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[ENH] Add AutoETS Algorithm #3032
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…oducing the expected results
…bool, and fix bug with it not operating on differemced data
…e without refitting the model
…into arb/base_arima
Thank you for contributing to
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Branch based off AutoARIMA branch, to avoid file conflicts when that is merged. Need to work out how to deal with ZeroDivisionErrors in the loss function, as currently number is not used in the main AutoETS function as it needs to catch any ZDEs |
Reference Issues/PRs
What does this implement/fix? Explain your changes.
Adds AutoETS
Does your contribution introduce a new dependency? If yes, which one?
No
Any other comments?
PR checklist
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For new estimators and functions
__maintainer__
at the top of relevant files and want to be contacted regarding its maintenance. Unmaintained files may be removed. This is for the full file, and you should not add yourself if you are just making minor changes or do not want to help maintain its contents.For developers with write access