A package that brings R's beloved auto.arima to Python, making an even stronger case for why Python > R for data science.
Clone or download
Latest commit c5b9b2c Dec 27, 2018
Permalink
Type Name Latest commit message Commit time
Failed to load latest commit information.
.circleci CI: Fix broken yml Dec 21, 2018
benchmarks Update examples and notebooks with pmdarima Nov 2, 2018
build_tools add pytest-mpl to appveyor/requirements.txt and build_test_pypy.sh fo… Dec 24, 2018
doc [ci skip] Update doc Dec 24, 2018
examples Update examples and notebooks with pmdarima Nov 2, 2018
pmdarima Bump version, remove dev tag Dec 24, 2018
pytest_images add pytest-mpl, new images, different OS thresholds, simplified code … Dec 24, 2018
.codecov.yml Change codecov thresholds to make it more flexible Dec 24, 2018
.coveragerc Issue #34, migrate namespace for v1.0.0 Oct 3, 2018
.gitignore Merge branch 'develop' into migrate-namespace Nov 2, 2018
.travis.yml Moved artifact assertion to before_deploy step of Travis Dec 23, 2018
AUTHORS.md Added Aaron Smith as author Dec 4, 2018
ISSUE_TEMPLATE.md Update URLs in ISSUE_TEMPLATE Nov 13, 2018
LICENSE Initial commit Mar 30, 2017
MANIFEST.in Issue #34, migrate namespace for v1.0.0 Oct 3, 2018
Makefile add pytest-mpl, new images, different OS thresholds, simplified code … Dec 24, 2018
README.md Doc - 📚 Add links for other versions of doc on index Dec 22, 2018
appveyor.yml add pytest-mpl, new images, different OS thresholds, simplified code … Dec 24, 2018
requirements.txt WIP Changes for 3.7 compat: Dec 18, 2018
setup.cfg Migrate travis to use pytest rather than nosetests, and use codecov, not May 3, 2018
setup.py Remove 2.7 builds from CI Nov 16, 2018
setup32.cfg Issue #34, migrate namespace for v1.0.0 Oct 3, 2018

README.md

PyPI version Linux build status Build status CircleCI codecov Supported versions

pmdarima

Pmdarima (originally pyramid-arima, for the anagram of 'py' + 'arima') is a no-nonsense statistical Python library with a solitary objective: bring R's auto.arima functionality to Python. Pmdarima operates by wrapping statsmodels.tsa.ARIMA and statsmodels.tsa.statespace.SARIMAX into one estimator class and creating a more user-friendly estimator interface for programmers familiar with scikit-learn.

Installation

Pmdarima is on pypi under the package name pmdarima and can be downloaded via pip:

$ pip install pmdarima

Note that legacy versions (<1.0.0) are available under the name "pyramid-arima" and can be pip installed via:

# Legacy warning:
$ pip install pyramid-arima
# python -c 'import pyramid;'

To ensure the package was built correctly, import the following module in python:

from pmdarima.arima import auto_arima

Availability

pmdarima is available in pre-built Wheel files for the following Python versions:

  • Python 3.5+:
    • Mac (64-bit)
    • Linux (64-bit manylinux)
    • Windows (32 & 64-bit)

If a wheel doesn't exist for your platform, you can still pip install and it will build from the source distribution tarball, however you'll need cython>=0.28 and gcc (Mac/Linux) or MinGW (Windows) in order to build the package from source.

Documentation

All of your questions and more (including examples and guides) can be answered by the pmdarima documentation. If not, always feel free to file an issue.