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Varima and AutoVARIMA models for forecasting#665

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charavelg wants to merge 16 commits intomainfrom
varima
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Varima and AutoVARIMA models for forecasting#665
charavelg wants to merge 16 commits intomainfrom
varima

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@charavelg charavelg commented Apr 10, 2026

Add VARIMA and AutoVARIMA models for forecasting.

Supports naive seasonality.
Supports variable length TS.

VARIMA uses scipy nelder-mead optimization when q>0
AutoVARIMA uses statsmodels kpss tests for stationarity

Based on https://otexts.com/fpp3/

TODO:

  • Improve docstrings
  • Add doc example
  • Add models into the variable length section in docs

charavelg and others added 16 commits April 1, 2026 16:01
* Fixes LearningShapelets masking issue with Keras 3.14 (#660)

* Fixes masking issue with Keras 3.14 (after keras-team/keras#21946)

* Update changelog

* Test against Keras nightly (#661)

* Test against Keras nightly

* Fixes LearningShapelets masking issue with Keras 3.14 (#660) (#662)

* Fixes masking issue with Keras 3.14 (after keras-team/keras#21946)

* Update changelog

* Parallelize dtw barycenter computation (#658)

* Parallelize dtw barycenter computation

* Add tests

* Update changelog

* docs: add MacOS SSL certificate note to datasets module (#663)

On MacOS, downloading datasets may fail with SSL certificate errors
unless certificates are installed for the Python runtime. This adds a
note to the datasets module docstring explaining the fix.

Fixes #396

Co-authored-by: Matt Van Horn <455140+mvanhorn@users.noreply.github.com>

---------

Co-authored-by: Matt Van Horn <mvanhorn@users.noreply.github.com>
Co-authored-by: Matt Van Horn <455140+mvanhorn@users.noreply.github.com>
@charavelg charavelg requested a review from rtavenar April 10, 2026 14:32
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codecov bot commented Apr 10, 2026

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 93.97%. Comparing base (5483674) to head (fc97aae).
⚠️ Report is 4 commits behind head on main.

Additional details and impacted files
@@            Coverage Diff             @@
##             main     #665      +/-   ##
==========================================
+ Coverage   93.67%   93.97%   +0.30%     
==========================================
  Files          73       76       +3     
  Lines        6953     7335     +382     
==========================================
+ Hits         6513     6893     +380     
- Misses        440      442       +2     

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