| 73f4f64 | madtoinou | 05 April 2024, 12:31:39 UTC | fix: adress review comment | 05 April 2024, 12:31:39 UTC |
| 2717183 | madtoinou | 05 April 2024, 12:30:12 UTC | fix: refactor tests to reduce code duplication | 05 April 2024, 12:30:12 UTC |
| dd2bee1 | madtoinou | 04 April 2024, 15:34:55 UTC | Merge branch 'fix/comp_lags_feat_order' of https://github.com/unit8co/darts into fix/comp_lags_feat_order | 04 April 2024, 15:34:55 UTC |
| 617b6ed | madtoinou | 04 April 2024, 15:34:44 UTC | fix: moved autoregression lags extraction to tabularization | 04 April 2024, 15:34:44 UTC |
| a27cd0d | madtoinou | 04 April 2024, 15:19:59 UTC | Merge branch 'master' into fix/comp_lags_feat_order | 04 April 2024, 15:19:59 UTC |
| 5c97c9b | Dennis Bader | 04 April 2024, 14:09:31 UTC | Refactor/metrics (#2284) | 04 April 2024, 14:09:31 UTC |
| 00ec6a1 | madtoinou | 04 April 2024, 10:11:06 UTC | fix: adressing review comments | 04 April 2024, 10:11:06 UTC |
| d15c970 | madtoinou | 04 April 2024, 09:28:22 UTC | update changelog | 04 April 2024, 09:28:22 UTC |
| 80e4ed6 | madtoinou | 04 April 2024, 09:23:08 UTC | Merge branch 'master' into fix/comp_lags_feat_order | 04 April 2024, 09:23:08 UTC |
| 91c7087 | Alicja Krzeminska-Sciga | 16 March 2024, 11:05:51 UTC | Add optional inverse transform in historical forecast (#2267) * Add optional inverse transform in historical forecast * Update variables names and docstrings * Move the inverse transform to InvertibleDataTransformer * Fix single element list * Update docstrings * Move the inverse transform of list of lists to inverse_transform method * make invertible transformers act on list of lists of series * add tests * update changelog --------- Co-authored-by: dennisbader <dennis.bader@gmx.ch> | 16 March 2024, 11:05:51 UTC |
| d764bc4 | Dennis Bader | 15 March 2024, 10:55:34 UTC | fix type hinting for _with_sanity_checks (#2286) * fix type hinting for _with_sanity_checks * update changelog | 15 March 2024, 10:55:34 UTC |
| 38096b8 | madtoinou | 12 March 2024, 12:38:40 UTC | Merge branch 'master' into fix/comp_lags_feat_order | 12 March 2024, 12:38:40 UTC |
| a2b867d | madtoinou | 12 March 2024, 09:55:30 UTC | feat: properly reorder features during autoregression, added corresponding test | 12 March 2024, 09:55:30 UTC |
| 7986348 | Felix Divo | 12 March 2024, 08:13:00 UTC | Add `ForecastingModel.supports_probabilistic_prediction` (#2259) (#2269) * Remove unnessesary `pass` statements * Rename ForecastingModel_is_probabilistic to supports_probabilistic_prediction, rearrange some documentation * Remove redundant overrides * Reformat * Add CHANGELOG entry --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 12 March 2024, 08:13:00 UTC |
| 2264cca | Dennis Bader | 11 March 2024, 08:17:52 UTC | Repo/update code owners (#2275) * update code owners * udpated PR template | 11 March 2024, 08:17:52 UTC |
| 80ef121 | madtoinou | 11 March 2024, 08:12:12 UTC | fix: remove staticmethod for the tests to pass on python 3.9 | 11 March 2024, 08:12:12 UTC |
| 5a7f829 | madtoinou | 06 March 2024, 17:23:07 UTC | feat: tests verify that list and dict lags yield the same result | 06 March 2024, 17:23:07 UTC |
| 838de67 | madtoinou | 06 March 2024, 12:17:03 UTC | fix: improve comment | 06 March 2024, 12:17:03 UTC |
| ec2f577 | madtoinou | 06 March 2024, 12:10:03 UTC | fix: create_lagged_name is not affected by lags order different than the components | 06 March 2024, 12:10:03 UTC |
| 7a9c8cf | madtoinou | 06 March 2024, 12:08:57 UTC | feat: added tests for lagged_features_names when lags are component-specific | 06 March 2024, 12:08:57 UTC |
| 3be57e9 | madtoinou | 06 March 2024, 11:37:47 UTC | fix: parametrize lagged_features_names test | 06 March 2024, 11:37:47 UTC |
| ddfb341 | madtoinou | 06 March 2024, 10:16:06 UTC | fix: reorder lagged features per lags when they are provided component-wise | 06 March 2024, 10:16:06 UTC |
| 4de0b68 | dennisbader | 05 March 2024, 10:03:57 UTC | Release 0.28.0 | 05 March 2024, 10:03:57 UTC |
| c3d79ba | Dennis Bader | 05 March 2024, 09:02:54 UTC | Release 0.28.0 (#2268) * update changelog * bump u8darts 0.27.2 to 0.28.0 * update changelog | 05 March 2024, 09:02:54 UTC |
| 4744835 | Dennis Bader | 04 March 2024, 18:15:59 UTC | fix torch baseline model import (#2266) | 04 March 2024, 18:15:59 UTC |
| 3803cbe | Dennis Bader | 04 March 2024, 18:07:44 UTC | Feat/global naive models (#2261) | 04 March 2024, 18:07:44 UTC |
| 4de71e4 | Dennis Bader | 04 March 2024, 10:37:31 UTC | fix failing dataset unit tests for py38 (#2263) | 04 March 2024, 10:37:31 UTC |
