| bb508e3 | Julien Herzen | 12 August 2022, 19:57:14 UTC | Release 0.21.0 (#1149) * bump u8darts version * update changelog * add Catboost model to list of models | 12 August 2022, 19:57:14 UTC |
| c5ae053 | Tomas Van Pottelbergh | 12 August 2022, 18:39:05 UTC | Clean up CODEOWNERS (#1148) | 12 August 2022, 18:39:05 UTC |
| 2f04d0b | Julien Herzen | 12 August 2022, 18:38:29 UTC | fix kernel in hierarchical notebook | 12 August 2022, 18:38:29 UTC |
| 168c8b2 | Julien Herzen | 12 August 2022, 14:51:42 UTC | remove lines from example notebook | 12 August 2022, 14:51:42 UTC |
| e8b1aad | Julien Herzen | 12 August 2022, 14:49:13 UTC | remove kernel metadata from notebook | 12 August 2022, 14:49:13 UTC |
| f7dfd7a | Julien Herzen | 12 August 2022, 14:39:33 UTC | Feat/hierarchical example (#1147) * hierarchical reconciliation example * add missing reference to dataset * add notebook to list of examples in CI * add hierarchical recon notebook to example list | 12 August 2022, 14:39:33 UTC |
| f6b52db | Dustin Brunner | 12 August 2022, 13:44:17 UTC | Feat/generic save load (#1070) * linting * implement minimal generic save and load methods in forecastingmodel * remove requirement for .pth.tar and add possibility to use file object for path * rename methods and add corrections * fix tests * add save_model and load_model back in with deprecation warning * fix deprecation warnings * change checkpoint path construction * add unit tests * correct docstrings * add github recommendations, docstring example for saving and loading * Fix tests and enhance docstrings * clarify docstring Co-authored-by: Julien Herzen <julien@unit8.co> | 12 August 2022, 13:44:17 UTC |
| 4dc592b | Julien Herzen | 11 August 2022, 15:23:12 UTC | update australian tourism dataset | 11 August 2022, 15:23:12 UTC |
| 334f1a1 | Julien Herzen | 11 August 2022, 15:12:39 UTC | Feat/add australian tourism dataset (#1141) * add australian tourism dataset CSV * add Australian tourism dataset | 11 August 2022, 15:12:39 UTC |
| a93296b | Dennis Bader | 10 August 2022, 20:48:34 UTC | Feat/encoders extension (#1093) * added encoders to regression models * added unit tests for encoders in regression model * remove torch flavor checks for local forecasting model tests * reset ptl trainer when loading torch models * reduced estimators for RandomForest test case Co-authored-by: Julien Herzen <julien@unit8.co> | 10 August 2022, 20:48:34 UTC |
| df4e2d7 | Rijk van der Meulen | 09 August 2022, 18:54:52 UTC | #1103 Fixed small issues with N-BEATS and N-HITS (#1130) * #1103 Fixed mistake in NBEATS model where num_stacks was used iso self.num_stacks. Also adjusted the API reference docs * #1103 Small fixes Co-authored-by: Rijk van der Meulen <rijk.vandermeulen@eyeon.nl> Co-authored-by: Julien Herzen <julien@unit8.co> | 09 August 2022, 18:54:52 UTC |
| 5ef13ba | Rijk van der Meulen | 09 August 2022, 18:53:46 UTC | #1101 Implemented min_train_series_length for Theta and FourTheta (#1111) * #1101 Implemented min_train_series_length for Theta and FourTheta * #1103 Placed changelog entry under the Unreleased section Co-authored-by: Rijk van der Meulen <rijk.vandermeulen@eyeon.nl> Co-authored-by: Julien Herzen <julien@unit8.co> | 09 August 2022, 18:53:46 UTC |
| e9f2128 | Julien Herzen | 09 August 2022, 18:53:14 UTC | Feat/improve zero length datasets (#1066) * better error messages when datasets are too short * solve bug with min_train_length in RNNs * correct min train length * add retrain option to residuals method | 09 August 2022, 18:53:14 UTC |
