diff --git a/CHANGELOG.md b/CHANGELOG.md index 972af3054a..2861ca73e0 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -5,45 +5,69 @@ but cannot always guarantee backwards compatibility. Changes that may **break co ## [Unreleased](https://github.com/unit8co/darts/tree/master) -[Full Changelog](https://github.com/unit8co/darts/compare/0.30.0...master) +[Full Changelog](https://github.com/unit8co/darts/compare/0.31.0...master) ### For users of the library: **Improved** -- Added `IQRDetector`, that allows to detect anomalies using the interquartile range algorithm. [#2441](https://github.com/unit8co/darts/issues/2441) by [Igor Urbanik](https://github.com/u8-igor). -- Added hyperparameters controlling the hidden layer sizes for the feature encoders in `TiDEModel`. [#2408](https://github.com/unit8co/darts/issues/2408) by [eschibli](https://github.com/eschibli). -- Added hyperparameter `activation` to `BlockRNNModel` to specify the activation function in case of a multi-layer output network. [#2408](https://github.com/unit8co/darts/issues/2408) by [eschibli](https://github.com/eschibli). -- Added support for broadcasting to TimeSeries on component and sample level. [#2476](https://https://github.com/unit8co/darts/pull/2476) by [Joel L.](https://github.com/Joelius300). -- Added support for computing metrics, backtest, and residuals on one or multiple quantiles `q`, either from probabilistic predictions or predicted quantiles. [#2530](https://github.com/unit8co/darts/issues/2530) by [Dennis Bader](https://github.com/dennisbader). -- Added quantile interval metrics: `miw` (Mean Interval Width, time aggregated) and `iw` (Interval Width, per time step / non-aggregated) which compute the width of quantile intervals `q_intervals` (expected to be a tuple or sequence of tuples with (lower quantile, upper quantile). [#2530](https://github.com/unit8co/darts/issues/2530) by [Dennis Bader](https://github.com/dennisbader). -- Added property `TimeSeries.shape` to get the shape of the time series. [#2530](https://github.com/unit8co/darts/issues/2530) by [Dennis Bader](https://github.com/dennisbader). -- Added support for parameters `enable_optimization` and `predict_likelihood_parameters` to the forecasting models' `backtest()` and `residuals()` methods. [#2530](https://github.com/unit8co/darts/issues/2530) by [Dennis Bader](https://github.com/dennisbader). -- Helper function `darts.utils.utils.generate_index()` now accepts datetime strings as `start` and `end` parameters to generate the pandas DatetimeIndex. [#2522](https://github.com/unit8co/darts/pull/2522) by [Dennis Bader](https://github.com/dennisbader). -- Various improvements in the documentation: - - Made README's forecasting model support table more colorblind-friendly. [#2433](https://github.com/unit8co/darts/pull/2433) +**Fixed** + +**Dependencies** + +### For developers of the library: + +## [0.31.0](https://github.com/unit8co/darts/tree/0.31.0) (2024-10-13) + +### For users of the library: + +**Improved** + +- Improvements to `metrics`: + - Added support for computing metrics on one or multiple quantiles `q`, either from probabilistic or quantile forecasts. [#2530](https://github.com/unit8co/darts/pull/2530) by [Dennis Bader](https://github.com/dennisbader). + - Added quantile interval metrics `miw` (Mean Interval Width, time aggregated) and `iw` (Interval Width, per time step / non-aggregated) which compute the width of quantile intervals `q_intervals` (expected to be a tuple or sequence of tuples with (lower quantile, upper quantile). [#2530](https://github.com/unit8co/darts/pull/2530) by [Dennis Bader](https://github.com/dennisbader). +- Improvements to `backtest()` and `residuals()`: + - Added support for computing backtest and residuals on one or multiple quantiles `q` in the `metric_kwargs`, either from probabilistic or quantile forecasts. [#2530](https://github.com/unit8co/darts/pull/2530) by [Dennis