| 2117bf3 | madtoinou | 02 March 2024, 12:59:51 UTC | Fix: estimator getter and lagged_label_name (#2246) * feat: adding docstring and check to get_multioutput_estimator * fix: added lowbound check * fix: update docstring, indexing account for multi_models param * feat: added corresponding test * feat: added tests for estimator getter * feat: store and expose the lagged label names (for each model estimator) * fix: rephrasing docstring * update changelog * fix: linting * fix: replaced ocl with hrz in naming of the lagged label * fix: update error messages * feat: simplify test, overfit XGB on only one training example * feat: added a method to get estimator for models supporting multi-output natively * feat: added corresponding test * update changelog * fix: linting * Update CHANGELOG.md --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 02 March 2024, 12:59:51 UTC |
| 62d9200 | madtoinou | 01 March 2024, 16:06:07 UTC | fix: datetime_attribute account for 0 or 1-indexing of the attributes (#2242) * fix: datetime_attribute account for 0 or 1-indexing of the attributes * feat: 1-indexed date attribute are shifted to enforce 0-indexing for all the generated encodings * updated changelog * fix: remove commented lines * fix: typo in comment * make ONE_INDEXED_FREQS a constant * fix: simplified test by using year 2001 * feat: better handling of years with 53 weeks or 366 days * fix: properly take the index length when adding the extra week * fix: simplifying test * fix: update tests to account for the forced 0-indexing of the datetime attributes encoding * fix: passing lmbda parameter as BoxCox doesn't converge when encodings contains a 0 --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 01 March 2024, 16:06:07 UTC |
| ccd0d42 | Dennis Bader | 29 February 2024, 14:02:13 UTC | Feat/shifted output (#2176) * add output chunk shift to lightning modeuls * training torch model with shifted output * first shifted output inference works for mixed covariates models * full covariateds support for shifted mixed covariates dataset * add shift support to all torch models * update torch model extreme lags with shift * update torch model encoder settings with shift * update torch model encoder settings with shift * add unit test for shifted torch mmodel with encoders * add unit tests for tft model * add unit tests for all torch models * update output_chunk_shift description * apply suggestions from PR review * add output chunk shift to extreme lags * udpate historical forecasts to work with shifted output * update historical forecasts start description for shifted output * apply suggestions from PR review * prepare regression models for output chunk shift * fix failing unit tests * prepare regression models for output chunk shift part 2 * update hist fc for regression models with output shift * update tabularization * add test for comparing results between output shift and normal multi models * historical forecasts for shifted regression models * update tabularization training tests * update tabulirazion get feature times tests * update tabularization get shared times tests * update tabularization get shared bounds tests * update tabularization get lagged prediction data tests * add tests for tabularization without target lags but only covariate lags * update n_steps_between docs * update changelog * add unit tests for inference datasets * add unit tests for sequential training datasts * update changelog * make ocs property non optional * skip output_chunk_shift checks when loading weights since not relevant for parameter shape * apply suggestions from PR review | 29 February 2024, 14:02:13 UTC |
| b9e6d8b | Thomas Kientz | 26 February 2024, 14:21:57 UTC | Change default `gridsearch` kwarg value (#2243) * Change default kwarg * Update CHANGELOG.md --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 26 February 2024, 14:21:57 UTC |
| ec53511 | madtoinou | 26 February 2024, 09:02:38 UTC | Fix: Using gridsearch with use_fitted_values=True raises unexpected error (#2222) * fix: arguments must be provided to model cls in order to check presence of the fitted_values attribute * fix: added a check that parameters is indeed a dict * updated changelog * fix: update test to pass the new sanity checks * fix: addressing review comments --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 26 February 2024, 09:02:38 UTC |
| 2d1919d | Dennis Bader | 24 February 2024, 21:21:12 UTC | Dep/relax ptl (#2251) * remove pytorch lightning upper version cap * fix failing unit test and update changelog | 24 February 2024, 21:21:12 UTC |