| 5ceac68 | Samuele Giuliano Piazzetta | 08 August 2022, 14:44:51 UTC | Apply statsmodels-based ARIMA/VARIMA to new TS (#1036) * Added new base class and adjusted ARIMA + tests * [ARIMA] Added docstrings and tests * Adapted VARIMA as well + tests * Keeping training state after forecasting new TS, refactoring * Updated docstrings * Fixed some formatting and added one last test * Restored deleted check * Fixed a logic issue with current training_series param * Cleaning * Update darts/models/forecasting/forecasting_model.py Co-authored-by: Dustin Brunner <92083143+brunnedu@users.noreply.github.com> * Update darts/models/forecasting/forecasting_model.py Co-authored-by: Dustin Brunner <92083143+brunnedu@users.noreply.github.com> * Added VARIMA prob forecasting support * Added missing build.gradle * Apply suggestions from code review (copy=False) Co-authored-by: Julien Herzen <julien@unit8.co> * Replaced ignore_axes -> ignore_axis * Added backtest with retrain=False support * Small fixes - Removed a print statement - Moved an error message that was misleading - Change type of staVARMA to ndarray, otherwise the result will be a multiindexed pandas df instead of the expected ndarray * Added some missing values(copy=False) Co-authored-by: Dustin Brunner <92083143+brunnedu@users.noreply.github.com> Co-authored-by: Julien Herzen <julien@unit8.co> | 08 August 2022, 14:44:51 UTC |
| 7ad25b4 | Julien Herzen | 07 August 2022, 20:28:32 UTC | Fix/filter static cov component (#1128) * simplify and improve univariate_component() * add unit test * Update darts/timeseries.py Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 07 August 2022, 20:28:32 UTC |
| eb18103 | Dennis Bader | 07 August 2022, 19:02:39 UTC | fix torch import for flavors (#1129) | 07 August 2022, 19:02:39 UTC |
| 4e5f1e6 | Dennis Bader | 07 August 2022, 14:49:36 UTC | reset ptl trainer when loading torch models (#1124) * reset ptl trainer when loading torch models * fixed transformer feedforward encoder/decoder layers * refactored the way custom feed forward encoders are generated | 07 August 2022, 14:49:36 UTC |
| 12514df | blacksnail789521 | 07 August 2022, 13:08:38 UTC | fix typo in timeseries (#1126) | 07 August 2022, 13:08:38 UTC |
| 6ec5e72 | Julien Herzen | 05 August 2022, 20:54:46 UTC | Fix/fix various issues (#1106) * fix statsforecast version * solve xarray issue due to reset_index() * small improvements to TS doc * simplify attrs handling | 05 August 2022, 20:54:46 UTC |
| caccce1 | Dennis Bader | 21 July 2022, 14:45:13 UTC | fix static covariates notebook (#1089) | 21 July 2022, 14:45:13 UTC |
| e34f806 | Dennis Bader | 20 July 2022, 20:00:01 UTC | Feat/tft static categorical (#1081) * categorical static covariate support for TFTModel * from_group_dataframe fix * added static covariate transformer * OneHotEncoder support for StaticCovariatesTransformer * small fix * TFTModel static covariate handling * improved transformer with specifying which columns to transform * docs improvements * docstring improvement for StaticCvoariatesTransformer * added static covariates notebook example * TFTModel docstring update * Apply suggestions from code review Co-authored-by: Julien Herzen <julien@unit8.co> * applied suggestions from PR review * applied suggestions from PR review part 2 * added automatic embedding size option for TFTModel * added test for TFTModel categorical static covariate support Co-authored-by: Julien Herzen <julien@unit8.co> | 20 July 2022, 20:00:01 UTC |
| 7f32ef6 | Julien Herzen | 18 July 2022, 09:23:55 UTC | Propagate static covs and hierarchy in missing value filler (#1076) * Propagate static covs and hierarchy in missing value filler * Fix typo | 18 July 2022, 09:23:55 UTC |
| 1fadc58 | Colin Delahunty | 18 July 2022, 09:22:03 UTC | Update coloring for graphs (#1056) * Update statistics.py * Update statistics.py * Added requested fixes Co-authored-by: Julien Herzen <julien@unit8.co> | 18 July 2022, 09:22:03 UTC |
| ad986f1 | Julien Herzen | 18 July 2022, 09:19:56 UTC | speedup static covariates when no casting is needed (#1053) | 18 July 2022, 09:19:56 UTC |
| 8b6d1ab | Thomas KIENTZ | 14 July 2022, 15:22:51 UTC | parameter name change (#1073) | 14 July 2022, 15:22:51 UTC |
| 7ffa3fc | Julien Herzen | 12 July 2022, 07:34:33 UTC | reintegrate prophet in core deps (#1054) * reintegrate prophet in core deps * less strict requirement on ipython * rm pmdarima flavour; rm conditional tests * remove flavours from build.gradle * remove flavours from build.gradle * remove pmdarima from setup.py | 12 July 2022, 07:34:33 UTC |
