[Feature]: Time series module (AutoARIMA)

[bdiptesh]

Is your feature request related to a problem? Please describe.

Time series module to predict the next n intervals

Describe the solution you'd like

Time series module for building forecasting models with/without exogenous variables sans prophet/gam.

Expected input(s)

df: pandas.DataFrame
y_var: str
x_var: List[str]
params: Dict

Expected output(s)

model: object
model_summary: Dict

Additional context

Expected API

mod = AutoArima(df=df_ip,
                 y_var="y",
                 x_var=["cost", "stock_level", "retail_price"])

df_op = mod.predict(x_predict)

Acceptance criteria

• Integration tests

Version

v0.4.0 (Default)