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0.15.0 source code.tar.gz 2024-05-27 2.9 MB
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README.md 2024-05-27 2.0 kB
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New features

  • add iTransformer multivariate forecaster (#3017) by @kashif
  • Add TiDE model (#3096) by @maxc01
  • Add ercot dataset (#3148) by @lostella
  • Add ETT datasets (#3149) by @lostella
  • Add item_id to ERCOT and ETT datasets (#3150) by @shchur
  • Add Seasonal Aggregate Predictor (#3162) by @rshyamsundar

Model updates

  • Add option to provide function for season_length in SeasonalNaivePredictor (#3033) by @lostella
  • R: add ARIwith exogenous regressors (#3086) by @leica2023

Breaking changes

  • ev: Batch data for faster evaluation. (#3051) by @lostella
  • Unify QuantileOutput and DistributionOutput (#3093) by @shchur
  • Rotbaum: turn to json-based serialization (#3176) by @lostella

Fixes

  • Fix loader for the M5 dataset (#3151) by @shchur
  • Fix loaders for M5 & ETT datasets (#3155) by @shchur
  • Fix item_id for M5 dataset (#3156) by @shchur
  • Serde: limit decode code execution (#3175) by @lostella

Dependencies

  • Nursery: bump up pyarrow requirement in gluonts.nursery.tsbench (#3056) by @lostella
  • Bump scikit-learn from 0.23.2 to 1.0.1 in /src/gluonts/nursery/daf (#3118) by @dependabot
  • Bump sklearn version in nursery subpackages (#3120) by @lostella
  • Bump dependencies versions to address dependabot alerts (#3173) by @lostella
  • Bump dependencies versions to address dependabot alerts, again (#3174) by @lostella

Other changes

  • update dockerfile python version to 3.8 (#3072) by @melopeo
  • Update REFERENCES.md (#3078) by @abdulfatir
  • CI: run R tests on push (#3089) by @lostella
  • CI: chain requirements to ensure compatibility (#3112) by @Borda
  • test: unify using @pytest.mark.flaky(...) & bump pytest plugins (#3132) by @Borda
  • Add Chronos Breaking News (#3154) by @abdulfatir
  • lint: freeze & run Black version 24.02 (#3131) by @Borda
  • ci: update lints Ruff & docformatter (#3130) by @Borda
  • Extend test coverage for pandas frequencies (#3179) by @shchur
  • Tests: xfail test for fourier.arima.xreg (#3182) by @lostella
Source: README.md, updated 2024-05-27