A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
python
machine-learning
time-series
econometrics
forecasting
arima
forecasting-models
sarimax
pmdarima
-
Updated
Sep 2, 2020 - Python
Describe proposed solution
New function in TimeSeries class named
transformtaking as parameter function and applying it to TimeSeries itself. For reference see pandas-pipesignature:
transform(self, function, *args, **kwargs) -> TimeSeries