Releases: winedarksea/AutoTS
Releases · winedarksea/AutoTS
0.6.1
0.6.1 ✨✨✨
- CenterSplit transformer added
- separated function for best model selection
- improved graphing when forecast_length == 1
- quieter Prophet
- added PreprocessingRegression model
- more KalmanStateSpace models
- assorted bug fixes
- added AutoTS diagnose_params
0.6.0
0.6.0 ♨️♨️♨️
- import_best_model and fit_data
- added canberra distance to SeasonalityMotif and MetricMotif
- DatepartRegressionTransformer now handles NaN in input data
- new DatepartRegression and SeasonalityMotif based imputers
- LevelShiftMagic transformer added
- adjusted automatic resampling to be performed only when necessary (to avoid filling NA with 0 bug and aggfunc='sum')
- fixed a bug where if a full validation round fails, best model selection fails
- macro_micro to LocalLinearTrend
0.5.8
0.5.8 🌷🌷🌷
- added plot_validations
- updated pytorch forecasting for 1.0.0 version
- plot_grid to prediction object
- breaking change: plot_per_series_smape switched to the more accurately described plot_per_series_mape
- various bug fixes such as 'TotalRuntime' missing
0.5.7
0.5.7 🛂🛂🛂
- slight changes to holiday_flag to allow list in some cases
- DatepartRegressionTransformer now accepts holiday country input as regressor
- added RegressionFilter
- changed bounded behavior of AlignLastValue
- small bug fixes
0.5.6
0.5.6 🌌 🌌 🌌
- fixes for annoying things broken by pandas 2.0, without them giving deprecation warnings
- also for gluonts who also love breaking their API
- ensembling tuning
0.5.5
0.5.5 🌌 🌌 🌌
- updated metrics
- Cassandra bug fixes
- fail_on_forecast_nan now also checks for infinity, and is faster
0.5.4
0.5.4 🌏 🌏 🌏
- Cassandra seasonality, holiday detection, and other bug fixes
- attempted to improve the KalmanStateSpace and KalmanSmoothing methods
- validation indexes now generated in a standalone function
- create_regressor bug fix
- added MLEnsemble
- fix a bug where common_fourier failed on short length forecasts
- added some additional options to ARDL
- refactored metric df eval
- refactored parts of AutoTS for templates and validations
- added ewmae metric
- non Horizontal ensembles are now also constructed after validations and vals are rerun
0.5.3
0.5.3 🌍 🌍 🌍
- robustness changes to generate_score_per_series for horizontal ensembles
- added generation_timeout to allow stopping based on time
- added ability to specify anomaly model (ie 'zscore') to AnomalyDetector.get_new_params(method='zscore')
- fixed a bug in Cassandra with future_impacts and future_regressor
0.5.2
0.5.2 🌎 🌎 🌎
- allow transformer_max_depth == 0
- linear_tree option to LightGBM models
- additional linear model options to Cassandra
0.5.1
0.5.1 🧙♂️ 🧙♂️ 🧙♂️
- add LocalLinearTrend transformer
- improved ScipyFilter focusing on Butter and Savitzky–Golay filters
- update to AutoTS().back_forecast including breaking change of
column
arg renamed toseries
- add KalmanSmoothing transformer
- add KalmanStateSpace model (Kalman Filter + 'any' state space models)
- AlignLastValue no longer applied to upper/lower forecast bounds
- modified
regression
impact in HolidayTransformer to weighted least squares, moved existing to 'datepart_regression' - added Cassandra model
- bug fix for Categorical dateparts with 1 starts
- updated load_daily to Wikimedia page views
- added dwae metric
- added MetricMotif model
- added 'common_fourier' datepart method
- added SeasonalMotif model
- added 'seasonal' validation
- bug fix for cffilter with univariate input