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feat: add UCM (Unobserved Components Model) support

#1081Merged
Comparing
formeo:feat/ucm-model
(
4252766
) with
main
(
bafd067
)
CodSpeed Performance Gauge
0%
Untouched
38

Benchmarks

38 total
test_efficiency[AutoTheta]
action_files/test_efficiency.py
CodSpeed Performance Gauge
+1%
14.5 ms14.4 ms
test_efficiency[ADIDA]
action_files/test_efficiency.py
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+1%
295.1 µs293.2 µs
test_efficiency[NaNModel]
action_files/test_efficiency.py
CodSpeed Performance Gauge
+1%
58 µs57.7 µs
test_efficiency[ConstantModel]
action_files/test_efficiency.py
CodSpeed Performance Gauge
+1%
60.2 µs59.9 µs
test_efficiency[TSB]
action_files/test_efficiency.py
CodSpeed Performance Gauge
+1%
158.6 µs157.7 µs
test_efficiency[SimpleExponentialSmoothing]
action_files/test_efficiency.py
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0%
92.5 µs92.1 µs
test_efficiency[SeasonalNaive]
action_files/test_efficiency.py
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115.9 µs115.4 µs
test_efficiency[AutoETS]
action_files/test_efficiency.py
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411 ms409.7 ms
test_efficiency[SeasonalWindowAverage]
action_files/test_efficiency.py
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157 µs156.5 µs
test_efficiency[TBATS]
action_files/test_efficiency.py
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208.6 ms208.1 ms
test_efficiency[OptimizedTheta]
action_files/test_efficiency.py
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5.4 ms5.4 ms
test_efficiency[WindowAverage]
action_files/test_efficiency.py
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125.1 µs124.8 µs
test_efficiency[SeasonalExponentialSmoothingOptimized]
action_files/test_efficiency.py
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479.1 µs478.2 µs
test_efficiency[CrostonClassic]
action_files/test_efficiency.py
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218.9 µs218.5 µs
test_efficiency[AutoARIMA]
action_files/test_efficiency.py
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18.3 ms18.3 ms
test_efficiency[SimpleExponentialSmoothingOptimized]
action_files/test_efficiency.py
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138.7 µs138.5 µs
test_efficiency[Theta]
action_files/test_efficiency.py
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4.8 ms4.8 ms
test_efficiency[Naive]
action_files/test_efficiency.py
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65.8 µs65.8 µs
test_efficiency[HistoricAverage]
action_files/test_efficiency.py
CodSpeed Performance Gauge
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120.2 µs120.1 µs
test_efficiency[DynamicOptimizedTheta]
action_files/test_efficiency.py
CodSpeed Performance Gauge
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5.5 ms5.4 ms
test_efficiency[HoltWinters]
action_files/test_efficiency.py
CodSpeed Performance Gauge
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280.5 ms280.2 ms
test_efficiency[DynamicTheta]
action_files/test_efficiency.py
CodSpeed Performance Gauge
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4.8 ms4.8 ms
test_efficiency[RandomWalkWithDrift]
action_files/test_efficiency.py
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95 µs95 µs
test_efficiency[SeasonalExponentialSmoothing]
action_files/test_efficiency.py
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366.1 µs365.9 µs
test_efficiency[ZeroModel]
action_files/test_efficiency.py
CodSpeed Performance Gauge
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58.4 µs58.4 µs

Commits

Click on a commit to change the comparison range
Base
main
bafd067
-0.12%
Merge branch 'main' into feat/ucm-model
330cec6
1 month ago
by MMenchero
-0.25%
fix linting errors from Ruff
030400f
1 month ago
by MMenchero
-0.24%
fix failing tests
45b573d
1 month ago
by MMenchero
+0.27%
update datasetsforecast
a2d84c5
1 month ago
by MMenchero
-0.12%
revert datasetsforecast update
b82dd30
1 month ago
by MMenchero
+0.04%
install datasetsforecast from GitHub
6651df6
1 month ago
by MMenchero
-0.15%
fix datasetsforecast issue
1dd2b72
1 month ago
by MMenchero
+0.47%
Merge branch 'main' into feat/ucm-model
c3b5976
24 days ago
by MMenchero
+0.2%
Merge remote-tracking branch 'formeo/feat/ucm-model' into pr-1081
2a250b2
24 days ago
by MMenchero
-0.12%
revert non-UCM changes to match main
fdc1721
24 days ago
by MMenchero
+0.1%
change tbats test
08e2b63
24 days ago
by MMenchero
-0.23%
add new fitted values for TBATS
74a12d7
24 days ago
by MMenchero
+0.1%
revert back TBATS test
5127aff
24 days ago
by MMenchero
+0.07%
Merge branch 'main' into feat/ucm-model
5b2617e
23 days ago
by nasaul
-0.08%
Minor upgrades to ucm
1fd37e1
23 days ago
by nasaul
+0.08%
Adds warning for droping parameters
1c39463
23 days ago
by nasaul
+0.07%
Merge branch 'main' into feat/ucm-model
4252766
22 days ago
by MMenchero
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