Bader](https://github.com/dennisbader). + - Added support for parameters `enable_optimization` and `predict_likelihood_parameters`. [#2530](https://github.com/unit8co/darts/pull/2530) by [Dennis Bader](https://github.com/dennisbader). +- Improvements to `TimeSeries`: + - Added support for broadcasting TimeSeries on component and sample level for arithmetic operations. [#2476](https://github.com/unit8co/darts/pull/2476) by [Joel L.](https://github.com/Joelius300). + - Added property `TimeSeries.shape` to get the shape of the time series. [#2530](https://github.com/unit8co/darts/pull/2530) by [Dennis Bader](https://github.com/dennisbader). +- Other improvements: + - Added a new anomaly detector `IQRDetector`, that allows to detect anomalies using the Interquartile Range algorithm. [#2441](https://github.com/unit8co/darts/pull/2441) by [Igor Urbanik](https://github.com/u8-igor). + - Added hyperparameters `temporal_hidden_size_past/future` controlling the hidden layer sizes for the feature encoders in `TiDEModel`. [#2408](https://github.com/unit8co/darts/pull/2408) by [eschibli](https://github.com/eschibli). + - Added hyperparameter `activation` to `BlockRNNModel` to specify the activation function in case of a multi-layer output network. [#2504](https://github.com/unit8co/darts/pull/2504) by [Szymon Cogiel](https://github.com/SzymonCogiel). + - Helper function `darts.utils.utils.generate_index()` now accepts datetime strings as `start` and `end` parameters to generate the pandas DatetimeIndex. [#2522](https://github.com/unit8co/darts/pull/2522) by [Dennis Bader](https://github.com/dennisbader). +- Improvements to the documentation: + - Made README's forecasting model support table more colorblind-friendly. [#2433](https://github.com/unit8co/darts/pull/2433) by [Jatin Shridhar](https://github.com/jatins). - Updated the Ray Tune Hyperparameter Optimization example in the [user guide](https://unit8co.github.io/darts/userguide/hyperparameter_optimization.html) to work with the latest `ray` versions (`>=2.31.0`). [#2459](https://github.com/unit8co/darts/pull/2459) by [He Weilin](https://github.com/cnhwl). - Indicate that `multi_models=False` induce a lags shift for each step in `output_chunk_length` in `RegressionModel` and `LinearRegressionModel`. [#2511](https://github.com/unit8co/darts/pull/2511) by [Antoine Madrona](https://github.com/madtoinou). - Added reference to `timeseries_generation.datetime_attribute_timeseries` in `TimeSeries.add_datetime_attribute` (0-indexing of encoding is enforced). [#2511](https://github.com/unit8co/darts/pull/2511) by [Antoine Madrona](https://github.com/madtoinou). **Fixed** -- Fixed a bug when predicting with `predict_likelihood_parameters=True`, `n > 1` and a `RegressionModel` with `multi_models=False` that uses a `likelihood`. The prediction now works without raising an exception. [#2545](https://github.com/unit8co/darts/pull/2545) by [Dennis Bader](https://github.com/dennisbader). -- Fixed a bug when performing probabilistic optimized historical forecasts (`num_samples>1, retrain=False, enable_optimization=True`) with regression models, where reshaping the array resulted in a wrong order of samples across components and forecasts. [#2534](https://github.com/unit8co/darts/pull/2534) by [Dennis Bader](https://github.com/dennisbader). -- Fixed bug when plotting a probabilistic multivariate series, where all confidence intervals (starting from 2nd component) had the same color as the median line. [#2532](https://github.com/unit8co/darts/pull/2532) by [Dennis Bader](https://github.com/dennisbader). -- Fixed a bug when passing an empty array to `TimeSeries.prepend/append_values()` raised an error. [#2522](https://github.com/unit8co/darts/pull/2522) by [Alessio Pellegrini](https://github.com/AlessiopSymplectic) -- Fixed a bug with `TimeSeries.prepend/append_values()`, where the name of the (time) index was lost. [#2522](https://github.com/unit8co/darts/pull/2522) by [Alessio Pellegrini](https://github.com/AlessiopSymplectic) -- Fixed a bug when using `from_group_dataframe()` with a `time_col` of type integer, where the resulting time index was wrongly converted to a DatetimeIndex. [#2512](https://github.com/unit8co/darts/pull/2512) by [Alessio Pellegrini](https://github.com/AlessiopSymplectic) -- Fixed a bug when using `historical_forecasts()` with a pre-trained `RegressionModel` that has no target lags `lags=None` but uses static covariates. [#2426](https://github.com/unit8co/darts/pull/2426) by [Dennis Bader](https://github.com/dennisbader). -- Fixed a bug with `xgboost>=2.1.0`, where multi output regression was not properly handled. [#2426](https://github.com/unit8co/darts/pull/2426) by [Dennis Bader](https://github.com/dennisbader). -- Fixed a bug when using `ShapExplainer.explain()` with some selected `target_components` and a regression model that natively supports multi output regression: The target components were not properly mapped. [#2428](https://github.com/unit8co/darts/pull/2428) by [Dennis Bader](https://github.com/dennisbader). -- Fixed a bug when using `fit()` with a `RegressionModel` that uses an underlying `model` which does not support `sample_weight`. [#2445](https://github.com/unit8co/darts/pull/2445) by [He Weilin](https://github.com/cnhwl). -- Fixed a bug preventing TimeSeries to be divided by xarray or ndarray. [#2476](https://https://github.com/unit8co/darts/pull/2476) by [Joel L.](https://github.com/Joelius300). -- Fixed a bug when using `save()` and `load()` with a `RegressionEnsembleModel` that ensembles any `TorchForecastingModel`. [#2437](https://github.com/unit8co/darts/issues/2437) by [He Weilin](https://github.com/cnhwl). -- Fixed a bug with `CrostonModel`, which actually does not support future covariates. [#2511](https://github.com/unit8co/darts/pull/2511) by [Antoine Madrona](https://github.com/madtoinou). -- Fixed the comment of `scorers_are_univariate` in class `AnomalyModel`. [#2452](https://github.com/unit8co/darts/pull/2542) by [He Weilin](https://github.com/cnhwl). +- Fixes to `RegressionModel`: + - Fixed a bug when performing probabilistic optimized historical forecasts (`num_samples>1, retrain=False, enable_optimization=True`) with regression models, where reshaping the array resulted in a wrong order of samples across components and forecasts. [#2534](https://github.com/unit8co/darts/pull/2534) by [Dennis Bader](https://github.com/dennisbader). + - Fixed a bug when predicting with `predict_likelihood_parameters=True`, `n > 1` and a `RegressionModel` with `multi_models=False` that uses a `likelihood`. The prediction now works without raising an exception. [#2545](https://github.com/unit8co/darts/pull/2545) by [Dennis Bader](https://github.com/dennisbader). + - Fixed a bug when using `historical_forecasts()` with a pre-trained `RegressionModel` that has no target lags `lags=None` but uses static covariates. [#2426](https://github.com/unit8co/darts/pull/2426) by [Dennis Bader](https://github.com/dennisbader). + - Fixed a bug when using `fit()` with a `RegressionModel` that uses an underlying `model` which does not support `sample_weight`. [#2445](https://github.com/unit8co/darts/pull/2445) by [He Weilin](https://github.com/cnhwl). + - Fixed a bug when using `save()` and `load()` with a `RegressionEnsembleModel` that ensembles any `TorchForecastingModel`. [#2437](https://github.com/unit8co/darts/pull/2437) by [GeorgeXiaojie](https://github.com/GeorgeXiaojie). + - Fixed a bug with `xgboost>=2.1.0`, where multi output regression was not properly handled. [#2426](https://github.com/unit8co/darts/pull/2426) by [Dennis Bader](https://github.com/dennisbader). +- Fixes to `TimeSeries`: + - Fixed a bug when plotting a probabilistic multivariate series with `TimeSeries.plot()`, where all confidence intervals (starting from 2nd component) had the same color as the median