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feat: add UCM (Unobserved Components Model) support

#1081
Comparing
formeo:feat/ucm-model
(
1dd2b72
) with
main
(
65569e1
)
CodSpeed Performance Gauge
-1%
Untouched
6

Benchmarks

6 total
test_efficiency[AutoETS]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
411.4 ms410.2 ms
test_efficiency[AutoCES]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
13.8 ms13.8 ms
test_efficiency[TBATS]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
216.6 ms216.4 ms
test_efficiency[GARCH]
action_files/test_efficiency.py
CodSpeed Performance Gauge
0%
27.2 ms27.2 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
-4%
14.1 ms14.6 ms

Commits

Click on a commit to change the comparison range
Base
main
65569e1
-0.12%
Merge branch 'main' into feat/ucm-model
330cec6
8 days ago
by MMenchero
-0.25%
fix linting errors from Ruff
030400f
3 days ago
by MMenchero
-0.24%
fix failing tests
45b573d
3 days ago
by MMenchero
+0.27%
update datasetsforecast
a2d84c5
3 days ago
by MMenchero
-0.12%
revert datasetsforecast update
b82dd30
3 days ago
by MMenchero
+0.04%
install datasetsforecast from GitHub
6651df6
3 days ago
by MMenchero
-0.15%
fix datasetsforecast issue
1dd2b72
3 days ago
by MMenchero
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