Recent Releases of pmdarima

pmdarima - Version 2.0.4

Add support for Python 3.12

- Python
Published by aaronreidsmith over 2 years ago

pmdarima - Version 2.0.3

Fix a bug when generating permutations using numpy>=1.24.0. See #534
Fix a bug in transform when using scikit-learn>=1.2.0, addressing #539

- Python
Published by aaronreidsmith about 3 years ago

pmdarima - Version 2.0.2

Add support for Python 3.11

- Python
Published by tgsmith61591 over 3 years ago

pmdarima - Version 2.0.2-RC1

Pre-release for version 2.0.2, including Python 3.11 support.

- Python
Published by tgsmith61591 over 3 years ago

pmdarima - Version 2.0.1

Add support for macOS with M1 chip

- Python
Published by aaronreidsmith almost 4 years ago

pmdarima - Version 2.0.1-RC1

Add support for macOS with M1 chip

- Python
Published by aaronreidsmith almost 4 years ago

pmdarima - Version 2.0.0

Potentially breaking changes: * Use of the exogenous keyword (deprecated in 1.8.0) will now raise a TypeError - Use of the sarimax_kwargs keyword (deprecated in 1.5.1) will now raise a TypeError - A falsey value for ARIMA's method argument (deprecated pre-1.5.0) will now raise a ValueError - A falsey value for ARIMA's maxiter argument will now raise a ValueError (warning since 1.5.0) - pmdarima is no longer built for 32-bit architectures - macOS images are built using macOS 11 instead of macOS 10.15

Other changes: * Bump numpy dependency to >= 1.21 * Expose fittedvalues in the public API. See https://github.com/alkaline-ml/pmdarima/issues/493 * Add support for ARM64 architecture. See https://github.com/alkaline-ml/pmdarima/issues/434 * Introduce new arg, preserve_series, to pmdarima.utils.check_endog that will preserve or squeeze a Pandas Series object to preserve index information. * Update Cython pinned version to include !=0.29.31

- Python
Published by tgsmith61591 almost 4 years ago

pmdarima - Version 1.8.5

Add support for Python 3.10
Remove support for Python 3.6 (EOL: 23 Dec 2021)

- Python
Published by tgsmith61591 over 4 years ago

pmdarima - Version 1.8.4

Version 1.8.4

Add compatibility for statsmodels 0.13 and higher

- Python
Published by aaronreidsmith over 4 years ago

pmdarima - Version 1.8.3

Version 1.8.3

Fix a bug in tsdisplay where a value of lag_max larger than the length of the series would create a cryptic numpy broadcasting error. This precondition will still cause an error, but now it is one the user can better understand. See #440
Change numpy pin to numpy>=1.19.3 (and build on lowest supported version) to no longer limit users' NumPy versions. This addresses #449
Fix a bug where scikit-learn version 1.0.0 was raising ValueError when calling if_delegate_has_method, addressing #454

- Python
Published by aaronreidsmith over 4 years ago

pmdarima - Version 1.8.3 Release Candidate 0

Fixes #440
Test new Circle CI deployment

- Python
Published by tgsmith61591 almost 5 years ago

pmdarima - Version 1.8.2

Version 1.8.2

Change numpy pin to ~=1.19.0 to avoid incompatibility issues, addressing #423

- Python
Published by aaronreidsmith about 5 years ago

pmdarima - Version 1.8.2-RC3

Version 1.8.2-RC3

Change numpy pin to be ~=1.19.0 to avoid incompatibility issues

- Python
Published by aaronreidsmith about 5 years ago

pmdarima - Version 1.8.2-RC2

Version 1.8.1-RC2

Change numpy pin to be ~=1.19.0 to avoid incompatibility issues

- Python
Published by aaronreidsmith about 5 years ago

pmdarima - Version 1.8.2-RC1

Version 1.8.2-RC1

Change numpy pin to be ~=1.19 to avoid incompatibility issues

- Python
Published by aaronreidsmith about 5 years ago

pmdarima - Version 1.8.1

Version 1.8.1

Address issue 370 where iterables were not accepted in the ARIMA order.
Address issue 407 where the LogEndogTransformer could not be cloned in a pipeline.
No longer pin Cython to <0.29.18
Add support for Python 3.9