line. [#2532](https://github.com/unit8co/darts/pull/2532) by [Dennis Bader](https://github.com/dennisbader). + - Fixed a bug when using `TimeSeries.from_group_dataframe()` with a `time_col` of type integer, where the resulting time index was wrongly converted to a DatetimeIndex. [#2512](https://github.com/unit8co/darts/pull/2512) by [Alessio Pellegrini](https://github.com/AlessiopSymplectic) + - Fixed a bug where passing an empty array to `TimeSeries.prepend/append_values()` raised an error. [#2522](https://github.com/unit8co/darts/pull/2522) by [Alessio Pellegrini](https://github.com/AlessiopSymplectic) + - Fixed a bug with `TimeSeries.prepend/append_values()`, where the name of the (time) index was lost. [#2522](https://github.com/unit8co/darts/pull/2522) by [Alessio Pellegrini](https://github.com/AlessiopSymplectic) +- Other fixes: + - Fixed a bug when using `ShapExplainer.explain()` with some selected `target_components` and a regression model that natively supports multi output regression: The target components were not properly mapped. [#2428](https://github.com/unit8co/darts/pull/2428) by [Dennis Bader](https://github.com/dennisbader). + - Fixed a bug with `CrostonModel`, which actually does not support future covariates. [#2511](https://github.com/unit8co/darts/pull/2511) by [Antoine Madrona](https://github.com/madtoinou). + - Fixed the comment of `scorers_are_univariate` in class `AnomalyModel`. [#2452](https://github.com/unit8co/darts/pull/2542) by [He Weilin](https://github.com/cnhwl). **Dependencies** +- Bumped release requirements versions for jupyterlab and dependencies: [#2515](https://github.com/unit8co/darts/pull/2515) by [Dennis Bader](https://github.com/dennisbader). + - Bumped `ipython` from 8.10.0 to 8.18.1 + - Bumped `ipykernel` from 5.3.4 to 6.29.5 + - Bumped `ipywidgets` from 7.5.1 to 8.1.5 + - Bumped `jupyterlab` from 4.0.11 to 4.2.5 ### For developers of the library: @@ -390,7 +414,7 @@ No changes. - Future and past covariates can now be used even if `forecasting_models` have different covariates support. The covariates passed to `fit()`/`predict()` are used only by models that support it. [#1745](https://github.com/unit8co/darts/pull/1745) by [Antoine Madrona](https://github.com/madtoinou). - `RegressionEnsembleModel` and `NaiveEnsembleModel` can generate probabilistic forecasts, probabilistics `forecasting_models` can be sampled to train the `regression_model`, updated the documentation (stacking technique). [#1692](https://github.com/unit8co/darts/pull/1692) by [Antoine Madrona](https://github.com/madtoinou). - Improvements to `Explainability` module: - - 🚀🚀 New forecasting model explainer: `TFTExplainer` for `TFTModel`. You can now access and visualize the trained model's feature importances and self attention. [#1392](https://github.com/unit8co/darts/issues/1392) by [Sebastian Cattes](https://github.com/Cattes) and [Dennis Bader](https://github.com/dennisbader). + - 🚀🚀 New forecasting model explainer: `TFTExplainer` for `TFTModel`. You can now access and visualize the trained model's feature importances and self attention. [#1392](https://github.com/unit8co/darts/pull/1392) by [Sebastian Cattes](https://github.com/Cattes) and [Dennis Bader](https://github.com/dennisbader). - Added static covariates support to `ShapeExplainer`. [#1803](https://github.com/unit8co/darts/pull/1803) by [Anne de Vries](https://github.com/anne-devries) and [Dennis Bader](https://github.com/dennisbader). - Improvements to documentation [#1904](https://github.com/unit8co/darts/pull/1904) by [Dennis Bader](https://github.com/dennisbader): - made model sections in README.md, covariates user guide and forecasting model API Reference more user friendly by adding model links and reorganizing them into model categories. @@ -398,7 +422,7 @@ No changes. - Other improvements: - Improved static covariates column naming when using `StaticCovariatesTransformer` with a `sklearn.preprocessing.OneHotEncoder`. [#1863](https://github.com/unit8co/darts/pull/1863) by [Anne de Vries](https://github.com/anne-devries). - Added `MSTL` (Season-Trend decomposition using LOESS for multiple seasonalities) as a `method` option for `extract_trend_and_seasonality()`. [#1879](https://github.com/unit8co/darts/pull/1879) by [Alex Colpitts](https://github.com/alexcolpitts96). - - Added `RINorm` (Reversible Instance Norm) as a new input normalization option for `TorchForecastingModel`. So far only `TiDEModel` supports it with model creation parameter `use_reversible_instance_norm`. [#1865](https://github.com/unit8co/darts/issues/1856) by [Alex Colpitts](https://github.com/alexcolpitts96). + - Added `RINorm` (Reversible Instance Norm) as a new input normalization option for `TorchForecastingModel`. So far only `TiDEModel` supports it with model creation parameter `use_reversible_instance_norm`. [#1865](https://github.com/unit8co/darts/pull/1856) by [Alex Colpitts](https://github.com/alexcolpitts96). - Improvements to `TimeSeries.plot()` : custom axes are now properly supported with parameter `ax`. Axis is now returned for downstream tasks. [#1916](https://github.com/unit8co/darts/pull/1916) by [Dennis Bader](https://github.com/dennisbader). **Fixed** @@ -411,14 +435,14 @@ No changes. - Fixed `TimeSeries.__getitem__()` for series with a RangeIndex with start != 0 and freq != 1. [#1868](https://github.com/unit8co/darts/pull/1868) by [Dennis Bader](https://github.com/dennisbader). - Fixed an issue where `DTWAlignment.plot_alignment()` was not plotting the alignment plot of series with a RangeIndex correctly. [#1880](https://github.com/unit8co/darts/pull/1880) by [Ahmet Zamanis](https://github.com/AhmetZamanis) and [Dennis Bader](https://github.com/dennisbader). - Fixed an issue when calling `ARIMA.predict()` and `num_samples > 1` (probabilistic forecasting), where the start point of the simulation was not anchored to the end of the target series. [#1893](https://github.com/unit8co/darts/pull/1893) by [Dennis Bader](https://github.com/dennisbader). -- Fixed an issue when using `TFTModel.predict()` with `full_attention=True` where the attention mask was not applied properly. [#1392](https://github.com/unit8co/darts/issues/1392) by [Dennis Bader](https://github.com/dennisbader). +- Fixed an issue when using `TFTModel.predict()` with `full_attention=True` where the attention mask was not applied properly. [#1392](https://github.com/unit8co/darts/pull/1392) by [Dennis Bader](https://github.com/dennisbader). ### For developers of the library: **Improvements** -- Refactored the `ForecastingModelExplainer` and `ExplainabilityResult` to simplify implementation of new explainers. [#1392](https://github.com/unit8co/darts/issues/1392) by [Dennis Bader](https://github.com/dennisbader). -- Adapted all unit tests to run successfully on M1 devices. [#1933](https://github.com/unit8co/darts/issues/1933) by [Dennis Bader](https://github.com/dennisbader). +- Refactored the `ForecastingModelExplainer` and `ExplainabilityResult` to simplify implementation of new explainers. [#1392](https://github.com/unit8co/darts/pull/1392) by [Dennis Bader](https://github.com/dennisbader). +- Adapted all unit tests to run successfully on M1 devices. [#1933](https://github.com/unit8co/darts/pull/1933) by [Dennis Bader](https://github.com/dennisbader). ## [0.24.0](https://github.com/unit8co/darts/tree/0.24.0) (2023-04-12) @@ -555,7 +579,7 @@ Patch release **Fixed** - Fixed edge case in ShapExplainer for regression models where covariates series > target series - [#1310](https://https://github.com/unit8co/darts/pull/1310) by [Rijk van der Meulen](https://github.com/rijkvandermeulen) + [#1310](https://github.com/unit8co/darts/pull/1310) by [Rijk van der Meulen](https://github.com/rijkvandermeulen) - Fixed a bug in `TimeSeries.resample()` [#1350](https://github.com/unit8co/darts/pull/1350) by [Antoine