pmdarima

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

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License

MIT License

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Additional Project Details

Operating Systems

Linux, Mac, Windows

Programming Language

Python

Related Categories

Python Machine Learning Software

Registered

2024-08-16

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