| 12c3702 | Jonas Racine | 06 July 2022, 09:46:34 UTC | Adding RMSE With Uncertainty loss to CatBoost (#1044) * first commit * back to it * commit before writing class * added catboost to init * catboost works same as lgbm * late * catboost requirement * renaming branch * tests pass for catboost * removed if main * test should pass * cleaned up catboost logs * rmse_w_uncertainty almost passes tests * some cleaning * tests pass for all cases * cleaned up and multivariate sampling * all good * removed catboost info * some comments and cleaning * retry sorting * switched to univariate normal sampling * changed to num_samples * pre shape wrangling * no shape wrangling, done cleaning the PR Co-authored-by: Julien Herzen <julien@unit8.co> | 06 July 2022, 09:46:34 UTC |
| 7c436da | Ryan Russell | 29 June 2022, 15:03:19 UTC | docs: readability improvements r2 (#1046) * docs: readability improvements r2 Signed-off-by: Ryan Russell <git@ryanrussell.org> * Update docs/userguide/forecasting_overview.md Co-authored-by: Julien Herzen <j.herzen@gmail.com> Co-authored-by: Julien Herzen <j.herzen@gmail.com> | 29 June 2022, 15:03:19 UTC |
| e4608d1 | Jonas Racine | 27 June 2022, 10:54:54 UTC | Feat/CatBoost model (#1007) * first commit * back to it * commit before writing class * added catboost to init * catboost works same as lgbm * late * catboost requirement * renaming branch * tests pass for catboost * removed if main * test should pass * cleaned up catboost logs * tests should pass * removed catboost logs * removed coverage files Co-authored-by: Julien Herzen <julien@unit8.co> | 27 June 2022, 10:54:54 UTC |
| 8eb331a | shaido987 | 27 June 2022, 05:15:03 UTC | Adds drop_columns method to TimeSeries (#1040) * Add drop_columns method * Add drop columns test * Indentation fix Co-authored-by: Julien Herzen <julien@unit8.co> | 27 June 2022, 05:15:03 UTC |
| a632b37 | Ryan Russell | 27 June 2022, 05:10:23 UTC | docs: `userguide/timeseries.md` readability improvements (#1039) Signed-off-by: Ryan Russell <git@ryanrussell.org> | 27 June 2022, 05:10:23 UTC |
| 945ded5 | Dustin Brunner | 23 June 2022, 12:55:15 UTC | remove logger.setLevel() (#1034) | 23 June 2022, 12:55:15 UTC |
| 321fade | hrzn | 22 June 2022, 08:09:43 UTC | Release 0.20.0 | 22 June 2022, 08:09:43 UTC |
| caf0db9 | Julien Herzen | 22 June 2022, 07:16:12 UTC | prepare release 0.20.0 (#1025) * prepare release 0.20.0 * Improve readme * Improve readme * improve readme * Improve readme | 22 June 2022, 07:16:12 UTC |
| 96c97c1 | Julien Herzen | 21 June 2022, 18:46:14 UTC | Put quotes around python versions in workflows | 21 June 2022, 18:46:14 UTC |
| 32d6b93 | Julien Herzen | 21 June 2022, 18:27:04 UTC | Add Python 3.10 & Remove prophet dependency (#1023) * Remove prophet dependency * remove task pip_prophet * remove prophet from dev-all * remove Prophet from FFT notebook * remove Prophet from quickstart notebook * Add 3.10 to merge workflow matrix | 21 June 2022, 18:27:04 UTC |
| 524a28b | Dustin Brunner | 21 June 2022, 18:21:51 UTC | Opt-out of darts logging based on environment variable (#1010) * automatic linting * don't add custom handlers and formatter to loggers Co-authored-by: Julien Herzen <julien@unit8.co> | 21 June 2022, 18:21:51 UTC |
| b530dcd | Clara Grotehans | 21 June 2022, 14:05:12 UTC | change order of arguments for metric in gridsearch (#989) * change order of arguments for metric in gridsearch * add doctring in gridsearch * add line break to docstring of gridsearch Co-authored-by: Grotehans <Clara.Grotehans@EXXETA.com> Co-authored-by: Julien Herzen <julien@unit8.co> | 21 June 2022, 14:05:12 UTC |
| a1328fa | Julien Herzen | 21 June 2022, 09:00:12 UTC | Feat/mc dropout (#1013) * Added Monte Carle Dropout support * Added MC Dropout to models that can support it * resolve issue * extend user guide with MC Dropout * Solve an issue in TCN tests * change paper reference * correct typo | 21 June 2022, 09:00:12 UTC |
| bb94236 | Julien Herzen | 20 June 2022, 14:15:14 UTC | remove torch import | 20 June 2022, 14:15:14 UTC |
| f514e6e | Julien Herzen | 20 June 2022, 14:07:46 UTC | Feat/reconciliation (#1012) * started reconciliation * some progress on reconciliation * put hierarchy in TimeSeries * WIP - propagating hierarchy changes in TimeSeries * add hierarchy to factory methods * handle hierarchies in some methods * simplify stack() method * adapt tests * fix components disambiguation in concat * handle hierarchies in more places in TimeSeries * Handle hierarchy in more places * Fix a few things * make top down reconciliation work * added first version of MinT * better MinT with docs * Added MinT_cov method; correct a few issues * new time series unit tests * More unit tests for reconciliation * Test hierarchy preservation * some polish * Fix typos * Address PR comments | 20 June 2022, 14:07:46 UTC |
| a356389 | Julien Herzen | 20 June 2022, 08:42:20 UTC | Feat/change test dataset location (#1020) * move test datasets to tests folder * correct hash of Electricity_test.csv | 20 June 2022, 08:42:20 UTC |
| a83b0f7 | Greg DeVos | 20 June 2022, 08:19:38 UTC | Feat/Uber TLC Dataset (#1003) * Uber-TLC dataset * Uber-TLC dataset * multi series code * multi series code * Update darts/datasets/__init__.py Co-authored-by: Julien Herzen <j.herzen@gmail.com> * add multivariate param to electricity dataset * tests for _to_multi_series * tests for _to_multi_series Co-authored-by: Julien Herzen <j.herzen@gmail.com> Co-authored-by: Julien Herzen <julien@unit8.co> | 20 June 2022, 08:19:38 UTC |
| ebab32c | Julien Herzen | 18 June 2022, 10:20:42 UTC | Conditional import of GaussianLikelihood in torch tests | 18 June 2022, 10:20:42 UTC |
| c8169ec | Julien Herzen | 18 June 2022, 10:04:51 UTC | resolve torchmetrics import issue (#1015) | 18 June 2022, 10:04:51 UTC |
| 14d671a | Julien Herzen | 16 June 2022, 15:40:19 UTC | Add torchmetric dependency (#1011) | 16 June 2022, 15:40:19 UTC |
| 2c43352 | Greg DeVos | 15 June 2022, 20:42:15 UTC | Feat/torchmetrics (#996) * added droput and batch_norm similiar to nhits' implementation * activation param for nhits * fix * support any pytorch activation function. NHiTs AvgPool1d support * PR * Update CHANGELOG.md * fixed typo * pytorch lightning did not like saving nn.modules * first pass * metrics now works with likelihood * rename var * made metrics a parameter. Added Tests * torchmetrics is already a dependency * changelog * model now accepts torchmetrics and torchCollections * torchmetric example in early stop * handle no metrics * made _calculate_metrics private * Ray tune example * Ray tune example * changelog * Update darts/models/forecasting/pl_forecasting_module.py Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * Update darts/models/forecasting/pl_forecasting_module.py Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * added torch_metrics to doc strings in torch based models * added torch_metrics to doc strings in torch based models * Update darts/models/forecasting/pl_forecasting_module.py * black formatting Co-authored-by: Greg DeVos <gregory.devos@ngc.com> Co-authored-by: Julien Herzen <julien@unit8.co> Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 15 June 2022, 20:42:15 UTC |
| abf12da | Dennis Bader | 13 June 2022, 19:13:17 UTC | fixed bug in historical forecasts not training model for first time if retrain is False (#1005) | 13 June 2022, 19:13:17 UTC |
| 2292b82 | Dennis Bader | 12 June 2022, 15:57:43 UTC | fixed verbose overwriting trainer parameters (#999) * fixed verbose overwriting trainer parameters * black and isort * reverted `verbose` deprecation Co-authored-by: Julien Herzen <julien@unit8.co> | 12 June 2022, 15:57:43 UTC |
| 07c6a4d | Greg DeVos | 11 June 2022, 13:04:33 UTC | HNiTS rename to match model naming convection (#1000) * renamed nhits to match naming convention of other models * renamed nhits to match naming convention of other models * renamed nhits to match naming convention of other models | 11 June 2022, 13:04:33 UTC |
| c8a82d7 | shaido987 | 08 June 2022, 07:16:09 UTC | Fix/documentation fix (#986) * Fix documentation issue * Fix documentation issue * Fix documentation issue * Black formatting fix * Black formatting fix Co-authored-by: Julien Herzen <julien@unit8.co> | 08 June 2022, 07:16:09 UTC |