| 2bc6319 | Dennis Bader | 24 February 2024, 16:52:16 UTC | fix ElectricityConsumptionZurich dataset hash (#2250) | 24 February 2024, 16:52:16 UTC |
| 24ae0e1 | madtoinou | 24 February 2024, 12:37:30 UTC | fix: update hierarchy for single transform window_transform (#2207) * fix: update hierarchy for single transform window_transform * update changelog * update changelog * fix: using set to check overlap * fix: corrected logic to update the hierarchy after window_transform * fix: hierarchy can be conserved when applying non-overlapping transforms * feat: add new argument, improve logic * feat: adding tests * fix: expected argument match docstring in resample() * fix: addressing review comments * fix: linting issue * fix: linting * linting * update changelog and remane keep_old_names to keep_names --------- Co-authored-by: dennisbader <dennis.bader@gmx.ch> | 24 February 2024, 12:37:30 UTC |
| bf51476 | madtoinou | 24 February 2024, 12:36:12 UTC | Fix/ts prepend (#2237) * fix: append/prepend correctul retain components names and hierarchy * updated changelog * fix: revert unecessary change * update changelog --------- Co-authored-by: dennisbader <dennis.bader@gmx.ch> | 24 February 2024, 12:36:12 UTC |
| 6fbb670 | Dennis Bader | 24 February 2024, 12:07:13 UTC | Reformat / lint repository with new dev dependency versions (#2248) * update dev requirements with new pre commit hook lint dependency versions * black reformatting * fix flake8 checks | 24 February 2024, 12:07:13 UTC |
| 4600453 | Marc Bresson | 16 February 2024, 14:05:03 UTC | Pre commit hooks upgrade (#2228) | 16 February 2024, 14:05:03 UTC |
| 9e43e3c | Marc Bresson | 16 February 2024, 14:04:01 UTC | Improve description for ARIMA parameters (p, q, seasonal_orders and trend) (#2142) | 16 February 2024, 14:04:01 UTC |
| 8073de4 | Dennis Bader | 08 February 2024, 22:29:47 UTC | add support for more lr scheduler config parameters to torch models (#2218) * add support for more lr scheduler config parameters to torch models * update changelog | 08 February 2024, 22:29:47 UTC |
| 5b05d2b | madtoinou | 05 February 2024, 13:26:36 UTC | Fix/RegressionEnsemble with single model regressor and coef access in LinearRegressionModel (#2205) * fix: overwrite the self.model attribute with the model container * fix: prevent creation of RegressionEnsemble with a regression model created with multi_models=False * update changelog * Update darts/models/forecasting/regression_ensemble_model.py Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * rephrasing changelog * fix: enforce multi_models=True when ocl=1 --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 05 February 2024, 13:26:36 UTC |
| 1d7d854 | madtoinou | 05 February 2024, 12:42:55 UTC | fix: time index intersection for coefficient of variation (#2202) * fix: properly take the intersected time indexes for the coefficient of variation * fix: computing rmse on ndarray directly * fix: forgot sqrt for rmse in coef of variation * fix: update type of return in docstring, taking into consideration the multi_ts and multivariate decorator, which convert arrays into list * update changelog * update changelog --------- Co-authored-by: dennisbader <dennis.bader@gmx.ch> | 05 February 2024, 12:42:55 UTC |
| 8cb04f6 | Dennis Bader | 02 February 2024, 10:12:29 UTC | Feat/improve timeseries (#2196) * found major peformance boost for time series creation * first boosted time series version * improve slicing with integers * improve slicing with time stamps * improve slicing with time stamps * update from_xarray * improve from_group_dataframe() * remove test time series * remove old time series * add option to drop group columns from from_group_dataframe * update changelog * apply suggestions from PR review | 02 February 2024, 10:12:29 UTC |
| 0b4dcf0 | Dennis Bader | 29 January 2024, 15:12:28 UTC | update readme (#2197) | 29 January 2024, 15:12:28 UTC |
| c52fe32 | Jirka Borovec | 29 January 2024, 15:12:04 UTC | move pytest config to `pyproject.toml` (#2191) | 29 January 2024, 15:12:04 UTC |
| 20ee5ec | dennisbader | 21 January 2024, 16:05:18 UTC | Release 0.27.2 | 21 January 2024, 16:05:18 UTC |
| 3ee3efd | Dennis Bader | 21 January 2024, 14:23:58 UTC | bump u8darts 0.27.1 to 0.27.2 and update changelog (#2179) | 21 January 2024, 14:23:58 UTC |
| 0520c43 | Dennis Bader | 21 January 2024, 14:11:39 UTC | fix wrong pandas freqstr for py38 (#2178) | 21 January 2024, 14:11:39 UTC |
| 9cb1a56 | Dennis Bader | 21 January 2024, 12:58:50 UTC | fixes for pandas >= 2.2.0 (#2177) | 21 January 2024, 12:58:50 UTC |
