cuml.tsa

ARIMA	Implements a batched ARIMA model for in- and out-of-sample time-series prediction, with support for seasonality (SARIMA)
auto_arima.AutoARIMA	Implements a batched auto-ARIMA model for in- and out-of-sample times-series prediction.
ExponentialSmoothing	Implements a HoltWinters time series analysis model which is used in both forecasting future entries in a time series as well as in providing exponential smoothing, where weights are assigned against historical data with exponentially decreasing impact.