| be70f28 | Greg DeVos | 08 June 2022, 07:15:29 UTC | Feat/Early stop in performance doc (#984) * reformatted tables for compatability * early stop example * Update docs/userguide/torch_forecasting_models.md Co-authored-by: Dustin Brunner <92083143+brunnedu@users.noreply.github.com> * Update docs/userguide/torch_forecasting_models.md Co-authored-by: Julien Herzen <j.herzen@gmail.com> * PR comments Co-authored-by: Julien Herzen <julien@unit8.co> Co-authored-by: Dustin Brunner <92083143+brunnedu@users.noreply.github.com> Co-authored-by: Julien Herzen <j.herzen@gmail.com> | 08 June 2022, 07:15:29 UTC |
| 6c90980 | Dennis Bader | 05 June 2022, 13:23:39 UTC | Feat/static covs (#966) * added methods ``from_longitudinal_dataframe` and `add_static_covariates` * dataset adaption for static covs * extended datasets for static covariates support and unified variable names Please enter the commit message for your changes. Lines starting * adapted PLXCovariatesModules with static covariates * adapted TFTModel for static covariate support * added temporary fix for static covariates with scalers * unittests for from_longitudinal_dataframe() and set_static_covariates * updated dataset tests * fixed all downstream issues from new static covariates in datasets * added check for equal static covariates between fit and predict * added tests for passing static covariates in TimeSeries methods * added static covariate support for stacking TimeSeries * transpose static covariates * added method `static_covariates_values()` * updated docs * static covariate support for concatenation * static covariate support for concatenation * static covariates are now passed to the torch models * non-numerical dtype support for static covariates * added slicing support for static covariates * multicomponent static covariate support for TFT * added arithmetic static covariate support * updated all timeseries methods/operations with static cov transfer * applied suggestion from PR review part 1 * apply suggestions from code review part 2 Co-authored-by: Julien Herzen <julien@unit8.co> * fix black issue from PR suggestion Co-authored-by: Julien Herzen <julien@unit8.co> | 05 June 2022, 13:23:39 UTC |
| cad8055 | Greg DeVos | 02 June 2022, 14:58:00 UTC | fixed change log (#981) * fixed change log * remove space * Triggering PR workflow again Co-authored-by: Greg DeVos <gregory.devos@ngc.com> | 02 June 2022, 14:58:00 UTC |
| d6a898f | Julien Herzen | 27 May 2022, 08:07:07 UTC | Update paper bibtex (#978) | 27 May 2022, 08:07:07 UTC |
| f86da6c | Julien Herzen | 27 May 2022, 08:05:22 UTC | Change function name in tests (#977) | 27 May 2022, 08:05:22 UTC |
| 9e1b565 | Kha | 27 May 2022, 06:55:38 UTC | Enforce argument names when calling `raise_if` and `raise_if_not` (#958) * Enforce argument names when calling `raise_if` and `raise_if_not` * remove argument name enforcement * revert 1 * revert 2 * revert 3 * revert 3 * fix revert 5 revert 5 revert 6 fix Co-authored-by: Julien Herzen <julien@unit8.co> | 27 May 2022, 06:55:38 UTC |
| bf634f7 | Greg DeVos | 27 May 2022, 06:52:02 UTC | Feat/New Datasets (ETT and Electricity) (#960) * adding ETT-small dataset from Informer paper * added framework for handling zip datasets. Added Electricity dataset. * zip tests * changelog * fixed tests. created test.zip to reduce runtime and bandwidth * added debug info * fixed test. Linux is picker with file extensions * PR comments. Added ETT datasets to project. fixed the docstrings * PR comments. updated zip download and extraction to use python's tempfile library * docstring update * docstring updates * consistent line endings to match hash on windows and linux * changed pre_process_fn to pre_process_zipped_csv_fn. added error message if pre_process_zipped_csv_fn is used on csv files * fix * Update darts/datasets/__init__.py Co-authored-by: Greg DeVos <gregory.devos@ngc.com> Co-authored-by: Julien Herzen <julien@unit8.co> Co-authored-by: Julien Herzen <j.herzen@gmail.com> | 27 May 2022, 06:52:02 UTC |
