[ENH] Add SARIMA Forecaster#2862

Draft

alexbanwell1 wants to merge 45 commits intomainfrom

Commits on May 24, 2025

Commits on May 28, 2025

Modularise SARIMA model
Alex Banwell
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Add ARIMA forecaster to forecasting package
Alex Banwell
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Add example to ARIMA forecaster, this also tests the forecaster is producing the expected results
Alex Banwell
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Basic ARIMA model
Alex Banwell
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Convert ARIMA to numba version
Alex Banwell
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Merge branch 'main' into arb/base_arima
alexbanwell1
authored
Adjust parameters to allow modification in fit
Alex Banwell
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Update example and return native python type
Alex Banwell
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Add SARIMA model
Alex Banwell
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Fix examples for tests
Alex Banwell
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Fix Nelder-Mead Optimisation Algorithm Example
Alex Banwell
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Merge branch 'arb/base_arima' into arb/sarima
Alex Banwell
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Fix SARIMA returning np.float rather than value
Alex Banwell
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Fix Nelder-Mead Optimisation Algorithm Example #2
Alex Banwell
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Merge branch 'arb/base_arima' into arb/sarima
Alex Banwell
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Remove Nelder-Mead Example due to issues with numba caching functions
Alex Banwell
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Merge branch 'arb/base_arima' into arb/sarima
Alex Banwell
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Fix return type issue
Alex Banwell
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Merge branch 'arb/base_arima' into arb/sarima
Alex Banwell
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Fix return type issue
Alex Banwell
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Address PR Feedback
Alex Banwell
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Ignore small tolerances in floating point value in output of example
Alex Banwell
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Merge branch 'arb/base_arima' into arb/sarima
Alex Banwell
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Fix kpss_test example
Alex Banwell
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Merge branch 'arb/base_arima' into arb/sarima
Alex Banwell
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Fix kpss_test example #2
Alex Banwell
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Merge branch 'arb/base_arima' into arb/sarima
Alex Banwell
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Fix floating point inaccuracies causing test to fail
Alex Banwell
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Fix floating point inaccuracies causing test to fail #2
Alex Banwell
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Commits on Jun 2, 2025

Commits on Jun 8, 2025

Modify ARIMA to allow predicting multiple values by updating the state without refitting the model
Alex Banwell
committed
Merge branch 'arb/base_arima' into arb/sarima
Alex Banwell
committed

Commits on Jun 9, 2025