C++ ARIMA fixes and refactoring (#939)

Nixtla · Nov 20, 2024 · 1e6d98c · 1e6d98c
1 parent 8680a13
commit 1e6d98c
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Showing 4 changed files with 399 additions and 237 deletions.
diff --git a/nbs/src/arima.ipynb b/nbs/src/arima.ipynb
@@ -658,7 +658,7 @@
     "            order[1],\n",
     "            seasonal['order'][1],\n",
     "        ],\n",
-    "        dtype=np.intc,\n",
+    "        dtype=np.int32,\n",
     "    )\n",
     "    narma = arma[:4].sum().item()\n",
     "    \n",

diff --git a/python/statsforecast/arima.py b/python/statsforecast/arima.py
@@ -313,7 +313,7 @@ def maInvert(ma):
             order[1],
             seasonal["order"][1],
         ],
-        dtype=np.intc,
+        dtype=np.int32,
     )
     narma = arma[:4].sum().item()
 

diff --git a/setup.py b/setup.py
@@ -58,7 +58,7 @@
         name="statsforecast._lib",
         sources=glob.glob("src/*.cpp"),
         include_dirs=["include/statsforecast", "external_libs/eigen"],
-        cxx_std=17,
+        cxx_std=20,
     )
 ]
 ParallelCompile("CMAKE_BUILD_PARALLEL_LEVEL", needs_recompile=naive_recompile).install()