Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

enh: migrate arima to c++ #895

Merged
merged 15 commits into from
Sep 3, 2024
Merged

enh: migrate arima to c++ #895

Show file tree
Hide file tree
Changes from 14 commits
Commits
Show all changes
15 commits
Select commit Hold shift + click to select a range
644e8db
migrate arima to cpp
jmoralez Jun 4, 2024
4685eb7
keep scipy minimize
jmoralez Jun 5, 2024
01ee18c
incorporate cpp fns to python
jmoralez Jun 5, 2024
34fd3bc
add missing parenthesis
jmoralez Jun 5, 2024
5003daa
move copy
jmoralez Jun 5, 2024
08251cb
update eval
jmoralez Jun 5, 2024
0a678fa
migrate to nanobind
jmoralez Jun 6, 2024
5644f31
merge main
jmoralez Sep 2, 2024
8935c7f
use pybind11
jmoralez Sep 2, 2024
dc160a0
treat P and Pnew as matrices
jmoralez Sep 3, 2024
cb2b40b
some simplifications
jmoralez Sep 3, 2024
14e9f68
Revert "some simplifications"
jmoralez Sep 3, 2024
258842d
Revert "treat P and Pnew as matrices"
jmoralez Sep 3, 2024
c8d1724
use numpy for passing arrays
jmoralez Sep 3, 2024
31ee42c
populate identity matrix
jmoralez Sep 3, 2024
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
1 change: 1 addition & 0 deletions .gitignore
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -25,3 +25,4 @@ nbs/.last_checked
mlruns/
.luarc.json
*.so
*.dll
4 changes: 2 additions & 2 deletions experiments/m3/src/evaluation.py
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -50,11 +50,11 @@ def main(test: bool = False):
time = evaluation.query('metric=="time"').T
if test:
expected_results = {
'AutoARIMA': 4.87,
'AutoARIMA': 4.57,
jmoralez marked this conversation as resolved.
Show resolved Hide resolved
'CES': 4.85,
'AutoETS': 4.35,
'DynamicOptimizedTheta': 4.54,
'StatisticalEnsemble': 4.173
'StatisticalEnsemble': 4.23,
}
expected_results = pd.Series(expected_results)
pd.testing.assert_series_equal(
Expand Down
Loading
Loading