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A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
Features
- The equivalent of R's auto.arima functionality
- A collection of statistical tests of stationarity and seasonality
- Time series utilities, such as differencing and inverse differencing
- Numerous endogenous and exogenous transformers and featurizers, including Box-Cox and Fourier transformations
- Seasonal time series decompositions
- A rich collection of built-in time series datasets for prototyping and examples
- Scikit-learn-esque pipelines to consolidate your estimators and promote productionization
Project Samples
Categories
Machine LearningLicense
MIT LicenseFollow pmdarima
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