- Python
Published by aaronreidsmith about 5 years ago

pmdarima - Version 1.8.0

Version 1.8.0

Wheels are no longer built for pmdarima on Python <3.6, and backward-compatibility is no longer guaranteed for older python versions.
The exogenous argument has been deprecated in favor of X - See the RFC and the PR for more information. Beginning in version 2.0, the exogenous argument will raise an error.
Migrate random searches into the auto-solvers interface
Random searches now perform unit root tests to prevent models with near non-invertible parameters
The default value of suppress_warnings has changed to True. The primary reason for this is that most warnings emitted come from unit root tests, which are very noisy. DeprecationWarnings and other warnings generated from user input will still be emitted.
Move ModelFitWarning from pmdarima.arima.warnings to pmdarima.warnings
Fix a bug where the pmdarima.model_selection.RollingForecastCV could produce too few splits for the given input data.
Change pin for setuptools from <50.0.0 to !=50.0.0, addressing #401
Change pin for statsmodels from <0.12.0 to !=0.12.0, addressing #376

- Python
Published by tgsmith61591 over 5 years ago

pmdarima - Version 1.7.1

Version 1.7.1

Pins statsmodels <0.12 to get around single-step forecasts with an exog array
Fixes new issues introduced by latest setuptools
Deprecate Python 3.5 support, which will be removed in the next release cycle

- Python
Published by tgsmith61591 over 5 years ago

pmdarima - Version 1.7.0

v1.7.0

Address issue #341 where a combination of a large m value and D value could difference an array into being too small to test stationarity in the ADF test
Fix issue #351 where a large value of m could prevent the seasonality test from completing.
Fix issue #354 where models with near non-invertible roots could still be considered as candidate best-fits.
Remove legacy pickling behavior that separates the statsmodels object from the pmdarima object. This breaks backwards compatibility with versions pre-1.2.0.
Change default with_intercept in pmdarima.arima.auto_arima to 'auto' rather than True. This will behave much like the current behavior, where a truthiness check will still return True, but allows the stepwise search to selectively change it to False in the presence of certain differencing conditions.
Inverse endog transformation is now supported when return_conf_int=True on pipeline predictions
Fix a bug where the pmdarima.model_selection.SlidingWindowForecastCV could produce too few splits for the given input data.
Permit custom scoring metrics to be passed for out-of-sample scoring, as requested in #368

- Python
Published by tgsmith61591 almost 6 years ago

pmdarima - Version 1.6.1

Pin Cython to be >=0.29,<0.29.18
Pin statsmodels to be >=0.11

- Python
Published by aaronreidsmith about 6 years ago

pmdarima - Version 1.6.0

Support newest versions of matplotlib
Add new level of auto_arima error actions: "trace" which will warn for errors while dumping the original stacktrace.
New featurizer: pmdarima.preprocessing.DateFeaturizer. This can be used to create dummy and ordinal exogenous features and is useful when modeling pseudo-seasonal trends or time series with holes in them.
Removes first-party conda distributions (see #326)
Raise a ValueError in arima.predict_in_sample when start < d

- Python
Published by tgsmith61591 about 6 years ago

pmdarima - Version 1.6.0 Release Candidate

Release candidate for 1.6.0 release

- Python
Published by tgsmith61591 about 6 years ago

pmdarima - Version 1.5.3

Version 1.5.3

Adds first-party conda distributions as requested in #173
- Due to dependency limitations, we only support 64-bit architectures and Python 3.6 or 3.7
Adds Python 3.8 support as requested in #199
Added pmdarima.datasets.load_gasoline
Added integer levels of verbosity in the trace argument
Added support for statsmodels 0.11+
Added pmdarima.model_selection.cross_val_predict, as requested in #291

- Python
Published by aaronreidsmith over 6 years ago

pmdarima - Version 1.5.2

Version 1.5.2

Added pmdarima.show_versions as a utility for issue filing
Fixed deprecation for check_is_fitted in newer versions of scikit-learn
Adds the pmdarima.datasets.load_sunspots() method with R’s sunspots dataset
Adds the pmdarima.model_selection.train_test_split() method
Fix bug where 1.5.1 documentation was labeled version “0.0.0”.
Fix bug reported in #271, where the use of threading.local to store stepwise context information may have broken job schedulers.
Fix bug reported in #272, where the new default value of max_order can cause a ValueError even in default cases when stepwise=False.

