Remove unused pyramid-arima dependency

zillow / luminaire

Luminaire is a python package that provides ML driven solutions for monitoring time series data.

https://zillow.github.io/luminaire

Apache License 2.0

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Remove unused pyramid-arima dependency #74

Closed Aristarhys closed 3 years ago

Aristarhys commented 3 years ago

It looks what pyramid-arima not used now and statsmodels used directly If i'm wrong it can be safely bumped to 0.9 (last version using old naming)

I added test for This check is required due to a bug in statsmodel arima which inflates the predictions and std error, it looks like it is still reproduced for new version of statsmodels, as removing corresponding condition - fails the test.

Aristarhys commented 3 years ago

@sayanchk fixed misleading commit names and PR title, removed project version bump Probably i should not bump statsmodels here as i can not guarantee that nothing breaks (as i rely on existing tests for now) and bump does not fix issue with zero in training data

But i guess all zeros test if nice enough to stay (if it's correct)