.. _api_ref: ============= API Reference ============= .. include:: ../includes/api_css.rst This is the class and function reference for ``pmdarima``. Please refer to the :ref:`full user guide ` for further details, as the class and function raw specifications may not be enough to give full guidelines on their uses. .. _arima_ref: :mod:`pmdarima.arima`: ARIMA estimator & differencing tests =========================================================== The ``pmdarima.arima`` sub-module defines the ``ARIMA`` estimator and the ``auto_arima`` function, as well as a set of tests of seasonality and stationarity. .. automodule:: pmdarima.arima :no-members: :no-inherited-members: ARIMA estimator & statistical tests ----------------------------------- **User guide:** See the :ref:`seasonality` and :ref:`enforcing_stationarity` sections for further details. .. currentmodule:: pmdarima .. autosummary:: :toctree: generated/ :template: class.rst arima.ADFTest arima.ARIMA arima.AutoARIMA arima.CHTest arima.KPSSTest arima.OCSBTest arima.PPTest arima.StepwiseContext ARIMA auto-parameter selection ------------------------------ **User guide:** See the :ref:`tips_and_tricks` section for further details. .. currentmodule:: pmdarima .. autosummary:: :toctree: generated/ :template: function.rst arima.auto_arima Differencing helpers -------------------- .. currentmodule:: pmdarima .. autosummary:: :toctree: generated/ :template: function.rst arima.is_constant arima.ndiffs arima.nsdiffs Seasonal decomposition ---------------------- .. currentmodule:: pmdarima .. autosummary:: :toctree: generated/ :template: function.rst arima.decompose .. _datasets_ref: :mod:`pmdarima.datasets`: Toy timeseries datasets ================================================= The ``pmdarima.datasets`` submodule provides several different univariate time- series datasets used in various examples and tests across the package. If you would like to prototype a model, this is a good place to find easy-to-access data. **User guide:** See the :ref:`datasets` section for further details. .. automodule:: pmdarima.datasets :no-members: :no-inherited-members: Dataset loading functions ------------------------- .. currentmodule:: pmdarima .. autosummary:: :toctree: generated/ :template: function.rst datasets.load_airpassengers datasets.load_ausbeer datasets.load_austres datasets.load_gasoline datasets.load_heartrate datasets.load_lynx datasets.load_msft datasets.load_sunspots datasets.load_taylor datasets.load_wineind datasets.load_woolyrnq .. _metrics_ref: :mod:`pmdarima.metrics`: Time-series metrics ============================================ The ``metrics`` submodule implements time-series metrics that are not implemented in scikit-learn. .. automodule:: pmdarima.metrics :no-members: :no-inherited-members: Metrics ------- .. currentmodule:: pmdarima .. autosummary:: :toctree: generated/ :template: function.rst metrics.smape .. _model_selection_ref: :mod:`pmdarima.model_selection`: Cross-validation classes ========================================================= The ``pmdarima.model_selection`` submodule defines several different strategies for cross-validating time series models .. automodule:: pmdarima.model_selection :no-members: :no-inherited-members: Cross validation & split utilities ---------------------------------- .. currentmodule:: pmdarima .. autosummary:: :toctree: generated/ :template: class.rst model_selection.RollingForecastCV model_selection.SlidingWindowForecastCV .. autosummary:: :toctree: generated/ :template: function.rst model_selection.check_cv model_selection.cross_validate model_selection.cross_val_predict model_selection.cross_val_score model_selection.train_test_split .. _pipeline_ref: :mod:`pmdarima.pipeline`: Pipelining transformers & ARIMAs ========================================================== With the ``pipeline.Pipeline`` class, we can pipeline transformers together and into a final ARIMA stage. .. automodule:: pmdarima.pipeline :no-members: :no-inherited-members: Pipelines --------- .. currentmodule:: pmdarima .. autosummary:: :toctree: generated/ :template: class.rst pipeline.Pipeline .. _preprocessing_ref: :mod:`pmdarima.preprocessing`: Preprocessing transformers ========================================================= The ``pmdarima.preprocessing`` submodule provides a number of transformer classes for pre-processing time series or exogenous arrays. .. automodule:: pmdarima.preprocessing :no-members: :no-inherited-members: Endogenous transformers ----------------------- .. currentmodule:: pmdarima .. autosummary:: :toctree: generated/ :template: class.rst preprocessing.BoxCoxEndogTransformer preprocessing.LogEndogTransformer Exogenous transformers ---------------------- .. currentmodule:: pmdarima .. autosummary:: :toctree: generated/ :template: class.rst preprocessing.DateFeaturizer preprocessing.FourierFeaturizer .. _utils_ref: :mod:`pmdarima.utils`: Utilities ================================ Utilities and array differencing functions used commonly across the package. .. automodule:: pmdarima.utils :no-members: :no-inherited-members: Array helper functions & metaestimators --------------------------------------- .. currentmodule:: pmdarima .. autosummary:: :toctree: generated/ :template: function.rst utils.acf utils.as_series utils.c utils.check_endog utils.check_exog utils.diff utils.diff_inv utils.if_has_delegate utils.is_iterable utils.pacf Plotting utilities & wrappers ----------------------------- .. currentmodule:: pmdarima .. autosummary:: :toctree: generated/ :template: function.rst utils.autocorr_plot utils.decomposed_plot utils.plot_acf utils.plot_pacf