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Fastest configuration

See original GitHub issue

Hi and thanks for working on this!

What’s the fastest configuration for BATS and TBATS? We’re running a number of basic tests and need to speed them up a bit.

We currently set "use_box_cox": False, "use_trend": False, "use_damped_trend": False, "sp": [1], "use_arma_errors": False. Anything we can do to make it faster? It’s still an order of magnitude slower than AutoARIMA for example. Is that normal?

Issue Analytics

State:
Created 3 years ago
Reactions:1
Comments:8

Top GitHub Comments

1reaction

cotterplcommented, Dec 15, 2020

It is not the default because your time series are usually not short and your settings for parameters are usually not to turn all of them off and in such a situation it is quicker to do multiprocessing.

1reaction

mloningcommented, Dec 14, 2020

Setting n_jobs=1 pushes down the run time to 100ms for BATS - so that may be enough already. Why isn’t that the default?

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