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Is your feature request related to a problem? Please describe.
I would like to call the ARIMA on batches of data, i.e. the data has the shape [batchsize, timesteps], and therefore generate output that has the shape [batchsize, output_size].
Describe the solution you'd like
The auto_arima.predict() function would be cooler if it would take also batched inputs.
Describe alternatives you've considered
Currently I am doing it with a very ugly for-loop:
output_list
for i in range(batchsize):
model = pm.auto_arima(data[i,:])
output = model.predict(output_size)
output_list.append(output)
output = np.array(output)
However this is not very pythonic and quite slow - maybe I have only missed a batch functionality?
Additional Context
I hope i havend missed that this feature already exists.
Thanks alot! :)
The text was updated successfully, but these errors were encountered:
Is your feature request related to a problem? Please describe.
I would like to call the ARIMA on batches of data, i.e. the data has the shape
[batchsize, timesteps]
, and therefore generate output that has the shape[batchsize, output_size]
.Describe the solution you'd like
The
auto_arima.predict()
function would be cooler if it would take also batched inputs.Describe alternatives you've considered
Currently I am doing it with a very ugly for-loop:
However this is not very pythonic and quite slow - maybe I have only missed a batch functionality?
Additional Context
I hope i havend missed that this feature already exists.
Thanks alot! :)
The text was updated successfully, but these errors were encountered: