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Adding TimeSeriesFeaturizer to ARIMA #3313

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Merged
merged 20 commits into from
Mar 9, 2022
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ParthivNaresh
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@ParthivNaresh ParthivNaresh commented Feb 9, 2022

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codecov bot commented Feb 9, 2022

Codecov Report

Merging #3313 (bce253e) into main (e45dc07) will increase coverage by 0.1%.
The diff coverage is 100.0%.

Impacted file tree graph

@@           Coverage Diff           @@
##            main   #3313     +/-   ##
=======================================
+ Coverage   99.6%   99.6%   +0.1%     
=======================================
  Files        329     329             
  Lines      32229   32229             
=======================================
+ Hits       32099   32100      +1     
+ Misses       130     129      -1     
Impacted Files Coverage Δ
evalml/tests/pipeline_tests/test_pipeline_utils.py 99.7% <ø> (ø)
...omponents/estimators/regressors/arima_regressor.py 100.0% <100.0%> (ø)
evalml/pipelines/utils.py 99.5% <100.0%> (ø)
...ests/automl_tests/test_automl_search_regression.py 95.4% <100.0%> (+0.7%) ⬆️
...alml/tests/component_tests/test_arima_regressor.py 100.0% <100.0%> (ø)

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@ParthivNaresh ParthivNaresh changed the title add preprocessing to arima Adding TimeSeriesFeaturizer to ARIMA Feb 9, 2022
@ParthivNaresh ParthivNaresh marked this pull request as ready for review February 10, 2022 15:45
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@jeremyliweishih jeremyliweishih left a comment

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🤌

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@angela97lin angela97lin left a comment

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Wow, very cool that there weren't too many lines that needed to be change and the performance clearly improves so much (at the expense of time)! Great job getting back to this and making it work for ARIMA @ParthivNaresh 😱

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@chukarsten chukarsten left a comment

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Looks good, Parthiv!

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@bchen1116 bchen1116 left a comment

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LGTM! Just left one nit on the release notes

@@ -3,6 +3,7 @@

**Future Releases**
* Enhancements
* Added `TimeSeriesFeaturizer` into ARIMA-based pipelines :pr:`3313`
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Double tic marks here around TimeSeriesFeaturizer

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Improve ARIMA's performance in AutoMLSearch
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