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Pyramid brings R's beloved auto.arima to Python, making an even stronger case for why you don't need R for data science. It does so not by calling R under the hood, but by wrapping statsmodels' well-tested ARIMA and SARIMAX estimators in a single, easy-to-use scikit-learn-esque estimator.
Home Page: http://pyramid-arima.readthedocs.io/en/latest/index.html
License: MIT License