cuml.tsa#

Warning

cuml.tsa is deprecated in cuML 26.08 and will be removed in the cuML 26.12 release. This includes cuml.tsa.ARIMA, cuml.tsa.auto_arima.AutoARIMA, cuml.tsa.ExponentialSmoothing, and cuml.tsa.seasonality.seas_test, cuml.tsa.stationarity.kpss_test, cuml.ARIMA, cuml.AutoARIMA, and cuml.ExponentialSmoothing.

ARIMA

Implements a batched ARIMA model for in- and out-of-sample time-series prediction, with support for seasonality (SARIMA)

auto_arima.AutoARIMA

Implements a batched auto-ARIMA model for in- and out-of-sample times-series prediction.

ExponentialSmoothing

Implements a HoltWinters time series analysis model which is used in both forecasting future entries in a time series as well as in providing exponential smoothing, where weights are assigned against historical data with exponentially decreasing impact.