arima_regressor

Module Contents

Classes Summary

ARIMARegressor

Autoregressive Integrated Moving Average Model.

Contents

class evalml.pipelines.components.estimators.regressors.arima_regressor.ARIMARegressor(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)

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.

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. Defaults to 2.

• d (int) – Minimum Differencing degree. Defaults to 0.

• start_q (int) – Minimum Moving Average order. Defaults to 2.

• max_p (int) – Maximum Autoregressive order. Defaults to 5.

• max_d (int) – Maximum Differencing degree. Defaults to 2.

• max_q (int) – Maximum Moving Average order. Defaults to 5.

• seasonal (boolean) – Whether to fit a seasonal model to ARIMA. Defaults to True.

• n_jobs (int or None) – Non-negative integer describing level of parallelism used for pipelines. Defaults to -1.

• random_seed (int) – Seed for the random number generator. Defaults to 0.

Attributes

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],}
model_family	ModelFamily.ARIMA
modifies_features	True
modifies_target	False
name	ARIMA Regressor
predict_uses_y	False
supported_problem_types	[ProblemTypes.TIME_SERIES_REGRESSION]

Methods

clone	Constructs a new component with the same parameters and random state.
default_parameters	Returns the default parameters for this component.
describe	Describe a component and its parameters
feature_importance	Returns array of 0’s with a length of 1 as feature_importance is not defined for ARIMA regressor.
fit	Fits component to data
load	Loads component at file path
needs_fitting	Returns boolean determining if component needs fitting before
parameters	Returns the parameters which were used to initialize the component
predict	Make predictions using selected features.
predict_proba	Make probability estimates for labels.
save	Saves component at file path

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.

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.

Return type

dict

describe(self, print_name=False, return_dict=False)

Describe a component and its parameters

Parameters

• print_name (bool, optional) – whether to print name of component

• return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}

Returns

prints and returns dictionary

Return type

None or dict

property feature_importance(self)

Returns array of 0’s with a length of 1 as feature_importance is not defined for ARIMA regressor.

fit(self, X, y=None)

Fits component to data

Parameters

• X (list, pd.DataFrame or np.ndarray) – The input training data of shape [n_samples, n_features]

• y (list, pd.Series, np.ndarray, optional) – The target training data of length [n_samples]

Returns

self

static load(file_path)

Loads component at file path

Parameters

file_path (str) – Location to load file

Returns

ComponentBase object

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.

property parameters(self)

Returns the parameters which were used to initialize the component

predict(self, X, y=None)

Make predictions using selected features.

Parameters

X (pd.DataFrame, np.ndarray) – Data of shape [n_samples, n_features]

Returns

Predicted values

Return type

pd.Series

predict_proba(self, X)

Make probability estimates for labels.

Parameters

X (pd.DataFrame, or np.ndarray) – Features

Returns

Probability estimates

Return type

pd.Series

save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)

Saves component at file path

Parameters

• file_path (str) – Location to save file

• pickle_protocol (int) – The pickle data stream format.

Returns

None

regressors baseline_regressor