CrostonClassic]
action_files/test_efficiency.py0%
214 µs214.1 µs
test_efficiency[AutoARIMA]
action_files/test_efficiency.py0%
18 ms18 ms
test_efficiency[ConstantModel]
action_files/test_efficiency.py0%
56 µs56 µs
test_efficiency[IMAPA]
action_files/test_efficiency.py0%
333.7 µs333.9 µs
test_efficiency[AutoRegressive]
action_files/test_efficiency.py0%
155 ms155.1 ms
test_efficiency[MSTL]
action_files/test_efficiency.py0%
1.1 s1.1 s
test_efficiency[NaNModel]
action_files/test_efficiency.py0%
53.5 µs53.5 µs
test_efficiency[AutoMFLES]
action_files/test_efficiency.py0%
132.2 ms132.3 ms
Commits
Click on a commit to change the comparison rangeBase
main
038bddc
+0.06%
add prediction intervals to UCM
0523e41
3 days ago
by MMenchero0%
implement fixes to Copilot's valid issues
ec2da3a
1 day ago
by MMenchero-0.12%
fix test
0c04a9e
1 day ago
by MMenchero