AutoARIMAModel

class AutoARIMAModel(**kwargs)[source]

Bases: etna.models.base.PerSegmentPredictionIntervalModel

Class for holding auto arima model.

Notes

We use pmdarima.arima.arima.ARIMA.

Init auto ARIMA model with given params.

Parameters

**kwargs – Training parameters for auto_arima from pmdarima package.

Inherited-members

Methods

fit(ts)

Fit model.

forecast(ts[, prediction_interval, quantiles])

Make predictions.

get_model()

Get internal models that are used inside etna class.