| 0d51c2c | Greg DeVos | 27 May 2022, 06:51:33 UTC | Feat/glu variants (#968) * adding GLU variants to transformer model * added all glu variants * refactoring * update docstrings * activation test * typo * reduced num of epochs for tests * PR comments * PR comments * added glu variants to TFT. cleaned up comments * glu variants tests Co-authored-by: Greg DeVos <gregory.devos@ngc.com> | 27 May 2022, 06:51:33 UTC |
| 155c653 | Greg DeVos | 18 May 2022, 19:41:05 UTC | Finish TODOs in NHiTs and NBEATs (#955) * added droput and batch_norm similiar to nhits' implementation * activation param for nhits * fix * support any pytorch activation function. NHiTs AvgPool1d support * PR * Update CHANGELOG.md * fixed typo * pytorch lightning did not like saving nn.modules * raise_if_not instead of assert Co-authored-by: Julien Herzen <j.herzen@gmail.com> * raise_if_not instead of assert Co-authored-by: Julien Herzen <j.herzen@gmail.com> * typo Co-authored-by: Julien Herzen <j.herzen@gmail.com> * activation test * linting Co-authored-by: Greg DeVos <gregory.devos@ngc.com> Co-authored-by: Julien Herzen <j.herzen@gmail.com> Co-authored-by: Julien Herzen <julien@unit8.co> | 18 May 2022, 19:41:05 UTC |
| adb66fd | Julien Herzen | 18 May 2022, 10:12:48 UTC | add fit_called checks in global models (#944) * add fit_called checks in global models * adapt TFT tests | 18 May 2022, 10:12:48 UTC |
| 699bf17 | Julien Herzen | 18 May 2022, 10:12:19 UTC | Fix/head tail (#942) * fix head & tail * added unit tests | 18 May 2022, 10:12:19 UTC |
| 8d9bd19 | Julien Herzen | 18 May 2022, 10:09:39 UTC | Fix array shape (#963) | 18 May 2022, 10:09:39 UTC |
| 5213854 | Julien Herzen | 05 May 2022, 13:53:25 UTC | add stats plot functions to tests (#945) | 05 May 2022, 13:53:25 UTC |
| 611e411 | shaido987 | 04 May 2022, 09:12:31 UTC | Correct the docstring of the TransformerModel (#931) * Correct the docstring of the TransformerModel * additional capitalization and punctuation fixes Co-authored-by: Julien Herzen <julien@unit8.co> | 04 May 2022, 09:12:31 UTC |
| 72ea9e0 | Julien Herzen | 04 May 2022, 09:12:08 UTC | Feat/separate doc workflow (#917) * fix wrong image * add a new doc workflow * remove release dependency in doc workflow | 04 May 2022, 09:12:08 UTC |
| 5d6cd10 | Karthikeyan Singaravelan | 04 May 2022, 09:11:37 UTC | Import ABC from collections.abc for Python 3.10 compatibility. (#874) Co-authored-by: Julien Herzen <julien@unit8.co> Co-authored-by: Tomas Van Pottelbergh <85937396+tomasvanpottelbergh@users.noreply.github.com> | 04 May 2022, 09:11:37 UTC |
| fc09e50 | Dennis Bader | 03 May 2022, 10:02:18 UTC | replaced new LinearLR scheduler (only available with torch >= 1.10.0) with StepLR (#928) | 03 May 2022, 10:02:18 UTC |
| 0d1a208 | Michael Richman | 23 April 2022, 07:20:36 UTC | Recognize DARTS_CONFIGURE_MATPLOTLIB=0 (#924) * recognize DARTS_CONFIGURE_MATPLOTLIB=0 * By default, darts still applies matplotlib configurations * If the environment variable DARTS_CONFIGURE_MATPLOTLIB=0 is set, then darts.u8plots_mplstyle is still defined but not applied * add entry to change log | 23 April 2022, 07:20:36 UTC |
| e3f3309 | hrzn | 13 April 2022, 19:15:26 UTC | Release 0.19.0 | 13 April 2022, 19:15:26 UTC |
| 65b85f5 | Julien Herzen | 13 April 2022, 19:12:33 UTC | change github-tag-action version | 13 April 2022, 19:12:33 UTC |
| a9be91c | Julien Herzen | 13 April 2022, 19:11:01 UTC | attempt at fixing unsafe repo issue | 13 April 2022, 19:11:01 UTC |
| 045901e | Julien Herzen | 13 April 2022, 15:41:36 UTC | Release 0.19.0 (#912) * bump u8darts * update readme * update CHANGELOG | 13 April 2022, 15:41:36 UTC |
| 7a6355c | gian | 13 April 2022, 14:58:13 UTC | Fix/linear quantile interpolation (#899) * quantile sampling now linearliy interpolates between fitted quantiles * Changed sampling behaviour of regression models. Now models correctly produce sample paths. Quantile sampling changed, now uses linear interpolations between values * made sample method private * moved code back from _prepare_prediction * added type hinting * fixed docstrings, removed redundant code Co-authored-by: Julien Herzen <julien@unit8.co> | 13 April 2022, 14:58:13 UTC |