Madrona](https://github.com/madtoinou). - Fixed splitting methods when split point is not in the series @@ -580,9 +604,9 @@ Patch release - Added support for past and future covariates to `residuals()` function. [#1223](https://github.com/unit8co/darts/pull/1223) by [Eliane Maalouf](https://github.com/eliane-maalouf). - Added support for retraining model(s) every `n` iteration and on custom conditions in `historical_forecasts` method of `ForecastingModel`s. [#1139](https://github.com/unit8co/darts/pull/1139) by [Francesco Bruzzesi](https://github.com/fbruzzesi). - Added support for beta-NLL in `GaussianLikelihood`s, as proposed in [this paper](https://arxiv.org/abs/2203.09168). [#1162](https://github.com/unit8co/darts/pull/1162) by [Julien Herzen](https://github.com/hrzn). -- New LayerNorm alternatives, RMSNorm and LayerNormNoBias [#1113](https://github.com/unit8co/darts/issues/1113) by [Greg DeVos](https://github.com/gdevos010). +- New LayerNorm alternatives, RMSNorm and LayerNormNoBias [#1113](https://github.com/unit8co/darts/pull/1113) by [Greg DeVos](https://github.com/gdevos010). - 🔴 Improvements to encoders: improve fitting behavior of encoders' transformers and solve a couple of issues. Remove support for absolute index encoding. [#1257](https://github.com/unit8co/darts/pull/1257) by [Dennis Bader](https://github.com/dennisbader). -- Overwrite min_train_series_length for Catboost and LightGBM [#1214](https://https://github.com/unit8co/darts/pull/1214) by [Anne de Vries](https://github.com/anne-devries). +- Overwrite min_train_series_length for Catboost and LightGBM [#1214](https://github.com/unit8co/darts/pull/1214) by [Anne de Vries](https://github.com/anne-devries). - New example notebook showcasing and end-to-end example of hyperparameter optimization with Optuna [#1242](https://github.com/unit8co/darts/pull/1242) by [Julien Herzen](https://github.com/hrzn). - New user guide section on hyperparameter optimization with Optuna and Ray Tune [#1242](https://github.com/unit8co/darts/pull/1242) by [Julien Herzen](https://github.com/hrzn). - Documentation on model saving and loading. [#1210](https://github.com/unit8co/darts/pull/1210) by [Amadej Kocbek](https://github.com/amadejkocbek). @@ -596,7 +620,7 @@ Patch release - An issue with calling `fit_transform()` on reconciliators. [#1165](https://github.com/unit8co/darts/pull/1165) by [Julien Herzen](https://github.com/hrzn). - A bug in `GaussianLikelihood` object causing issues with confidence intervals. [#1162](https://github.com/unit8co/darts/pull/1162) by [Julien Herzen](https://github.com/hrzn). - An issue which prevented plotting `TimeSeries` of length 1. [#1206](https://github.com/unit8co/darts/issues/1206) by [Julien Herzen](https://github.com/hrzn). -- Type hinting for ExponentialSmoothing model [#1185](https://https://github.com/unit8co/darts/pull/1185) by [Rijk van der Meulen](https://github.com/rijkvandermeulen) +- Type hinting for ExponentialSmoothing model [#1185](https://github.com/unit8co/darts/pull/1185) by [Rijk van der Meulen](https://github.com/rijkvandermeulen) ## [0.21.0](https://github.com/unit8co/darts/tree/0.21.0) (2022-08-12) @@ -646,7 +670,7 @@ Patch release by [Greg DeVos](https://github.com/gdevos010) - New dataset, [Uber TLC](https://github.com/fivethirtyeight/uber-tlc-foil-response). [#1003](https://github.com/unit8co/darts/pull/1003) by [Greg DeVos](https://github.com/gdevos010). - Model Improvements: Option for changing activation function for NHiTs and NBEATS. NBEATS support for dropout. NHiTs Support for AvgPooling1d. [#955](https://github.com/unit8co/darts/pull/955) by [Greg DeVos](https://github.com/gdevos010). -- Implemented ["GLU Variants Improve Transformer"](https://arxiv.org/abs/2002.05202) for transformer based models (transformer and TFT). [#959](https://github.com/unit8co/darts/issues/959) by [Greg DeVos](https://github.com/gdevos010). +- Implemented ["GLU Variants Improve