arima_regressor =========================================================================== .. py:module:: evalml.pipelines.components.estimators.regressors.arima_regressor .. autoapi-nested-parse:: Autoregressive Integrated Moving Average Model. The three parameters (p, d, q) are the AR order, the degree of differencing, and the MA order. More information here: https://www.statsmodels.org/devel/generated/statsmodels.tsa.arima.model.ARIMA.html. Module Contents --------------- Classes Summary ~~~~~~~~~~~~~~~ .. autoapisummary:: evalml.pipelines.components.estimators.regressors.arima_regressor.ARIMARegressor Contents ~~~~~~~~~~~~~~~~~~~ .. py:class:: ARIMARegressor(time_index: Optional[Hashable] = None, trend: Optional[str] = None, start_p: int = 2, d: int = 0, start_q: int = 2, max_p: int = 5, max_d: int = 2, max_q: int = 5, seasonal: bool = True, sp: int = 1, n_jobs: int = -1, random_seed: Union[int, float] = 0, maxiter: int = 10, use_covariates: bool = True, **kwargs) Autoregressive Integrated Moving Average Model. The three parameters (p, d, q) are the AR order, the degree of differencing, and the MA order. More information here: https://www.statsmodels.org/devel/generated/statsmodels.tsa.arima.model.ARIMA.html. Currently ARIMARegressor isn't supported via conda install. It's recommended that it be installed via PyPI. :param time_index: Specifies the name of the column in X that provides the datetime objects. Defaults to None. :type time_index: str :param trend: Controls the deterministic trend. Options are ['n', 'c', 't', 'ct'] where 'c' is a constant term, 't' indicates a linear trend, and 'ct' is both. Can also be an iterable when defining a polynomial, such as [1, 1, 0, 1]. :type trend: str :param start_p: Minimum Autoregressive order. Defaults to 2. :type start_p: int :param d: Minimum Differencing degree. Defaults to 0. :type d: int :param start_q: Minimum Moving Average order. Defaults to 2. :type start_q: int :param max_p: Maximum Autoregressive order. Defaults to 5. :type max_p: int :param max_d: Maximum Differencing degree. Defaults to 2. :type max_d: int :param max_q: Maximum Moving Average order. Defaults to 5. :type max_q: int :param seasonal: Whether to fit a seasonal model to ARIMA. Defaults to True. :type seasonal: boolean :param sp: Period for seasonal differencing, specifically the number of periods in each season. If "detect", this model will automatically detect this parameter (given the time series is a standard frequency) and will fall back to 1 (no seasonality) if it cannot be detected. Defaults to 1. :type sp: int or str :param n_jobs: Non-negative integer describing level of parallelism used for pipelines. Defaults to -1. :type n_jobs: int or None :param random_seed: Seed for the random number generator. Defaults to 0. :type random_seed: int **Attributes** .. list-table:: :widths: 15 85 :header-rows: 0 * - **hyperparameter_ranges** - { "start_p": Integer(1, 3), "d": Integer(0, 2), "start_q": Integer(1, 3), "max_p": Integer(3, 10), "max_d": Integer(2, 5), "max_q": Integer(3, 10), "seasonal": [True, False],} * - **max_cols** - 7 * - **max_rows** - 1000 * - **model_family** - ModelFamily.ARIMA * - **modifies_features** - True * - **modifies_target** - False * - **name** - ARIMA Regressor * - **supported_problem_types** - [ProblemTypes.TIME_SERIES_REGRESSION] * - **training_only** - False **Methods** .. autoapisummary:: :nosignatures: evalml.pipelines.components.estimators.regressors.arima_regressor.ARIMARegressor.clone evalml.pipelines.components.estimators.regressors.arima_regressor.ARIMARegressor.default_parameters evalml.pipelines.components.estimators.regressors.arima_regressor.ARIMARegressor.describe evalml.pipelines.components.estimators.regressors.arima_regressor.ARIMARegressor.feature_importance evalml.pipelines.components.estimators.regressors.arima_regressor.ARIMARegressor.fit evalml.pipelines.components.estimators.regressors.arima_regressor.ARIMARegressor.get_prediction_intervals evalml.pipelines.components.estimators.regressors.arima_regressor.ARIMARegressor.load evalml.pipelines.components.estimators.regressors.arima_regressor.ARIMARegressor.needs_fitting evalml.pipelines.components.estimators.regressors.arima_regressor.ARIMARegressor.parameters