- Python
Published by tgsmith61591 over 6 years ago

pmdarima - Version 1.5.1

Fixes a bug in v1.5.0 where the pmdarima.__version__ attribute returned 0.0.0

- Python
Published by tgsmith61591 over 6 years ago

pmdarima - Version 1.5.0

No longer use statsmodels' ARIMA or ARMA class under the hood; only use the SARIMAX model, which cuts back on a lot of errors/warnings we saw in the past. (#211)
Defaults in the ARIMA class that have changed as a result of #211:
- maxiter is now 50 (was None)
- method is now 'lbfgs' (was None)
- seasonal_order is now (0, 0, 0, 0) (was None)
- max_order is now 5 (was 10) and is no longer used as a constraint when stepwise=True
Correct bug where aicc always added 1 (for constant) to degrees of freedom, even when df_model accounted for the constant term.
New pmdarima.arima.auto.StepwiseContext feature for more control over fit duration (introduced by @kpsunkara in #221.
Adds the pmdarima.preprocessing.LogEndogTransformer class as discussed in

205
Exogenous arrays are no longer cast to numpy array by default, and will pass pandas frames through to the model. This keeps variable names intact in the summary #222
Added the prefix param to exogenous featurizers to allow the addition of meaningful names to engineered features.
Added polyroot test of near non-invertibility when stepwise=True. For models that are near non-invertible will be deprioritized in model selection as requested in #208
Removes pmdarima.arima.ARIMA.add_new_samples, which was previously deprecated. Use pmdarima.arima.ARIMA.update instead.
The following args have been deprecated from the pmdarima.arima.ARIMA class as well as pmdarima.arima.auto_arima and any other calling methods/classes:
- disp^[1]
- callback^[1]
- transparams
- solver
- typ

[1] These can still be passed to the fit method via **fit_kwargs, but should no longer be passed to the model constructor.

Added diff_inv function that is in parity with R's implementation, as requested in #180
Added decompose function that is in parity with R's implementation, as requested in #190

- Python
Published by tgsmith61591 over 6 years ago

pmdarima - Version 1.4.0

Fixes #191, an issue where the OCSB test could raise ValueError: negative dimensions are not allowed" in OCSB test
Add option to automatically inverse-transform endogenous transformations when predicting from pipelines (#197)
Add predict_in_sample to pipeline (#196)
Parameterize dtype option in datasets module
Adds the model_selection submodule, which defines several different cross-validation classes as well as CV functions:
- pmdarima.model_selection.RollingForecastCV
- pmdarima.model_selection.SlidingWindowForecastCV
- pmdarima.model_selection.cross_validate
- pmdarima.model_selection.cross_val_score
Adds the pmdarima.datasets.load_taylor dataset

- Python
Published by tgsmith61591 over 6 years ago

pmdarima - Version 1.3.0

v1.3.0

Adds a new dataset for stock prediction, along with an associated example (load_msft)
Fixes a bug in predictinsample, as addressed in #140.
Numpy 1.16+ is now required
Statsmodels 0.10.0+ is now required
Added sarimax_kwargs to ARIMA constructor and auto_arima function. This fixes #146

- Python
Published by aaronreidsmith over 6 years ago

pmdarima - Version 1.2.1

This is a patch release specifically to get around the statsmodels issue:

https://github.com/statsmodels/statsmodels/issues/5747

This pins scipy at 1.12 until statsmodels releases 0.10.0 (at some point in June 2019). Additionally, deprecation warnings are fixed in the scikit-learn dependency.

