Batch functionality

[Jostarndt]

Is your feature request related to a problem? Please describe.

I would like to call the ARIMA on batches of data, i.e. the data has the shape [batchsize, timesteps], and therefore generate output that has the shape [batchsize, output_size].

Describe the solution you'd like

The auto_arima.predict() function would be cooler if it would take also batched inputs.

Describe alternatives you've considered

Currently I am doing it with a very ugly for-loop:

output_list
for i in range(batchsize):
        model = pm.auto_arima(data[i,:])
        output = model.predict(output_size) 
        output_list.append(output)
output = np.array(output)

However this is not very pythonic and quite slow - maybe I have only missed a batch functionality?

Additional Context

I hope i havend missed that this feature already exists.
Thanks alot! :)