Source code for lightwood.mixer.arima

from typing import Dict

from lightwood.mixer.sktime import SkTime


[docs]class ARIMAMixer(SkTime): def __init__(self, stop_after: float, target: str, dtype_dict: Dict[str, str], horizon: int, ts_analysis: Dict, model_path: str = 'statsforecast.StatsForecastAutoARIMA', auto_size: bool = True, sp: int = None, hyperparam_search: bool = False, use_stl: bool = False ): hyperparam_search = False super().__init__(stop_after, target, dtype_dict, horizon, ts_analysis, model_path, auto_size, sp, hyperparam_search, use_stl) self.name = 'AutoARIMA' self.stable = False self.model_path = model_path self.possible_models = [self.model_path] self.n_trials = len(self.possible_models)