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Releases: winedarksea/AutoTS

0.6.1

04 Oct 01:48
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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

07 Aug 21:25
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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

06 Jul 20:52
7c5d35c
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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

23 May 04:14
27999a2
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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

10 Apr 03:47
de2d2a1
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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

03 Apr 03:16
6e4a47d
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0.5.5 🌌 🌌 🌌

  • updated metrics
  • Cassandra bug fixes
  • fail_on_forecast_nan now also checks for infinity, and is faster

0.5.4

02 Feb 00:46
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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

23 Dec 18:51
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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

13 Dec 20:13
c457b90
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0.5.2 🌎 🌎 🌎

  • allow transformer_max_depth == 0
  • linear_tree option to LightGBM models
  • additional linear model options to Cassandra

0.5.1

15 Nov 15:29
c78a542
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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 to series
  • 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