feat: add ARIMA_EVAULATE options in forecasting models #336
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GarrettWu
reviewed
Jan 23, 2024
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Unlike ML.EVALUATE, ML.ARIMA_EVALUATE is mostly about the model information, and can't be applied to new data. I didn't see that at first place.
That means it can't fit in model.score(X, y) story. I'm thinking of adding a .summary() method like https://www.sktime.net/en/latest/api_reference/auto_generated/sktime.forecasting.arima.AutoARIMA.html#sktime.forecasting.arima.AutoARIMA.summary. Lemme know what you think.
tswast
reviewed
Jan 24, 2024
GarrettWu
approved these changes
Jan 24, 2024
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Fixes internal issue #319491115 🦕