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feat: add ARIMA_EVAULATE options in forecasting models #336

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merged 9 commits into from
Jan 24, 2024

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Fixes internal issue #319491115 🦕

@ashleyxuu ashleyxuu requested a review from GarrettWu January 22, 2024 18:37
@ashleyxuu ashleyxuu requested review from a team as code owners January 22, 2024 18:37
@product-auto-label product-auto-label bot added size: m Pull request size is medium. api: bigquery Issues related to the googleapis/python-bigquery-dataframes API. labels Jan 22, 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.

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@ashleyxuu ashleyxuu merged commit 73e997b into main Jan 24, 2024
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@ashleyxuu ashleyxuu deleted the ashleyxu-arima-evaluate branch January 24, 2024 23:02
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