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[FEAT] ARIMA analytical gradient#1098

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elephaint wants to merge 3 commits intomainfrom
feat/improve_arima
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[FEAT] ARIMA analytical gradient#1098
elephaint wants to merge 3 commits intomainfrom
feat/improve_arima

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@elephaint
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Adds analytical gradient for ARIMA (rather then relying on internal minimize estimates from scipy's BFGS).

Speeds up about 2-5x, see the benchmark script.

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codspeed-hq bot commented Feb 18, 2026

Merging this PR will not alter performance

✅ 6 untouched benchmarks


Comparing feat/improve_arima (eaa9962) with main (65569e1)

Open in CodSpeed

@elephaint elephaint marked this pull request as draft February 18, 2026 22:25
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