evalml.pipelines.components.ARIMARegressor.__init__

ARIMARegressor.__init__(date_index=None, trend=None, start_p=2, d=0, start_q=2, max_p=5, max_d=2, max_q=5, seasonal=True, n_jobs=- 1, random_seed=0, **kwargs)[source]
Parameters
  • date_index (str) – Specifies the name of the column in X that provides the datetime objects. Defaults to None.

  • trend (str) – 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].

  • start_p (int) – Minimum Autoregressive order.

  • d (int) – Minimum Differencing degree.

  • start_q (int) – Minimum Moving Average order.

  • max_p (int) – Maximum Autoregressive order.

  • max_d (int) – Maximum Differencing degree.

  • max_q (int) – Maximum Moving Average order.

  • seasonal (bool) – Whether to fit a seasonal model to ARIMA.