- Python
Published by tgsmith61591 almost 7 years ago

pmdarima - Version 1.2.0

v1.2.0

Adds the OCSBTest of seasonality, as discussed in #88
Default value of seasonal_test changes from "ch" to "ocsb" in auto_arima
Default value of test changes from "ch" to "ocsb" in nsdiffs
Adds benchmarking notebook and capabilities in pytest plugins
Removes the following environment variables, which are now deprecated:
- PMDARIMA_CACHE and PYRAMID_ARIMA_CACHE
- PMDARIMA_CACHE_WARN_SIZE and PYRAMID_ARIMA_CACHE_WARN_SIZE
- PYRAMID_MPL_DEBUG
- PYRAMID_MPL_BACKEND
Deprecates the is_stationary method in tests of stationarity. This will be removed in v1.4.0. Use should_diff instead.
Adds two new datasets: airpassengers & austres
When using out_of_sample, the out-of-sample predictions are now stored under the oob_preds_ attribute.
Adds a number of transformer classes including:
- BoxCoxEndogTransformer
- FourierFeaturizer
Adds a Pipeline class resembling that of scikit-learn's, which allows the stacking of transformers together.
Adds a class wrapper for auto_arima: AutoARIMA. This is allows auto-ARIMA to be used with pipelines.

- Python
Published by aaronreidsmith about 7 years ago

pmdarima - Version 1.1.1

v1.1.1 is a patch release in response to #104

Deprecates the ARIMA.add_new_observations method. This method originally was designed to support updating the endogenous/exogenous arrays with new observations without changing the model parameters, but achieving this behavior for each of statsmodels' ARMA, ARIMA and SARIMAX classes proved nearly impossible, given the extremely complex internals of statmodels estimators.
Replace ARIMA.add_new_observations with ARIMA.update. This allows the user to update the model with new observations by taking maxiter new steps from the existing model coefficients and allowing the MLE to converge to an updated set of model parameters.
Change default maxiter to None, using 50 for seasonal models and 500 for non-seasonal models (as statsmodels does). The default value used to be 50 for all models.
New behavior in ARIMA.fit allows start_params and maxiter to be passed as **fit_args, overriding the use of their corresponding instance attributes.

- Python
Published by tgsmith61591 about 7 years ago

pmdarima - Version 1.1.0

Release 1.1.0 adds:

ARIMA.plot_diagnostics method, as requested in #49
Adds new arg to ARIMA constructor and auto_arima: with_intercept (default is True).
New default for trend is no longer 'c', it is None.
Added to_dict method to ARIMA class to address #54
The 'PMDARIMA_CACHE' and 'PMDARIMA_CACHE_WARN_SIZE' environment variables are now deprecated, since they no longer need to be used. They will be removed in v1.2.0
Added versioned documentation. All releases' doc (from 0.9.0 onward) is now available at alkaline-ml.com/pmdarima/<version>
Python 3.7 support(!!)

- Python
Published by tgsmith61591 over 7 years ago

pmdarima - Version 1.0.0

v1.0.0

Wheels will no longer be built for Python versions < 3.5. You may still be able to build from source, but support for 2.x python versions will diminish in future versions.
Migrate namespace from 'pyramid-arima' to 'pmdarima'. This is due to the fact that a growing web-framework (also named Pyramid) is causing namespace collisions when both packages are installed on a machine. See Issue #34 for more detail.
Remove redundant Travis tests
Automate documentation build on Circle CI
Move lots of the build/test functionality into the Makefile for ease.
Warn for impending deprecation of various environment variable name changes. The following will be completely switched over in version 1.2.0:
- 'PYRAMID_MPL_DEBUG' will become 'PMDARIMA_MPL_DEBUG'
- 'PYRAMID_MPL_BACKEND' will become 'PMDARIMA_MPL_BACKEND'
- 'PYRAMID_ARIMA_CACHE_WARN_SIZE' will become 'PMDARIMA_CACHE_WARN_SIZE'

- Python
Published by tgsmith61591 over 7 years ago

pmdarima - Version 0.9.0

v0.9.0

Bug fixes:

