[P] Python fastest auto ARIMA extension: Exogenous variables

Last week we released the fastest ⚡️ version of [auto ARIMA ever made in Python](https://www.reddit.com/r/MachineLearning/comments/syx41w/p_beware_of_false_fbprophets_introducing_the/). As the community requested, today we are thrilled to announce that we extended the ARIMA to include exogenous variables, essential for accuracy. 🔥

Our `auto.arima` is 17x faster than `pmdarima` and 500x faster than FB-`prophet`, or something like that; we are still waiting… 😕

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https://preview.redd.it/usv467nfjuk81.png?width=1020&format=png&auto=webp&s=ffe858f90c1c78b68708ae43d7b0f5b18b95ed19

Table: Computation time and mean absolute scaled error (mase) vs. seasonal naive, for the day-ahead electricity price forecasting task, …

arima extension machinelearning python