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13 hours ago 1223ebe feat/arima_likelihood pull_request

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[FEAT] Adds t, ged, normal-skewed and laplace distributions for fitting ARIMA
#1113
feat/arima_likelihood
13 hours ago
CPU Simulation

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Suggested base runs:
38 total
test_efficiency[SeasonalWindowAverage]
action_files/test_efficiency.py
154.5 µs
test_efficiency[ARCH]
action_files/test_efficiency.py
20.5 ms
test_efficiency[ADIDA]
action_files/test_efficiency.py
293 µs
test_efficiency[SeasonalExponentialSmoothing]
action_files/test_efficiency.py
368.4 µs
test_efficiency[IMAPA]
action_files/test_efficiency.py
337.5 µs
test_efficiency[NaNModel]
action_files/test_efficiency.py
57.3 µs
test_efficiency[ARIMA]
action_files/test_efficiency.py
3.9 ms
test_efficiency[TBATS]
action_files/test_efficiency.py
210.6 ms
test_efficiency[Theta]
action_files/test_efficiency.py
4.8 ms
test_efficiency[MFLES]
action_files/test_efficiency.py
7.9 ms
test_efficiency[SimpleExponentialSmoothingOptimized]
action_files/test_efficiency.py
138.1 µs
test_efficiency[Naive]
action_files/test_efficiency.py
65.3 µs
test_efficiency[ZeroModel]
action_files/test_efficiency.py
58.1 µs
test_efficiency[TSB]
action_files/test_efficiency.py
158.4 µs
test_efficiency[SimpleExponentialSmoothing]
action_files/test_efficiency.py
91.4 µs
test_efficiency[SeasonalNaive]
action_files/test_efficiency.py
114.9 µs
test_efficiency[WindowAverage]
action_files/test_efficiency.py
124.6 µs
test_efficiency[RandomWalkWithDrift]
action_files/test_efficiency.py
94.7 µs
test_efficiency[AutoTheta]
action_files/test_efficiency.py
14.2 ms
test_efficiency[AutoARIMA]
action_files/test_efficiency.py
18.1 ms
test_efficiency[HoltWinters]
action_files/test_efficiency.py
280.2 ms
test_efficiency[DynamicOptimizedTheta]
action_files/test_efficiency.py
5.5 ms
test_efficiency[AutoCES]
action_files/test_efficiency.py
3 ms
test_efficiency[AutoETS]
action_files/test_efficiency.py
409.7 ms
test_efficiency[AutoRegressive]
action_files/test_efficiency.py
155.2 ms
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