Python's forecast::auto.arima equivalent
Project description
pmdarima
Pmdarima (originally pyramid-arima
, for the anagram of 'py' + 'arima') is a no-nonsense statistical Python library with a solitary objective: bring R's
auto.arima
functionality to Python. Pmdarima operates by wrapping
statsmodels.tsa.ARIMA
and
statsmodels.tsa.statespace.SARIMAX
into one estimator class and creating a more user-friendly estimator interface for programmers familiar with scikit-learn.
Installation
Pmdarima is on pypi under the package name pmdarima
and can be downloaded via pip
:
$ pip install pmdarima
Note that legacy versions (<1.0.0) are available under the name "pyramid-arima
" and
can be pip installed via:
# Legacy warning:
$ pip install pyramid-arima
# python -c 'import pyramid;'
To ensure the package was built correctly, import the following module in python:
from pmdarima.arima import auto_arima
Availability
pmdarima
is available in pre-built Wheel files for the following Python versions:
- Python 3.5:
- Mac
- Linux (manylinux)
- Windows (32 & 64-bit)
- Python 3.6:
- Mac
- Linux (manylinux)
- Windows (32 & 64-bit)
If a wheel doesn't exist for your platform, you can still pip install
and it will
build from the source distribution tarball.
Documentation
All of your questions and more (including examples and guides) can be answered by the Pyramid documentation. If not, always feel free to file an issue.
Project details
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Source Distribution
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