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unit8co / darts

A python library for user-friendly forecasting and anomaly detection on time series.
https://unit8co.github.io/darts/
Apache License 2.0
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[BUG] Predict function of Auto ARIMA #1345

Open iffishells opened 1 year ago

iffishells commented 1 year ago

Describe the bug When we are working on time series data then Darts framework help us by implmented Algorithms . like ARIMA Auto Arima. But i shocked when i saw the predict function of auto arima is not taking series for the forecasting. They did well on Simple Arima model For exameple : ARIMA Algorithm has prediction function . it taking these parameter _n , series, futurecovariates, While AUTO Arima model is not taking series in his parameters.

To Reproduce I am working on to fix this Expected behavior It will behave like prediction function in the ARIMA Model

System (please complete the following information):

Additional context Add any other context about the problem here.

madtoinou commented 1 year ago

Hi @iffishells,

Thank you for reporting this discrepancy in darts API, we could probably use the same logic as in ARIMA.predict(), namely : fit the model on the new series, generate the forecast and then restore the initial state of the model.

Would you have the time to work on such improvement?

iffishells commented 1 year ago

@madtoinou Yeah i can work on the improvements