feat: migrate arima to c++ (#895)

Nixtla · Sep 3, 2024 · 4bd4364 · 4bd4364
1 parent aff76ff
commit 4bd4364
Show file tree

Hide file tree

Showing 8 changed files with 832 additions and 1,194 deletions.
diff --git a/.gitignore b/.gitignore
@@ -25,3 +25,4 @@ nbs/.last_checked
 mlruns/
 .luarc.json
 *.so
+*.dll
diff --git a/experiments/m3/src/evaluation.py b/experiments/m3/src/evaluation.py
@@ -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,
             '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(
-Original file line number
+Diff line change
@@ Expand Up / @@ -25,3 +25,4 @@ nbs/.last_checked @@
     mlruns/
     .luarc.json
     *.so
+    *.dll