ARIMA

Type

ml-transformer

Class

fire.nodes.ts.NodeAutoARIMA

Fields

Name Title Description
y Y The time-series to which to fit the ARIMA estimator
seasonal Seasonal Whether to fit a seasonal ARIMA. Default is True
stepwise Stepwise Whether to use the stepwise algorithm to identify the optimal model parameters.
trace Trace Whether to print status on the fits.
suppress_warnings Suppress Warnings If suppress_warnings is True, all of the warnings coming from ARIMA will be squelched.
error_action Error Action If unable to fit an ARIMA for whatever reason, this controls the error-handling behavior. One of (warn, raise, ignore)
scoring Scoring The metric to use for scoring the out-of-sample data. One of (mse, mae)
n_periods Forecast Int number of periods to forecast forward.