evalml.pipelines.components.estimators.regressors.arima_regressor.ARIMARegressor.predict evalml.pipelines.components.estimators.regressors.arima_regressor.ARIMARegressor.predict_proba evalml.pipelines.components.estimators.regressors.arima_regressor.ARIMARegressor.save evalml.pipelines.components.estimators.regressors.arima_regressor.ARIMARegressor.update_parameters .. py:method:: clone(self) Constructs a new component with the same parameters and random state. :returns: A new instance of this component with identical parameters and random state. .. py:method:: default_parameters(cls) Returns the default parameters for this component. Our convention is that Component.default_parameters == Component().parameters. :returns: Default parameters for this component. :rtype: dict .. py:method:: describe(self, print_name=False, return_dict=False) Describe a component and its parameters. :param print_name: whether to print name of component :type print_name: bool, optional :param return_dict: whether to return description as dictionary in the format {"name": name, "parameters": parameters} :type return_dict: bool, optional :returns: Returns dictionary if return_dict is True, else None. :rtype: None or dict .. py:method:: feature_importance(self) -> numpy.ndarray :property: Returns array of 0's with a length of 1 as feature_importance is not defined for ARIMA regressor. .. py:method:: fit(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None) Fits ARIMA regressor to data. :param X: The input training data of shape [n_samples, n_features]. :type X: pd.DataFrame :param y: The target training data of length [n_samples]. :type y: pd.Series :returns: self :raises ValueError: If y was not passed in. .. py:method:: get_prediction_intervals(self, X: pandas.DataFrame, y: pandas.Series = None, coverage: List[float] = None, predictions: pandas.Series = None) -> Dict[str, pandas.Series] Find the prediction intervals using the fitted ARIMARegressor. :param X: Data of shape [n_samples, n_features]. :type X: pd.DataFrame :param y: Target data. Optional. :type y: pd.Series :param coverage: A list of floats between the values 0 and 1 that the upper and lower bounds of the prediction interval should be calculated for. :type coverage: list[float] :param predictions: Not used for ARIMA regressor. :type predictions: pd.Series :returns: Prediction intervals, keys are in the format {coverage}_lower or {coverage}_upper. :rtype: dict .. py:method:: load(file_path) :staticmethod: Loads component at file path. :param file_path: Location to load file. :type file_path: str :returns: ComponentBase object .. py:method:: needs_fitting(self) Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances. This can be overridden to False for components that do not need to be fit or whose fit methods do nothing. :returns: True. .. py:method:: parameters(self) :property: Returns the parameters which were used to initialize the component. .. py:method:: predict(self, X: pandas.DataFrame, y: Optional[pandas.Series] = None) -> pandas.Series Make predictions using fitted ARIMA regressor. :param X: Data of shape [n_samples, n_features]. :type X: pd.DataFrame :param y: Target data. :type y: pd.Series :returns: Predicted values. :rtype: pd.Series :raises ValueError: If X was passed to `fit` but not passed in `predict`. .. py:method:: predict_proba(self, X: pandas.DataFrame) -> pandas.Series Make probability estimates for labels. :param X: Features. :type X: pd.DataFrame :returns: Probability estimates. :rtype: pd.Series :raises MethodPropertyNotFoundError: If estimator does not have a predict_proba method or a component_obj that implements predict_proba. .. py:method:: save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL) Saves component at file path. :param file_path: Location to save file. :type file_path: str :param pickle_protocol: The pickle data stream format. :type pickle_protocol: int .. py:method:: update_parameters(self, update_dict, reset_fit=True) Updates the parameter dictionary of the component. :param update_dict: A dict of parameters to update. :type update_dict: dict :param reset_fit: If True, will set `_is_fitted` to False. :type reset_fit: bool, optional