Transformer"](https://arxiv.org/abs/2002.05202) for transformer based models (transformer and TFT). [#968](https://github.com/unit8co/darts/pull/968) by [Greg DeVos](https://github.com/gdevos010). - Added support for torch metrics during training and validation. [#996](https://github.com/unit8co/darts/pull/996) by [Greg DeVos](https://github.com/gdevos010). - Better handling of logging [#1010](https://github.com/unit8co/darts/pull/1010) by [Dustin Brunner](https://github.com/brunnedu). - Better support for Python 3.10, and dropping `prophet` as a dependency (`Prophet` model still works if `prophet` package is installed separately) [#1023](https://github.com/unit8co/darts/pull/1023) by [Julien Herzen](https://github.com/hrzn). @@ -782,7 +806,7 @@ Patch release **Fixed** - Fixed an issue with tensorboard and gridsearch when `model_name` is provided. - [#759](https://github.com/unit8co/darts/issues/759) by [@gdevos010](https://github.com/gdevos010). + [#760](https://github.com/unit8co/darts/pull/760) by [@gdevos010](https://github.com/gdevos010). - Fixed issues with pip-tools. [#762](https://github.com/unit8co/darts/pull/762) by [Tomas Van Pottelbergh](https://github.com/tomasvanpottelbergh). @@ -1009,7 +1033,7 @@ Patch release **Fixed:** -- Removed [extra 1x1 convolutions](https://github.com/unit8co/darts/issues/470) in TCN Model. +- Removed [extra 1x1 convolutions](https://github.com/unit8co/darts/pull/471) in TCN Model. - Fixed an issue with linewidth parameter when plotting `TimeSeries`. - Fixed a column name issue in datetime attribute time series. @@ -1386,7 +1410,7 @@ ts: TimeSeries = AirPassengers().load() **Changed:** -- GitHub release workflow is now triggered manually from the GitHub "Actions" tab in the repository, providing a `#major`, `#minor`, or `#patch` argument. [\#211](https://github.com/unit8co/darts/pull/211) +- GitHub release workflow is now triggered manually from the GitHub "Actions" tab in the repository, providing a `#major`, `#minor`, or `#patch` argument. [#211](https://github.com/unit8co/darts/pull/211) - (A limited number of) notebook examples are now run as part of the GitHub PR workflow. ## [0.3.0](https://github.com/unit8co/darts/tree/0.3.0) (2020-10-05) @@ -1397,19 +1421,19 @@ ts: TimeSeries = AirPassengers().load() **Added:** -- Better indexing on TimeSeries (support for column/component indexing) [\#150](https://github.com/unit8co/darts/pull/150) -- New `FourTheta` forecasting model [\#123](https://github.com/unit8co/darts/pull/123), [\#156](https://github.com/unit8co/darts/pull/156) -- `map()` method for TimeSeries [\#121](https://github.com/unit8co/darts/issues/121), [\#166](https://github.com/unit8co/darts/pull/166) -- Further improved the backtesting functions [\#111](https://github.com/unit8co/darts/pull/111): +- Better indexing on TimeSeries (support for column/component indexing) [#150](https://github.com/unit8co/darts/pull/150) +- New `FourTheta` forecasting model [#123](https://github.com/unit8co/darts/pull/123), [#156](https://github.com/unit8co/darts/pull/156) +- `map()` method for TimeSeries [#163](https://github.com/unit8co/darts/pull/163), [#166](https://github.com/unit8co/darts/pull/166) +- Further improved the backtesting functions [#111](https://github.com/unit8co/darts/pull/111): - Added support for multivariate TimeSeries and models - Added `retrain` and `stride` parameters -- Custom style for matplotlib plots [\#191](https://github.com/unit8co/darts/pull/191) -- sMAPE metric [\#129](https://github.com/unit8co/darts/pull/129) -- Option to specify a `random_state` at model creation using the `@random_method` decorator on models using neural networks to allow reproducibility of results [\#118](https://github.com/unit8co/darts/pull/118) +- Custom style for matplotlib plots [#191](https://github.com/unit8co/darts/pull/191) +- sMAPE metric [#129](https://github.com/unit8co/darts/pull/129) +- Option to specify a `random_state` at model creation using the `@random_method` decorator on models using neural networks to allow reproducibility of results [#118](https://github.com/unit8co/darts/pull/118) **Changed:** -- 🔴 **Refactored backtesting** [\#184](https://github.com/unit8co/darts/pull/184) +- 🔴 **Refactored backtesting** [#184](https://github.com/unit8co/darts/pull/184) - Moved backtesting functionalities inside `ForecastingModel` and `RegressionModel` ```python # old syntax: @@ -1425,7 +1449,7 @@ ts: TimeSeries = AirPassengers().load() regression_model.backtest(*args, **kwargs) ``` - Consequently removed the `backtesting` module -- 🔴 `ForecastingModel` `fit()` **method syntax** using TimeSeries indexing instead of additional parameters [\#161](https://github.com/unit8co/darts/pull/161) +- 🔴 `ForecastingModel` `fit()` **method syntax** using TimeSeries indexing instead of additional parameters [#161](https://github.com/unit8co/darts/pull/161) ```python # old syntax: multivariate_model.fit(multivariate_series, target_indices=[0, 1]) @@ -1442,27 +1466,27 @@ ts: TimeSeries = AirPassengers().load() **Fixed:** -- Solved issue of TorchForecastingModel.predict(n) throwing an error at n=1. [\#108](https://github.com/unit8co/darts/pull/108) -- Fixed MASE metrics [\#129](https://github.com/unit8co/darts/pull/129) -- \[BUG\] ForecastingModel.backtest: Can bypass sanity checks [\#188](https://github.com/unit8co/darts/issues/188) -- ForecastingModel.backtest\(\) fails if forecast\_horizon isn't provided [\#186](https://github.com/unit8co/darts/issues/186) +- Solved issue of TorchForecastingModel.predict(n) throwing an error at n=1. [#108](https://github.com/unit8co/darts/pull/108) +- Fixed MASE metrics [#129](https://github.com/unit8co/darts/pull/129) +- BUG ForecastingModel.backtest: Can bypass sanity checks [#189](https://github.com/unit8co/darts/pull/189) +- `ForecastingModel.backtest()` fails if `forecast_horizon` isn't provided [#186](https://github.com/unit8co/darts/issues/186) ### For developers of the library **Added:** -- Gradle to build docs, docker image, run tests, … [\#112](https://github.com/unit8co/darts/pull/112), [\#127](https://github.com/unit8co/darts/pull/127), [\#159](https://github.com/unit8co/darts/pull/159) -- M4 competition benchmark and notebook to the examples [\#138](https://github.com/unit8co/darts/pull/138) -- Check of test coverage [\#141](https://github.com/unit8co/darts/pull/141) +- Gradle to build docs, docker image, run tests, … [#112](https://github.com/unit8co/darts/pull/112), [#127](https://github.com/unit8co/darts/pull/127), [#159](https://github.com/unit8co/darts/pull/159) +- M4 competition benchmark and notebook to the examples [#138](https://github.com/unit8co/darts/pull/138) +- Check of test coverage [#141](https://github.com/unit8co/darts/pull/141) **Changed:** -- Dependencies' versions are now fixed [\#173](https://github.com/unit8co/darts/pull/173) -- Workflow: tests trigger on Pull Request [\#165](https://github.com/unit8co/darts/pull/165) +- Dependencies' versions are now fixed [#173](https://github.com/unit8co/darts/pull/173) +- Workflow: tests trigger on Pull Request [#165](https://github.com/unit8co/darts/pull/165) **Fixed:** -- Passed the `freq` parameter to the `TimeSeries` constructor in all TimeSeries generating functions [\#157](https://github.com/unit8co/darts/pull/157) +- Passed the `freq` parameter to the `TimeSeries` constructor in all TimeSeries generating functions [#157](https://github.com/unit8co/darts/pull/157) ## Older releases diff --git a/setup_u8darts.py b/setup_u8darts.py index 130f21d86e..453fa343f4 100644 --- a/setup_u8darts.py +++ b/setup_u8darts.py @@ -29,7 +29,7 @@ def read_requirements(path): setup( name="u8darts", - version="0.30.0", + version="0.31.0", description="A python library for easy manipulation and forecasting of time series.", long_description=LONG_DESCRIPTION, long_description_content_type="text/markdown",