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[ENH] Introduce AutoSARIMA forecaster #2838

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[ENH] Introduce AutoSARIMA forecaster #2838

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TonyBagnall
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@TonyBagnall TonyBagnall commented May 24, 2025

refactoring of code from #2828

@alexbanwell1 currently ARIMA seems to automatically include seasonal components (SARIMA). I would like to separate these out.

@TonyBagnall TonyBagnall added the forecasting Forecasting package label May 24, 2025
@aeon-actions-bot aeon-actions-bot bot added the enhancement New feature, improvement request or other non-bug code enhancement label May 24, 2025
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Thank you for contributing to aeon

I have added the following labels to this PR based on the title: [ $\color{#FEF1BE}{\textsf{enhancement}}$ ].
I would have added the following labels to this PR based on the changes made: [ $\color{#31FCCD}{\textsf{forecasting}}$ ], however some package labels are already present.

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@TonyBagnall TonyBagnall requested a review from alexbanwell1 May 24, 2025 16:39
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Otherwise looks like the code I wrote, so should be fine!

@TonyBagnall TonyBagnall changed the title [ENH] Introduce ARIMA forecaster [ENH] Introduce SARIMA forecaster May 27, 2025
@alexbanwell1 alexbanwell1 mentioned this pull request May 28, 2025
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@alexbanwell1 alexbanwell1 self-assigned this May 28, 2025
@alexbanwell1 alexbanwell1 mentioned this pull request May 28, 2025
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Alex Banwell and others added 30 commits May 28, 2025 23:30
…bool, and fix bug with it not operating on differemced data
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