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3 days ago 0523e41 feat/ucm-statsforecast pull_request

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[FEAT]: Unobserved Components Model native implementation in StatsForecast
#1158
feat/ucm-statsforecast
3 days ago
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Suggested base runs:
38 total
test_efficiency[ADIDA]
action_files/test_efficiency.py
289.8 µs
test_efficiency[ARCH]
action_files/test_efficiency.py
20.4 ms
test_efficiency[TBATS]
action_files/test_efficiency.py
208.8 ms
test_efficiency[GARCH]
action_files/test_efficiency.py
22.3 ms
test_efficiency[CrostonOptimized]
action_files/test_efficiency.py
298.1 µs
test_efficiency[Holt]
action_files/test_efficiency.py
18 ms
test_efficiency[IMAPA]
action_files/test_efficiency.py
331.6 µs
test_efficiency[ARIMA]
action_files/test_efficiency.py
3.9 ms
test_efficiency[AutoARIMA]
action_files/test_efficiency.py
18 ms
test_efficiency[MFLES]
action_files/test_efficiency.py
7.9 ms
test_efficiency[MSTL]
action_files/test_efficiency.py
1.1 s
test_efficiency[AutoCES]
action_files/test_efficiency.py
3 ms
test_efficiency[NaNModel]
action_files/test_efficiency.py
53.5 µs
test_efficiency[AutoETS]
action_files/test_efficiency.py
410.6 ms
test_efficiency[OptimizedTheta]
action_files/test_efficiency.py
5.4 ms
test_efficiency[AutoMFLES]
action_files/test_efficiency.py
132.2 ms
test_efficiency[Naive]
action_files/test_efficiency.py
61.5 µs
test_efficiency[RandomWalkWithDrift]
action_files/test_efficiency.py
92.2 µs
test_efficiency[Theta]
action_files/test_efficiency.py
4.8 ms
test_efficiency[SeasonalExponentialSmoothingOptimized]
action_files/test_efficiency.py
475.9 µs
test_efficiency[AutoRegressive]
action_files/test_efficiency.py
154.7 ms
test_efficiency[WindowAverage]
action_files/test_efficiency.py
120.3 µs
test_efficiency[SeasonalExponentialSmoothing]
action_files/test_efficiency.py
362.7 µs
test_efficiency[ZeroModel]
action_files/test_efficiency.py
54.2 µs
test_efficiency[SeasonalNaive]
action_files/test_efficiency.py
111.4 µs
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