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 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. If not, always
feel free to file an issue.
Project details
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Source Distribution
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