arima model user guide

[narencastellon]

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[kvnkho]

This is amazing @Naren8520! Thanks for the contribution.

I think you need to add your email to your Github account to be able to sign the License agreement: https://docs.github.com/en/account-and-profile/setting-up-and-managing-your-personal-account-on-github/managing-email-preferences/adding-an-email-address-to-your-github-account

Second, I saw a tqdm error in the notebook. If you want to remove it, you can Add a cell at the top like this:

#| hide
import warnings
warnings.simplefilter('ignore')

import logging
logging.getLogger('statsforecast').setLevel(logging.ERROR)

And it will hide the this cell from the HTML file. This will hide the tqdm error.

[kvnkho]

The tutorials have reorganized a bit. Could you put your file under

docs/tutorials/ARIMA.ipynb

?

[mergenthaler]

@Naren8520: a fantastic job. Thanks!

@FedericoGarza: please share your comments on this sort of text. I'm particularly interested to know if something is missing or if the structure seems right to you. As you know, @Naren8520, has expressed to do the same for other models like ETS, MSTL, and Theta.

[kvnkho]

Hey @Naren8520 , before you add more here. Could we merge this in? It's getting quite big for a review lol.

[kvnkho]

Note to self: check parameters of different models before approving. Some have updated.

[kvnkho]

For future reference, there is something weird with cross-validation plotting. I find this snippet is not printing anything so I will remove it for now and reinsert after investigating.

crossvalidation_df.rename(columns = {'y' : 'actual'}, inplace = True) # rename actual values 

cutoff = crossvalidation_df['cutoff'].unique()

for k in range(len(cutoff)): 
    cv = crossvalidation_df[crossvalidation_df['cutoff'] == cutoff[k]]
    StatsForecast.plot(df, cv.loc[:, cv.columns != 'cutoff'], engine="matplotlib")

[kvnkho]

I finished reviewing this but CI is failing because seaborn is used in a couple of these. plotly is also used in some. Do we need to make a development dependency file? @jmoralez

EDIT: Actually, these files shouldn't be run in CI/CD I think. I will remove them from the CI/CD

[kvnkho]

Ready to merge! @jmoralez @Naren8520

[jmoralez]

@kvnkho it's good to run these files in the CI to make sure we don't have any broken tutorials. You can add seaborn to the conda section of dev/environment.yml and dev/local_environment.yml (note that these are sorted alphabetically, so it should be added after scipy), plotly is already there so it should be fine.

[jmoralez]

@kvnkho nevermind. Seems like we don't run any of the documentation. I think you can add a .notest file in docs/models like the one here so they're not run.

[kvnkho]

I think this should be good @FedericoGarza @Naren8520 @jmoralez. I am having problems previewing locally as I get errors in other files.

[kvnkho]

Was able to preview locally. Looks good!