Pyramid brings R's beloved auto.arima to Python, making an even stronger case for why you don't need R for data science.
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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
    • Linux (manylinux)
    • Windows (32 & 64-bit)
  • Python 3.6:
    • Mac
    • Linux (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.

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.