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Python's forecast::auto.arima equivalent

Project description

# pmdarima

[![PyPI version](https://badge.fury.io/py/pmdarima.svg)](https://badge.fury.io/py/pmdarima) [![Linux build status](https://travis-ci.org/tgsmith61591/pmdarima.svg?branch=master)](https://travis-ci.org/tgsmith61591/pmdarima) [![Build status](https://ci.appveyor.com/api/projects/status/0ntddrmtrdopt5rf/branch/master?svg=true)](https://ci.appveyor.com/project/tgsmith61591/pmdarima/branch/master) [![CircleCI](https://circleci.com/gh/tgsmith61591/pmdarima.svg?style=svg)](https://circleci.com/gh/tgsmith61591/pmdarima) [![codecov](https://codecov.io/gh/tgsmith61591/pmdarima/branch/master/graph/badge.svg)](https://codecov.io/gh/tgsmith61591/pmdarima) ![Supported versions](https://img.shields.io/badge/python-3.5+-blue.svg)

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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