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15 hours ago 1fd37e1 formeo:feat/ucm-model pull_request

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feat: add UCM (Unobserved Components Model) support
#1081
formeo:feat/ucm-model
15 hours ago
CPU Simulation

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Suggested base runs:
38 total
test_efficiency[NaNModel]
action_files/test_efficiency.py
57.6 µs
test_efficiency[ARIMA]
action_files/test_efficiency.py
3.9 ms
test_efficiency[ARCH]
action_files/test_efficiency.py
19.9 ms
test_efficiency[IMAPA]
action_files/test_efficiency.py
338.9 µs
test_efficiency[ADIDA]
action_files/test_efficiency.py
293.9 µs
test_efficiency[AutoARIMA]
action_files/test_efficiency.py
18.3 ms
test_efficiency[SimpleExponentialSmoothingOptimized]
action_files/test_efficiency.py
138.4 µs
test_efficiency[TBATS]
action_files/test_efficiency.py
208.3 ms
test_efficiency[SimpleExponentialSmoothing]
action_files/test_efficiency.py
92.1 µs
test_efficiency[MSTL]
action_files/test_efficiency.py
1.1 s
test_efficiency[MFLES]
action_files/test_efficiency.py
7.9 ms
test_efficiency[SeasonalExponentialSmoothingOptimized]
action_files/test_efficiency.py
478.7 µs
test_efficiency[Naive]
action_files/test_efficiency.py
65.8 µs
test_efficiency[AutoMFLES]
action_files/test_efficiency.py
130.6 ms
test_efficiency[AutoCES]
action_files/test_efficiency.py
3 ms
test_efficiency[Theta]
action_files/test_efficiency.py
4.8 ms
test_efficiency[SeasonalNaive]
action_files/test_efficiency.py
115.7 µs
test_efficiency[OptimizedTheta]
action_files/test_efficiency.py
5.4 ms
test_efficiency[AutoTBATS]
action_files/test_efficiency.py
8.6 s
test_efficiency[SeasonalExponentialSmoothing]
action_files/test_efficiency.py
366.8 µs
test_efficiency[ZeroModel]
action_files/test_efficiency.py
58.2 µs
test_efficiency[DynamicTheta]
action_files/test_efficiency.py
4.8 ms
test_efficiency[AutoRegressive]
action_files/test_efficiency.py
154.5 ms
test_efficiency[HistoricAverage]
action_files/test_efficiency.py
120.1 µs
test_efficiency[AutoTheta]
action_files/test_efficiency.py
14.4 ms
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