| ccecc8a | dependabot[bot] | 19 January 2024, 22:17:11 UTC | Bump jupyterlab from 4.0.3 to 4.0.11 in /requirements (#2173) | 19 January 2024, 22:17:11 UTC |
| 315cb6f | Dennis Bader | 19 January 2024, 14:29:38 UTC | fix torch covariates support tables in user guide (#2172) | 19 January 2024, 14:29:38 UTC |
| 8b77a69 | Dennis Bader | 19 January 2024, 11:40:37 UTC | Feat/ccf (#2122) * added statistics function plot_ccf * add unit test * update changelog * add reference to ccf | 19 January 2024, 11:40:37 UTC |
| 7fe7128 | Felix Divo | 19 January 2024, 11:33:00 UTC | Update .gitignore to ignore intermediate coverage files (#2158) * Update .gitignore to ignore intermediate coverage files Ignores files such as the following, which get created by coverage measurement tools: .coverage.68a13e4de0d0.43514.XMNYGdrx .coverage.68a13e4de0d0.43515.XjbvzNqx * Update .gitignore Get rid of one line --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 19 January 2024, 11:33:00 UTC |
| 68f72a7 | Dennis Bader | 19 January 2024, 11:32:12 UTC | fix deprecated method import from sklearn==1.4.0 (#2170) | 19 January 2024, 11:32:12 UTC |
| 962fd78 | DavidKleindienst | 15 January 2024, 16:06:32 UTC | Fix: Improve TimeSeries.__getitem__ frequency inference (#2152) * Improve TimeSeries.__getitem__ frequency inference * adapt getitem handling * update changelog --------- Co-authored-by: David Kleindienst <kleindienst@ximes.com> Co-authored-by: dennisbader <dennis.bader@gmx.ch> | 15 January 2024, 16:06:32 UTC |
| de4afd1 | Dennis Bader | 14 January 2024, 12:33:43 UTC | sphinx sphinx release workflow issue (#2165) | 14 January 2024, 12:33:43 UTC |
| cb724d1 | FourierMourier | 13 January 2024, 11:58:42 UTC | Fix: removed input re-normalization by rin inside `io_processor` (#2160) * prevented input re-normalization by rin using .clone() inside `io_processor` * Update CHANGELOG.md --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 13 January 2024, 11:58:42 UTC |
| ea79679 | dependabot[bot] | 12 January 2024, 14:31:05 UTC | Bump jinja2 from 3.0.3 to 3.1.3 in /requirements (#2155) Bumps [jinja2](https://github.com/pallets/jinja) from 3.0.3 to 3.1.3. - [Release notes](https://github.com/pallets/jinja/releases) - [Changelog](https://github.com/pallets/jinja/blob/main/CHANGES.rst) - [Commits](https://github.com/pallets/jinja/compare/3.0.3...3.1.3) --- updated-dependencies: - dependency-name: jinja2 dependency-type: direct:production ... Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> | 12 January 2024, 14:31:05 UTC |
| 6082f62 | Dennis Bader | 29 December 2023, 15:02:53 UTC | upper cap pytorch lightning for ckpt symlink fix (#2136) | 29 December 2023, 15:02:53 UTC |
| ab3d77a | ryfactor | 21 December 2023, 09:38:00 UTC | Fix typo in examples Ensemble Model (#2127) | 21 December 2023, 09:38:00 UTC |
| 4362df2 | dennisbader | 10 December 2023, 17:43:39 UTC | Release 0.27.1 | 10 December 2023, 17:43:39 UTC |
| acbd488 | Dennis Bader | 10 December 2023, 16:13:05 UTC | bump u8darts 0.27.0 and update changelog (#2116) | 10 December 2023, 16:13:05 UTC |
| 8897e93 | Francisco Merino-Casallo | 10 December 2023, 16:02:00 UTC | fix TimeSeries.pd_series not retaining original name (#2102) * fix TimeSeries.pd_series not retaining original name * Improve access to TimeSeries's original name By directly accessing to the `components.array` attribute from the TimeSeries instance, I do not have to convert the `components` attribute to a list anymore. * Apply suggestions from code review As suggested by @dennisbader, we can directly access the items in the `components` attribute from the TimeSeries instance, no need to use the `components.array` attribute. Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * Reformat code to pass lint check * fix failing unit test --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 10 December 2023, 16:02:00 UTC |
| 70752ce | Dennis Bader | 10 December 2023, 15:37:06 UTC | exclude PLForecastingModule docs from custom rnn and blockrnn modules (#2115) | 10 December 2023, 15:37:06 UTC |
| 4170093 | Dennis Bader | 10 December 2023, 12:45:31 UTC | fix custom module for RNNModel and add tests (#2088) * fix custom module for RNNModel and add tests * update changelog * update changelog * make custom rnn module * update rnn docs * add custom block rnn module * update changelog * fix docs for BlockRNNModel | 10 December 2023, 12:45:31 UTC |
| b68f64d | Dennis Bader | 01 December 2023, 12:30:59 UTC | Fix/hist fc predict kwargs (#2103) * add explicit predict params to torch models * avoid ignoring fit/predict_kwargs when args or kwargs are in model method signature * refactor fit/predict wrappers * update changelog | 01 December 2023, 12:30:59 UTC |
