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feature_22_testing#23

Merged
bdiptesh merged 16 commits intotestingfrom
feature_22
Jan 1, 2022
Merged

feature_22_testing#23
bdiptesh merged 16 commits intotestingfrom
feature_22

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@bdiptesh bdiptesh commented Jan 1, 2022

Description

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

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Type of change

Please select option(s) that are relevant.

  • New feature (non-breaking change which adds functionality)

How Has This Been Tested?

Please describe the tests that you ran to verify your changes. Provide instructions so we can reproduce. Please also list any relevant details for your test configuration

  • Unit/Integration tests in the code
  • Code runs locally without any warnings/errors with test files

Checklist:

  • New and existing unit tests pass locally with my changes
  • I have added tests including corner cases that prove my fix is effective or that my feature works
  • I have run tests before committing
  • My code follows the contribution guidelines of this project
  • I have performed a self & peer review of my code
  • I have commented my code, particularly in hard-to-understand areas
  • I have made corresponding changes to the documentation
  • My changes generate no new warnings/errors
  • Any dependent changes have been merged and published in downstream modules
  • Left side is NOT stable branch. Example: Left side is testing branch
  • Right side is YOUR branch. Example: feature_36

bdiptesh and others added 16 commits December 18, 2021 12:02
changelog:
- added function to compute AIC in metrics.so
- added complete case check for TimeSeries module
changelog:
- SARIMAX added to timeseries.py
changelog:
- added module TimeSeries
- aded integration tests for multivariate and univariate
changelog:
- changed module from TimeSeries to AutoArima
@bdiptesh bdiptesh added stats Statistics merge Merge labels Jan 1, 2022
@bdiptesh bdiptesh requested a review from MadhuTangudu January 1, 2022 09:17
@bdiptesh bdiptesh self-assigned this Jan 1, 2022
@bdiptesh bdiptesh merged commit dcdd418 into testing Jan 1, 2022
@bdiptesh bdiptesh deleted the feature_22 branch January 1, 2022 09:25
@bdiptesh bdiptesh modified the milestone: v0.4.1 Jan 7, 2022
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[Feature]: Time series module (AutoARIMA)

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