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[gpuCI] Forward-merge branch-21.12 to branch-22.02 [skip gpuci] #4380

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merged 1 commit into from
Nov 18, 2021

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Forward-merge triggered by push to branch-21.12 that creates a PR to keep branch-22.02 up-to-date. If this PR is unable to be immediately merged due to conflicts, it will remain open for the team to manually merge.

Closes #3846 

Adds support for exogenous variables to ARIMA.
All series in the batch must have the same number of exogenous variables, and exogenous variables are not shared across the batch (`exog` therefore has `n_exog * batch_size` columns).

Example:
```python
model = ARIMA(endog=df_endog, exog=df_exog_past, order=(1,0,1),
              seasonal_order=(1,1,1,12), fit_intercept=True,
              simple_differencing=False)
model.fit()
fc, lower, upper = model.forecast(40, exog=df_exog_future, level=0.95)
```

![2021-09-22_exog_fc](https://user-images.githubusercontent.com/17441062/134339807-f815a7a3-98dc-49e5-8599-9607e660597a.png)

Authors:
  - Louis Sugy (https://github.com/Nyrio)
  - Tamas Bela Feher (https://github.com/tfeher)

Approvers:
  - AJ Schmidt (https://github.com/ajschmidt8)
  - Tamas Bela Feher (https://github.com/tfeher)
  - Dante Gama Dessavre (https://github.com/dantegd)

URL: #4221
@GPUtester GPUtester requested review from a team as code owners November 18, 2021 02:31
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@GPUtester GPUtester merged commit 5aefeb1 into branch-22.02 Nov 18, 2021
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SUCCESS - forward-merge complete.

@github-actions github-actions bot added CUDA/C++ Cython / Python Cython or Python issue labels Nov 18, 2021
vimarsh6739 pushed a commit to vimarsh6739/cuml that referenced this pull request Oct 9, 2023
[gpuCI] Forward-merge branch-21.12 to branch-22.02 [skip gpuci]
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