| b20a1f2 | eschibli | 01 December 2023, 10:31:53 UTC | Bump version of pytorch-lightning to 2.0.0 (#2087) * Bump version of pytorch-lightning to 2.0.0 * relax PL lower version and adapt progress bar import instead * update changelog * revert some changes to changelog --------- Co-authored-by: dennisbader <dennis.bader@gmx.ch> | 01 December 2023, 10:31:53 UTC |
| 7cfdf62 | madtoinou | 29 November 2023, 08:18:47 UTC | Fix/update doc (#2091) * fix: link to models table * fix: VARIMA supports probabilistic forecast * fix: naive model support multivariate series * fix: removed link to unexisting section of the install.md, removed typo * fix: use split_after to make example more coherent * fix: adressing review comment, link to static covariate notebook and model table * fix: more specific comment in example notebook | 29 November 2023, 08:18:47 UTC |
| b29317d | Ondřej Holub | 27 November 2023, 13:44:43 UTC | Fix formula in single-shot forecast example (#2095) | 27 November 2023, 13:44:43 UTC |
| dd08413 | Felix Divo | 22 November 2023, 10:54:31 UTC | Link docker profile in README.md (#2079) | 22 November 2023, 10:54:31 UTC |
| 603b57d | dennisbader | 18 November 2023, 18:16:53 UTC | Release 0.27.0 | 18 November 2023, 18:16:53 UTC |
| 679b4d0 | Dennis Bader | 18 November 2023, 16:01:48 UTC | Release 0.27.0 (#2073) * bump u8darts 0.26.0 * update changelog * update unreleased section | 18 November 2023, 16:01:48 UTC |
| d153c95 | madtoinou | 18 November 2023, 15:20:58 UTC | Feat/MIDAS transformer (#1820) * MIDASTransformer now outputs a low sample variant of the high sample series through 'ts_transform()' * MIDASTransformer now outputs a low sample variant of the high sample series through 'ts_transform()' * extracted '_create_midas_df' from 'ts_transform' * extracted '_create_midas_df' from 'ts_transform' * Added some comments to helper functions * changed some variable names * changed some variable names * added warning if target frequency and input frequency don't match up like they should in case of a MIDAS transformation. * add _transform_iterator like the one in window_transformer * docstring finished, including example * added comments and description to 'ts_transform()' * more robust up and downsampling in order to get for example 3 months for every quarter instead of there being some missing months, also changed the docstring a bit such that it works with the debugger * tests are coming along, but still giving some errors * tests work * small comment change * adapted to 'params['fixed']['variable_name']' way of dealing with args * feat: attemp to make midas invertible * feat: multivariate ts are supported by the inverse_transform * fix: updated changelog * feat: make the transformer fittable to improve inversability * fix: when using anchored low freq, try to adjust the time index when inverse transform either the fitted or predicted ts * fix: addressed reviewer comments * fix: bug in TimeSeries constructor when the length of the pd.Series containing the static covariates was equal to the number of components * fix: bug in static_covariates, component-specific static covariates were not supported * fix: new argument in pandas 2.0 * fix: improved finite row detection * fix: revert changes to timeseries.py * fix: tests properly account for static covariates representation depending on the number of components * test: added test for strip=True * feat: adding how argument to TimeSeries.strip(), updated tests * fix: MIDAS properly leverage the TimeSeries.strip method * fix: MIDAS properly leverage the TimeSeries.strip method * fix: fixed bug when series was sliced prior to inverse transform * fix: for anchored low freq, the first value of the row correspond to the anchor value. * fix: splitting aligned/shifted unit-tests * work with moving windows for midas transform * fix all tests * update midas transform * fix transformation * refactor transform * update midas feature separator * remove old create midas df * probabilistic support * update changelog --------- Co-authored-by: Beerstabr <boydbiersteker@gmail.com> Co-authored-by: Boyd Biersteker <108391625+Beerstabr@users.noreply.github.com> Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 18 November 2023, 15:20:58 UTC |
