Python's forecast::auto.arima equivalent
Project description
# pmdarima
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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](https://www.rdocumentation.org/packages/forecast/versions/7.3/topics/auto.arima) functionality to Python. Pmdarima operates by wrapping [statsmodels.tsa.ARIMA](https://github.com/statsmodels/statsmodels/blob/master/statsmodels/tsa/arima_model.py) and [statsmodels.tsa.statespace.SARIMAX](https://github.com/statsmodels/statsmodels/blob/master/statsmodels/tsa/statespace/sarimax.py) 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:
`bash $ pip install pmdarima `
Note that legacy versions (<1.0.0) are available under the name “pyramid-arima” and can be pip installed via:
`bash # Legacy warning: $ pip install pyramid-arima # python -c 'import pyramid;' `
To ensure the package was built correctly, import the following module in python:
`python from pmdarima.arima import auto_arima `
### Availability
pmdarima is available in pre-built Wheel files for Python 3.5+ for the following platforms:
Mac (64-bit)
Linux (64-bit 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, however you’ll need cython>=0.29 and gcc (Mac/Linux) or MinGW (Windows) in order to build the package from source.
### Documentation
All of your questions and more (including examples and guides) can be answered by the [pmdarima documentation](https://www.alkaline-ml.com/pmdarima). If not, always feel free to file an issue.
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