v1.5.0

[AzulGarza]

What's Changed

Features

New models

• [FEAT] ARIMA model (no auto version) in [FEAT] Add ARIMA model #383
• [FEAT] AutoRegressive model in [FEAT] Add AutoRegressive model #387
• [FEAT] GARCH and ARCH models in feat: Beta version of GARCH model #403

New functionality

Forward methods

Now you can pre-train a model and use new data to make forecasts through the forward method. Supported models:

• [FEAT] Add forward method to Theta models in [FEAT] Add forward method to theta models #362
• [FEAT] Add forward method to ETS models in [FEAT] Add forward method to ETS models #363
• [FEAT] Add forward method to AutoCES class in [FEAT] Add forward method to AutoCES class #364
• [FEAT] Add forward method to MSTL model in [FEAT] Add forward method to MSTL model #369
• [FEAT] Add forward method to AutoARIMA (ARIMA and AutoRegressive) in [FEAT] Add forward method to AutoARIMA #368

Misc

• [FEAT] Add alias argument to models (fit the same instance of models with different names) in [FEAT] Add alias argument to models #357
• [FEAT] Add cross-validation without refit (using the forward method) in [FEAT] Add cross validation without refit #370
• [FEAT] Allow seasonality greater than 24 for ETS in [FEAT] Allow seasonality greater than 24 for ETS #384
• [FEAT] Allow passing fixed coefficients for Arima in [FEAT] Allow passing fixed coefficients for Arima #386
• [FEAT] AutoCES prediction intervals in Feat/ces prediction intervals #394 (now StatsForecast is fully probabilistic)
• [FEAT] Add cla workflow in [FEAT] Add cla workflow #351
• [FEAT] Add pypi downloads badge in [FEAT] Add pypi downloads badge #352
• [FEAT] Ignore jupyter notebooks as part of languages in [FEAT] Ignore jupyter notebooks as part of languages #356
• [FEAT] Add nbdev merge to git attributes in [FEAT] Add nbdev merge to git attributes #365
• [FEAT] Add citation in [FEAT] Add citation #366
• [FEAT] Update table of models in [FEAT] Update table of models #396

Experiments

• [FEAT] Add M5 and M4-Daily experiments (Amazon Forecast) in [FEAT] Add M5 and M4-Daily experiments (Amazon Forecast) #332
• [FEAT] Test recover M3 performance in [FEAT] Test recover M3 performance #385
• [FEAT] BigQuery comparison in [FEAT] BigQuery experiment #421
• [FEAT] Experiments for ETS prediction intervals for multiple confidence levels in Added experiments for ETS prediction intervals for multiple confidence levels #377
• [FEAT] Add M3 experiment in [FIX] Add M3 experiment #348
• [FEAT] Add a test ensuring the m3 performance is recovered in less than two minutes in [CI] Add a test ensuring the m3 performance is recovered in less than two minutes #388

Tutorials

• [FEAT] Improved intermittent data nb in feat: Improved intermittent data nb #359
• [FEAT] Add statistical and neural methods tutorial in [FEAT] Add statistical and neural methods tutorial #399
• [FEAT] Improve anomaly detection nb in Feat/improve anomaly detection nb #338
• [FEAT] GARCH and ARCH models tutorial in feat: GARCH and ARCH models and tutorial #418
• [FEAT] Improved notebook on prediction intervals in fix: Improved notebook on prediction intervals #358
• [FEAT] Improved notebook on exogenous regressors in fix: Improved notebook on exogenous regressors in a new branch #392
• [FEAT] Improve documentation in feat/improve documentation #376

Fixes

• [FIX] Exponential Smoothing description in [FIX] Exponential Smoothing description #346
• [FIX] Changed dataset and model to make example easier to follow in Changed dataset and model to make example easier to follow #345
• [FIX] Readme M3 typo in [FIX] Readme M3 typo #350
• [FIX] Delete CLA.yml in [FIX] Delete CLA.yml #355
• [FIX] Broken link in Fix broken link #360
• [FIX] Clean aws nbs in [FIX] Clean aws nbs #361
• [FIX] Add correct link to hierarchicalforecast by [FIX] Add correct link to hierarchicalforecast #372
• [FIX] Recover table-based documentation (core nb, compatible with docstrings) in [DOCS] Recover table-based documentation (core nb, compatible with docstrings) #374
• [FIX] update sklearn -> scikit-learn in [FIX] update sklearn -> scikit-learn #375
• [FIX] Ray CI in [FIX] Ray CI #381
• [FIX] Links and typos in documentation in Fix links and typos in documentation #390
• [FIX] Correct evaluation using Winkler score by @MMenchero in fix: Correct evaluation using Winkler score #395
• [FIX] Recover plots prediction intervals tutorial in [FIX] Recover plots prediction intervals tutorial #398
• [FIX] Use https links instead of s3 uris (stat-neural tutorial) in [FIX] Use https links instead of s3 uris (stat-neural tutorial) #400
• [FIX] New nbdev clean behaviour in [FIX] New nbdev clean behaviour #412
• [FIX] Model imports in Fix Model imports #408

New dependencies

• [FEAT] plotly-resampler as plotting engine in ✨ add plotly-resampler as plotting engine #354
• [FEAT] Move Fugue to core dependency in Move Fugue to core dependency #419

New Contributors

• @jvdd made their first contribution in ✨ add plotly-resampler as plotting engine #354
• @Roymprog made their first contribution in Fix links and typos in documentation #390
• @nelsoncardenas made their first contribution in Fix Model imports #408

Full Changelog: v1.4.0...v1.5.0

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This discussion was created from the release v1.5.0.