| 72ea486 | madtoinou | 18 November 2023, 15:13:18 UTC | Fix/dlinear and nlinear use_static_cov. with multivariate series (#2070) * feat: added test to check that use_static_covariates covers all possible static covariates representations * fix: properly account for the two possible static covariates representation in multivariates series * fix: typo in the warning message * feat: added type hint, reordered docstring to match argument order * feat: added type hint, reordered docstring to match argument order (dlinear) * feat: updated changelog --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 18 November 2023, 15:13:18 UTC |
| f196665 | madtoinou | 18 November 2023, 15:03:10 UTC | Fix/nlinear normalization for multivariate series (#2072) * fix: properly slice x when normalizing the target features * feat: updated changelog | 18 November 2023, 15:03:10 UTC |
| 36a1c09 | madtoinou | 16 November 2023, 13:16:24 UTC | Feat/auto-regression and future values of past covariates documentation (#2049) * feat: added warning about usage of past covariates during auto-regression * feat: slightly changed the docstring for output_chunk_length * fix: forgot to add the new argument to some wrapper * feat: display autoregression and past cov related warning only once when using historical forecast with a global model * Apply suggestions from code review Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * feat: updated docstring for output_chunk_length in both regression and torch models, updated docstring about past/future covariates requirements in the torch models that were missing it * update docs --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 16 November 2023, 13:16:24 UTC |
| c8f5948 | madtoinou | 16 November 2023, 10:44:14 UTC | Fix/add fit/predict_kwargs argument to historical_forecasts (#2050) * fix: num_loader_workers can be passed to historical_forecasts, only relevant for TorchForecastingModels * feat: added fit/predict_kwargs to historical_forecasts, backtest and gridsearch * fix: default value None for dict * feat: increased the number of parameters handled by GlobalForecastingModels._fit_wrapper * fix: removed obsolete arg/docstring * fix: updated docstring * fix: only pass the supported argument to GlobalForecastingModel.predict() * fix: simplify the logic of the fit/predict wrapper and hist fc sanity checks * fix: same signature for all _optimized... * fix: changed the exception into warning * fix: missing arg * fix: harmonized signatures of optimized_hist, improved kwargs checks * feat: added warning when fit_kwargs is set with retrain=False, possibility to deactivate the warnings * feat: improve fit/predict_kwargs handling, add tests * feat: parametrize the tests to check both optimized and unoptimized methods * Apply suggestions from code review Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * feat: updated changelog * feat: added tests when fit_kwargs contains invalid arguments and retrain=False * fix: set self._uses_future_covariates to True in FutureCovariatesLocalForecastingModel when fitted with a future covariate series * fix: predict_kwargs[trainer] is properly passed to fit_from_dataset * feat: added exception when unsupported covariates are passed to the fit/predict throught the wrapper * feat: added tests checking that the exception are raised when expected * fix: ensemble model pass covariates only to forecasting models supporting them * update changelog * update hist fc tests * fix failing bt test p2 * uddate fit/predict wrappers * update docs * shorten electricity dataset to avoid source data updates --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 16 November 2023, 10:44:14 UTC |
| a7f5d09 | madtoinou | 16 November 2023, 07:37:57 UTC | Fix: broken dataset links in transfer learning notebook (#2067) * fix: broken dataset links, updated observation accordingly since results sligthly changed * feat: updated changelog * fix: addressed review comments (updated observation) * change darts v26 to v27 --------- Co-authored-by: dennisbader <dennis.bader@gmx.ch> | 16 November 2023, 07:37:57 UTC |
| d206055 | Dennis Bader | 11 November 2023, 13:31:48 UTC | fix dataset for python38 (#2065) | 11 November 2023, 13:31:48 UTC |
| 09300d9 | madtoinou | 11 November 2023, 12:00:13 UTC | Feat/Example notebook for the regression models (#2039) * feat: example notebook for the regression models and new dataset (energy consumption and weather in Zurich, between 2015 and 2022) * fix: tests, some datasets width were missing * feat: udpated changelog * fix: to keep the API uniform, Zurich energy consumption and weather was split into two datasets. Energy consumption was added to the darts repo * fix: changed the way datasets are loaded, added an illustration for multi_models=True * fix: tweaked notebook * feat: grouped dataset and their width into a single variable to improve readibility * Apply suggestions from code review Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * fix: simplified API to load the EnergyConsumptionZurich dataset, updated notebook accordingly * fix: remove the obsolete dataset from the tests * blabla * update dataset * update notebook p1 * update regression model notebook * notebook last fixes * fix: typo * add regression model example test to merge workflow --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 11 November 2023, 12:00:13 UTC |
