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. |