forecasting

make_future_dataframe doesn't support regressors currently. So code like:

m = Prophet()
m.add_regressor('var')
m.fit(df)
forecasts = m.predict(m.make_future_dataframe(periods=7))

gives an error like:

ValueError: Regressor 'var' missing from dataframe when attempting to generate forecasts

I know prophet may not know what exact values to put for var in each of the rows a

In our current GitHub actions CI/CD, the windows tests are verbose, i.e., logs per test are printed out, which is very useful for diagnosing on remote.

This is not the case for mac and unix (only "dots" are printed and percentages) - it would be great if it were.

Not sure what would have to be changed, but perhaps a good first issue for someone with CI/CD and/or GitHub actions experience.

The parameters of the likelihood model assume invalid values during training.

Description

(A clear and concise description of what the feature is.)

• util.cumsum implementation https://github.com/awslabs/gluon-ts/blob/master/src/gluonts/mx/util.py#L326 does not scale under mx.ndarray
• cumsum is 2-5 times slower than nd.cumsum under both mx.sym and mx.ndarray, and even fails for large 4-dim input

Sample test

Code

# import ...
def test_

Is your feature request related to a problem? Please describe.

It would be nice to directly support simulating from a fitted ARIMA model, e.g. to have a simulate method to call that would delegate to statsmodels.tsa.arima.model.ARIMA.simulate. Right now, the only way I found is to use arima_res_ member of the fitted object.

Describe the solution you'd like

Class `pmdarima.arima.ar

We have a lot of antiquated docstrings that don't render well into ReadTheDocs. A kind of grunge (but incredibly useful) task would be to refactor these docstrings into proper ReadTheDocs format. This would allow us to render them effectively...

🐛 Bug Report

I ran code from How To Reproduce and got strange results: fold_info column in backtest's forecasts was not added to ts[:, segment] block but concatenated separately from other segment's columns.

Expected behavior

I expected smth like

|segment |     segment_0      |     segment_1      |      segment_2     |
------------------------------------------------------