| da049e5 | madtoinou | 08 November 2023, 07:51:25 UTC | Fix/exp smooth constructor args (#2059) * feat: adding support for constructor kwargs * feat: adding tests * fix: udpated representation test for ExponentialSmoothing model * update changelog.md --------- Co-authored-by: dennisbader <dennis.bader@gmx.ch> | 08 November 2023, 07:51:25 UTC |
| a5a4306 | Dennis Bader | 08 November 2023, 07:39:35 UTC | fix num_samles not being passed to optimized hist fc rountine of torch models (#2060) | 08 November 2023, 07:39:35 UTC |
| af5b141 | Freddie Hsin-Fu Huang | 06 November 2023, 15:39:05 UTC | fix: torch_forecasting_model load_weights with float16 and float32 (#2046) | 06 November 2023, 15:39:05 UTC |
| 772d705 | Dennis Bader | 06 November 2023, 10:06:52 UTC | Feat/tz aware dta (#2054) * add tests for datetime_attribute_timeseries and holidays * add tz to encoders * add tests * add timezone to some timeseries methods * update changelog and model docs * apply suggestions from PR review | 06 November 2023, 10:06:52 UTC |
| 2d0233f | Dennis Bader | 03 November 2023, 13:29:17 UTC | Native quantile regression for xgb 2.0.0 and above (#2051) * use native quantile regression for xgb 2.0.0 and above * update changelog * revert change to objective --------- Co-authored-by: madtoinou <32447896+madtoinou@users.noreply.github.com> | 03 November 2023, 13:29:17 UTC |
| 3fb1080 | madtoinou | 03 November 2023, 12:25:00 UTC | Feat/summary_plot() returns the shap values (#2048) * feat: summary_plot returns the shap explanations * feat: returning the whole dict * feat: adding a test * fix:typo in type hint | 03 November 2023, 12:25:00 UTC |
| f6e994e | Felix Divo | 01 November 2023, 14:30:02 UTC | Fix doc rendering in statistics.py (#2044) * Fix doc rendering in statistics.py * fix other things in statistics docs --------- Co-authored-by: dennisbader <dennis.bader@gmx.ch> | 01 November 2023, 14:30:02 UTC |
| ae5caa6 | Felix Divo | 01 November 2023, 14:19:59 UTC | Fix doc formatting of LinearRegressionModel (#2045) * For doc formatting of LinearRegressionModel * fix other model docs --------- Co-authored-by: dennisbader <dennis.bader@gmx.ch> | 01 November 2023, 14:19:59 UTC |
| ea37dc9 | Dennis Bader | 28 October 2023, 15:03:49 UTC | Feat/optimized hfc torch (#2013) * move hfc optimization checks to GlobalForecastingModel * setup optimization files for hfc with torch models * adapt torch infrerence datasets to work with stride and bounds * first working version * adapt for overlap_end=True * fix test * make tests for integer indexed series * make multiple ts work * update documentation * fix issue with regression model optim hfc * fix basic sample comparison * allow autoregression in optim hfc for torch models * remove some unnecessary lines * update changelog * refactor hist fc forecastable index * add unit test for exact end * update docs * apply suggestions from PR review | 28 October 2023, 15:03:49 UTC |
| c777193 | Samriddhi Singh | 28 October 2023, 14:26:11 UTC | Fix/plot alpha kwarg (#2011) * rm data leakage in example notebooks * fix: linting * parameter alpha in plots * fix: reverting changes * parameter alpha changes --------- Co-authored-by: simsalabim1 <63498227+simsalabim1@users.noreply.github.com> Co-authored-by: madtoinou <32447896+madtoinou@users.noreply.github.com> Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 28 October 2023, 14:26:11 UTC |
| 039d898 | madtoinou | 28 October 2023, 14:25:31 UTC | Fix/optimized historical forecast with component specific lags (#2040) * fix: properly call model._get_lags instead of model.lags.get to account for component specific lags * updated changelog * add unit tests --------- Co-authored-by: dennisbader <dennis.bader@gmx.ch> | 28 October 2023, 14:25:31 UTC |
| e6f2208 | madtoinou | 28 October 2023, 13:55:19 UTC | Fix/operand error with encoders (#2034) * fix: create a temporary Datetime index when series frequency represents a ambiguous timedelta value to extract the start time index * feat: updated changelog * fix: fixed corner case, generate the shortest temporary datetimeindex possible * feat: added tests to cover the cases where the series freq cannot be converted to Timedelta | 28 October 2023, 13:55:19 UTC |
