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Hi, do you have any solution to reduce the time processing when running the R function from VBA? I found out that it take more time when process Application.Run.
VBA script:
For i = 1 to 4
…
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### 在`ts`和`xts`和`matrix`格式上使用`auto.arima`
数据来源:[猫城@englianhu/binary.com-interview-question-data/世博量化研究院/文艺数据库/fx/USDJPY/样本2.rds](https://github.com/englianhu/binary.com-interview-question-data/blob…
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**Describe the bug**
I'm having some issues using cuML's Auto ARIMA model for large-scale time series forecasting. Specifically, when I tried to do a batch forecast on about 50,000 time series data, …
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**Describe the bug**
Initially found in a runner in #4637 (a PR unrelated to forecasting), I'm creating this thread in order to investigate it.
**To Reproduce**
@yarnabrina [tried](https://gi…
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### Describe the question you have
Hi, I am forecasting several time series with auto arima, once without seasonality and once with seasonality. This is part of an automated algorithm which compares …
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Hi all,
I am currently modeling time-series data of channel sales using auto-ARIMA. I need to add exogeneous variables to the ARIMA model. The variables are inflation, unemployment rate. I don't see t…
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Estimation process taking a long time for many fits recently. Seems to have to do with a call to optim under the if (method == "CSS-ML") { block in stats::arima, called from the if (approximation && …
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**Is your feature request related to a problem? Please describe.**
In time series, many libraries provide the same models. Example,
AutoARIMA is available from pmdarima and a faster variant is …
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Hi @serena-psc,
I started drafting a response to your Cross-Validated post but I have just seen that it was closed. Sorry about that, it seems the moderators want a more focused question from you. Bu…
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A potentially useful feature could be for `pmdarima.arima.auto_arima` to stepwise determine (using the selected `information_criterion`) which exogenous features should be included in the model (e.g. …