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23 hours ago 0c04a9e feat/ucm-statsforecast pull_request

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

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Suggested base runs:
38 total
test_efficiency[IMAPA]
action_files/test_efficiency.py
333.9 µs
test_efficiency[SeasonalWindowAverage]
action_files/test_efficiency.py
150.4 µs
test_efficiency[ConstantModel]
action_files/test_efficiency.py
56 µs
test_efficiency[GARCH]
action_files/test_efficiency.py
22.3 ms
test_efficiency[ADIDA]
action_files/test_efficiency.py
291.9 µs
test_efficiency[SimpleExponentialSmoothing]
action_files/test_efficiency.py
88.9 µs
test_efficiency[NaNModel]
action_files/test_efficiency.py
53.5 µs
test_efficiency[AutoTheta]
action_files/test_efficiency.py
14.5 ms
test_efficiency[CrostonOptimized]
action_files/test_efficiency.py
302.5 µs
test_efficiency[SeasonalExponentialSmoothingOptimized]
action_files/test_efficiency.py
475.7 µs
test_efficiency[ARCH]
action_files/test_efficiency.py
20.4 ms
test_efficiency[ARIMA]
action_files/test_efficiency.py
3.9 ms
test_efficiency[AutoARIMA]
action_files/test_efficiency.py
18 ms
test_efficiency[SimpleExponentialSmoothingOptimized]
action_files/test_efficiency.py
135.4 µs
test_efficiency[AutoCES]
action_files/test_efficiency.py
3 ms
test_efficiency[MFLES]
action_files/test_efficiency.py
7.9 ms
test_efficiency[AutoETS]
action_files/test_efficiency.py
410.2 ms
test_efficiency[AutoMFLES]
action_files/test_efficiency.py
132.3 ms
test_efficiency[TBATS]
action_files/test_efficiency.py
209.7 ms
test_efficiency[MSTL]
action_files/test_efficiency.py
1.1 s
test_efficiency[AutoRegressive]
action_files/test_efficiency.py
155.1 ms
test_efficiency[TSB]
action_files/test_efficiency.py
155.8 µs
test_efficiency[AutoTBATS]
action_files/test_efficiency.py
8.6 s
test_efficiency[Theta]
action_files/test_efficiency.py
4.8 ms
test_efficiency[WindowAverage]
action_files/test_efficiency.py
120.4 µs
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