| f3bdbcf | Samriddhi Singh | 13 October 2023, 06:29:55 UTC | Doc/data leak (#2020) * changes * deleating logs * update notebooks * add progress bar callback * update first notebook with new progress bar * update remaining notebooks --------- Co-authored-by: simsalabim1 <63498227+simsalabim1@users.noreply.github.com> Co-authored-by: dennisbader <dennis.bader@gmx.ch> | 13 October 2023, 06:29:55 UTC |
| 2f7c9db | dennisbader | 16 September 2023, 17:34:06 UTC | Release 0.26.0 | 16 September 2023, 17:34:06 UTC |
| 9982a50 | Dennis Bader | 16 September 2023, 17:01:23 UTC | udpate ensemble example notebook (#1996) | 16 September 2023, 17:01:23 UTC |
| 74bd524 | Dennis Bader | 16 September 2023, 15:53:33 UTC | remove torch import (#1995) | 16 September 2023, 15:53:33 UTC |
| 98c3ff4 | Dennis Bader | 16 September 2023, 15:43:45 UTC | Release 0.26.0 (#1994) * bump u8darts 0.25.0 * update changelog | 16 September 2023, 15:43:45 UTC |
| 1929d9f | madtoinou | 16 September 2023, 15:28:46 UTC | feat: EnsembleModel accepts pretrained global models (#1815) * feat: EnsembleModel can accept pretrained global models * fix: moved retrain_forecasting_models to the constructor (default is True), renamed models to forecasting_models in all ensemble, improved the logic around retraining * fix: updated argument name in notebook * updated changelog * addressing review comments * fix: updare training_series attribute of models in NaiveEnsemble so that predict() behave as expected * fix: bug for regression_train_n_points=-1 * Apply suggestions from code review Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * fix: revert changes in type hinting * fix: changes models to forecasting_models in all the exception messages * fix: linting in docstring * fix: type hinting * fix: errors caused by merge with master * fix: error message when ensemble contains local models and historical forecast is called with retrain=False * doc: updated changelog * fix: EnsembleModel support_lkl_params_predict was not taking into account probabilistic models fitted without likelihood such as ExponentialSmoothing * doc: new notebook for the ensemble models * feat: possible to use historical forecasts to train the regression model of RegressionEnsemble * doc: updating the notebook * fix: conversion unittest to pytest * Apply suggestions from code review Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * fix: addressed review comments, added test for train_using_historical_forecast * doc: updated the notebook based on the review comments * doc: updated the notebook based on the review comments * doc: removed uneccessary plot() and imports * doc: fir formatting * feat: adjust start of historical forecast depending on the ocl of forecasting models * fix: simplied a bit the series2seq ans seq2series logic * doc: updating the CI/CD and reference to the notebook in the doccumentation * fix: addressing review comments * feat: when regression_train_n_points=-1 and training with several series, the number of points is optimised for eash series independently * test: also check the length of the series used to train the regression model of the ensemble * fix: addressing reviewer comments, identified a bug in historical forecasts * Apply suggestions from code review Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * update start_format and train_using_historical_forecasts checks * fix issue with too short historical forecasts * revert changes to fitted model check with train_using_historical_forecast * update tests * fix last predictable time step issues for historical forecasting * add new unit test for optimized hist fc for regression models * extend test with stride * fix overlap end issue with optimized hist fc for regression models * fix last issues * apply suggestions from pr review * reactivate commented tests --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 16 September 2023, 15:28:46 UTC |
| fca3993 | Dennis Bader | 15 September 2023, 15:57:00 UTC | add feature projection for past covariates to TiDEModel (#1993) | 15 September 2023, 15:57:00 UTC |
| a9b6fbc | Eliot Zubkoff | 14 September 2023, 10:18:49 UTC | feature/cumsum (#1988) * added cumsum function to time series * typo in unit test function naming * update changelog.md * apply suggestions from pr review and extend tests --------- Co-authored-by: eliot <eliot@eliotz.dev> Co-authored-by: dennisbader <dennis.bader@gmx.ch> | 14 September 2023, 10:18:49 UTC |