| 60fcb3b | Julien Herzen | 13 April 2022, 11:14:38 UTC | Feat/improve user guide (#905) * started TimeSeries doc * progress on time series doc * update time series guide * updated timeseries user guide * small modifs * add forecasting overview * change a bit torch user guide * improvements to user guide * add FAQ * added TCN quantile image * some improvements * some improvements * link user guide from readme | 13 April 2022, 11:14:38 UTC |
| 99b649e | Julien Herzen | 13 April 2022, 11:12:37 UTC | Feat/nhits (#898) * a first version of N-HiTS * improved comments * added unit tests * Update darts/models/forecasting/nhits.py Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * Update darts/models/forecasting/nhits.py Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * Update darts/models/forecasting/nhits.py Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * Update darts/models/forecasting/nhits.py Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * improved unit tests from PR suggestions * fix linting * Update darts/models/forecasting/nhits.py Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 13 April 2022, 11:12:37 UTC |
| 84801df | Julien Herzen | 13 April 2022, 11:10:57 UTC | Feat/statsforecasts (#893) * added AutoARIMASF * added Croston model * add statsforecasts to requirements * add models to init file * some updates to the models * test models * small improvements * add the AutoARIMASF file * rename AutoARIMASF to StatsForecastAutoARIMA * add statsforecasts with >= requirement * add sba and tsb flavours of Croston * adap unit test * catch an issue with statsforecast sba * correct typo * correct bug 2 sigma -> 1 sigma * rephrase error message | 13 April 2022, 11:10:57 UTC |
| 2fd9d44 | Julien Herzen | 12 April 2022, 19:17:24 UTC | update readme to include Gitter (#908) | 12 April 2022, 19:17:24 UTC |
| 9a182ce | The Gitter Badger | 12 April 2022, 19:08:38 UTC | Add Gitter badge (#901) | 12 April 2022, 19:08:38 UTC |
| 76fcf53 | Julien Herzen | 08 April 2022, 15:15:43 UTC | added transfer learning example notebook (#885) * added transfer learning example notebook * small update to transfer learning notebook * list the notebook in examples list * add example to list of examples * revert change to userguide.rst * remove a few imports * fixed typos * fix typo | 08 April 2022, 15:15:43 UTC |
| efa955a | Julien Herzen | 05 April 2022, 11:35:24 UTC | Fix/ptl1.6.0 (#888) * fix epochs trained count * save PTL module and trainer using PTL checkpointing * dynamically compute right number of epochs trained * test checkpoint file existence * restore model saving in tests | 05 April 2022, 11:35:24 UTC |
| fb5a59e | Tomas Van Pottelbergh | 05 April 2022, 09:36:09 UTC | Update black to 22.3.0 (#886) | 05 April 2022, 09:36:09 UTC |
| a3066fa | Julien Herzen | 25 March 2022, 06:36:20 UTC | Fix/link gpu guide in doc (#873) * link GPU/TPU usage guide * typo | 25 March 2022, 06:36:20 UTC |
| d5dd296 | hrzn | 22 March 2022, 16:24:56 UTC | Release 0.18.0 | 22 March 2022, 16:24:56 UTC |
| 1be416f | Julien Herzen | 22 March 2022, 15:25:26 UTC | Release 0.18.0 (#867) * bump u8darts * update contribution guidelines * update changelog * separate install page * update readme | 22 March 2022, 15:25:26 UTC |
| b4bd2b4 | gian | 21 March 2022, 18:53:18 UTC | Fix/check torch import (#866) * checks if torch is available before running tests * now all imports happen after torch check * now all imports happen after torch check | 21 March 2022, 18:53:18 UTC |
| 3e4394d | gian | 21 March 2022, 16:16:52 UTC | Feat/improve seasonal decompose (#862) * added STL decompose method, added tests * fixed documentation * updated tests and documentation * updated tests * now raises an error instad of a warning if method is incompatible with seasonality mode * typo Co-authored-by: Julien Herzen <julien@unit8.co> | 21 March 2022, 16:16:52 UTC |
