GitHub - alkaline-ml/pmdarima: A statistical library designed to fill the void in Python's time series analysis capabilities, including the equivalent of R's auto.arima function.
Pmdarima (originally pyramid-arima , for the anagram of 'py' + 'arima') is a statistical library designed to fill the void in Python's time series analysis capabilities. This includes:
- The equivalent of R's auto.arima functionality
- A collection of statistical tests of stationarity and seasonality
- Time series utilities, such as differencing and inverse