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1 day ago ec2da3a feat/ucm-statsforecast pull_request

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[FEAT]: Unobserved Components Model native implementation in StatsForecast
#1158
feat/ucm-statsforecast
1 day ago
CPU Simulation

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Suggested base runs:
38 total
test_efficiency[ARIMA]
action_files/test_efficiency.py
3.9 ms
test_efficiency[OptimizedTheta]
action_files/test_efficiency.py
5.4 ms
test_efficiency[ARCH]
action_files/test_efficiency.py
20.4 ms
test_efficiency[SeasonalExponentialSmoothing]
action_files/test_efficiency.py
365.3 µs
test_efficiency[SimpleExponentialSmoothingOptimized]
action_files/test_efficiency.py
135.8 µs
test_efficiency[ADIDA]
action_files/test_efficiency.py
290.3 µs
test_efficiency[AutoARIMA]
action_files/test_efficiency.py
18 ms
test_efficiency[MFLES]
action_files/test_efficiency.py
7.9 ms
test_efficiency[AutoCES]
action_files/test_efficiency.py
3 ms
test_efficiency[AutoETS]
action_files/test_efficiency.py
410 ms
test_efficiency[MSTL]
action_files/test_efficiency.py
1.1 s
test_efficiency[NaNModel]
action_files/test_efficiency.py
53.4 µs
test_efficiency[AutoMFLES]
action_files/test_efficiency.py
132.3 ms
test_efficiency[AutoRegressive]
action_files/test_efficiency.py
155 ms
test_efficiency[Naive]
action_files/test_efficiency.py
61.3 µs
test_efficiency[AutoTheta]
action_files/test_efficiency.py
14.4 ms
test_efficiency[AutoTBATS]
action_files/test_efficiency.py
8.6 s
test_efficiency[ConstantModel]
action_files/test_efficiency.py
56 µs
test_efficiency[RandomWalkWithDrift]
action_files/test_efficiency.py
92.1 µs
test_efficiency[SeasonalExponentialSmoothingOptimized]
action_files/test_efficiency.py
477.2 µs
test_efficiency[CrostonClassic]
action_files/test_efficiency.py
213.6 µs
test_efficiency[CrostonOptimized]
action_files/test_efficiency.py
298 µs
test_efficiency[SeasonalNaive]
action_files/test_efficiency.py
111.3 µs
test_efficiency[SeasonalWindowAverage]
action_files/test_efficiency.py
150.3 µs
test_efficiency[DynamicOptimizedTheta]
action_files/test_efficiency.py
5.4 ms
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