| c43b17b | gian | 21 March 2022, 15:43:27 UTC | checks if torch is available before running tests (#864) | 21 March 2022, 15:43:27 UTC |
| 490863f | gian | 21 March 2022, 13:58:50 UTC | Fix/quantile-multiple-ts-prediction (#853) * fixed issue with probabilistic RegressionModels not working on multiple series * Apply suggestions from code review Co-authored-by: Julien Herzen <julien@unit8.co> Co-authored-by: Julien Herzen <julien@unit8.co> | 21 March 2022, 13:58:50 UTC |
| eda8f94 | Julien Herzen | 19 March 2022, 20:40:44 UTC | Feat/more losses (#845) * added some loss functions * remove M3 loss which seems bogus * add unit tests for losses * correct unit test * correct unit test * correct unit test * added NINF case * add optional denominator computation in MAPE loss * better MAPE/MAE split * simplify MAPE loss * simplify loss tests * remove a print statement * Update darts/utils/losses.py Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 19 March 2022, 20:40:44 UTC |
| a7abedf | Dennis Bader | 19 March 2022, 14:33:15 UTC | fixed wrong future covariates slicing with RangeIndex (#858) | 19 March 2022, 14:33:15 UTC |
| 0233756 | gian | 11 March 2022, 06:57:58 UTC | Feat/probabilistic-lgbm-linreg (#831) * moved from forked branch * added likelihoods to linear model, updated tests, refactored lgbm quantile regression * fixed docstring * fixed test case * Apply suggestions from code review Co-authored-by: Julien Herzen <julien@unit8.co> * applied suggestions from code review, adjusted test and moved _check_quantiles to utils/utils.py * removed unnecessary enumerate * inserted else statement for clarity Co-authored-by: Julien Herzen <julien@unit8.co> | 11 March 2022, 06:57:58 UTC |
| 9cb3fd7 | Julien Herzen | 10 March 2022, 10:27:29 UTC | Fix issues with tbats (#838) | 10 March 2022, 10:27:29 UTC |
| 16bece0 | Julien Herzen | 09 March 2022, 16:38:18 UTC | Feat/tbats (#816) * Base version of TBATS * Add both BATS and TBATS * import both bats and tbats * fix an issue * added unit tests for bats and tbats probabilistic * add accuracy unit tests * Remove useless lines * Improve doc * Small fix * Add BATS/TBATS to pmdarima flavour * better frequency support * Update darts/models/forecasting/tbats.py Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * Update darts/models/forecasting/tbats.py Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * some PR comments * address PR comments Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 09 March 2022, 16:38:18 UTC |
| d48f265 | amadejkocbek | 09 March 2022, 08:23:02 UTC | Feat/backtest sliding window (#775) * Drafted implementation of sliding window * Add some unit tests for sliding window * Address comments and complete docstring. * Format logging statement * Formatting * Reformetted + min train length check * Reformat min train length method Co-authored-by: Amadej KOCBEK <amadej.kocbek@firmenich.com> Co-authored-by: Julien Herzen <julien@unit8.co> | 09 March 2022, 08:23:02 UTC |
| ae47aba | Julien Herzen | 08 March 2022, 12:58:23 UTC | Feat/stochastic inputs (#833) * Use stochastic samples for training/inference of torch models * Fix typo * add a unit test | 08 March 2022, 12:58:23 UTC |
| cb80cf3 | Kha | 01 March 2022, 15:38:52 UTC | return metric score along with untrained best models & params (#822) * return metric score along with untrained best models & params * update test and metric type * fmt * gridsearch score unittest Co-authored-by: Julien Herzen <julien@unit8.co> | 01 March 2022, 15:38:52 UTC |
| 4920de0 | Julien Herzen | 01 March 2022, 12:31:56 UTC | Fix/encoders with fit from ds (#829) * Check encoders are not None before using * Add unit test to capture the issue | 01 March 2022, 12:31:56 UTC |
| 2c0453d | gsamaras | 01 March 2022, 10:02:57 UTC | GPU and TPU usage guide (#826) * GPU and TPU usage guide * GPU and TPU usage guide Co-authored-by: Julien Herzen <julien@unit8.co> | 01 March 2022, 10:02:57 UTC |
| 7ca7801 | Dennis Bader | 28 February 2022, 19:11:24 UTC | added val loss to progess bar and updated docs (#825) | 28 February 2022, 19:11:24 UTC |