Explicitly catch case in auto_arima where a value of m that is too large may over-estimate D, causing the time series to be differenced down to an empty array. This is now handled by raising a separate error for this case that better explains what happened.
Re-pickling an ARIMA will no longer remove the location on disk of the cached statsmodels ARIMA models. Older versions encountered an issue where an older version of the model would be reinstated and immediately fail due to an OSError since the cached state no longer existed. This means that a user must be very intentional about clearing out the pyramid cache over time (addresses #39)
Added pyramid cache check on initial import to warn user if the cache size has grown too large.
If d or D are explicitly defined for auto_arima (rather than None), do not raise an error if they exceed max_d or max_D, respectively (sort of addresses #37)

New features:

Added Circle CI for validating PyPy builds (rather than CPython)
Deploy python wheel for version 3.6 on Linux and Windows (addresses #38)

Forward looking

Include warning for upcoming package name change (pmdarima).

- Python
Published by tgsmith61591 over 7 years ago

pmdarima - Version 0.8.1

v0.8.1

ARIMA instance attributes
- The pkg_version_ attribute (assigned on model fit) is new as of version 0.8.1. On unpickling, if the current Pyramid version does not match the version under which it was serialized, a UserWarning will be raised.
Addition of the _config.py file at the top-level of the package
- Specifies the location of the ARIMA result pickles
- Specifies the ARIMA result pickle name pattern
Fix bug (Issue #30) in ARIMA where using CV with differencing and no seasonality caused a dim mismatch in the model's exog array and its endog array
New dataset: woolyrnq (from R's forecast package).
Visualization utilities available at the top level of the package:
- plot_acf
- plot_pacf
- autocorr_plot
Updated documentation with significantly more examples and API references.

- Python
Published by tgsmith61591 almost 8 years ago

pmdarima - Version 0.7.1

Bug fixes:

Out-of-sample scoring/fitting is now handled appropriately (see Issue #28).
Fixed TypeError on ARMA predictions where d=0 (see Issue #29).

New features:

Created a add_new_samples method for ARIMA models so newly observed samples can be added to a model without updating its parameters. This allows future forecasts to consider the latest ground-truth samples.
Added confidence intervals to predictions. See Issue #20

Documentation:

Overhauled documentation with new formatting
Migrated off of readthedocs and onto gh-pages

- Python
Published by tgsmith61591 almost 8 years ago

pmdarima - Version 0.6.5

Much faster ARIMA computation since we don't compute the U or V in the SVD component.

- Python
Published by tgsmith61591 about 8 years ago

pmdarima - Version 0.6.2

Version 0.6.2 is a hot fix that addresses Issue #16, where Pyramid could not be installed via PIP on an EC2 Linux machine.

- Python
Published by tgsmith61591 over 8 years ago

pmdarima - Version 0.5.1

This release adds a hotfix to the v0.5 release, which includes the requirements.txt in the MANIFEST.in and allows pip installs from pypi.

- Python
Published by tgsmith61591 almost 9 years ago

pmdarima - Version 0.5

- Python
Published by tgsmith61591 almost 9 years ago

pmdarima - Version 0.4

Version 0.4 adds several bug fixes, optimizations, and two major additions:

Stepwise auto_arima solving (rather than merely grid search)
AICc ARIMA selection criterion

- Python
Published by tgsmith61591 almost 9 years ago

pmdarima - Version 0.3

Version 0.3 allows out-of-sample scoring to be used as a metric for ARIMA parameter selection in the auto_arima function.

- Python
Published by tgsmith61591 almost 9 years ago

pmdarima - Version 0.2 pre-release

Version 0.2 adds: - Option to return all fitted models - Ability to fit randomized ARIMA search (rather than exhaustive) - Several bug fixes

- Python
Published by tgsmith61591 almost 9 years ago

pmdarima - Version 0.1 pre-release

This is the initial release of pyramid. Notable inclusions:

pyramid.arima.ARIMA
pyramid.arima.auto_arima

- Python
Published by tgsmith61591 almost 9 years ago