Replace parLapply with mclapply in auto.arima to achieve better performance

robjhyndman / forecast

Forecasting Functions for Time Series and Linear Models

http://pkg.robjhyndman.com/forecast

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Replace parLapply with mclapply in auto.arima to achieve better performance #891

Closed jonlachmann closed 2 years ago

jonlachmann commented 3 years ago

I investigated why auto.arima was running slowly, and it turned out that a lot of time was spent setting up parLapply for the parallel search. I have replaced it with mclapply which in some test cases made it 3x faster.

Hope that this slight modification is appreciated even though the package is not developed anymore.