https://github.com/unit8co/darts

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cc10386 Release 0.4.0 28 October 2020, 07:29:44 UTC
13a6087 Merge pull request #229 from unit8co/develop Merge develop into master 27 October 2020, 18:38:08 UTC
ae96ab9 Fix/readme changelog updates (#228) * fix(readme, changelog): Added last updates to the changelog and readme * fix(readme): outdated instruction in contribute (#219) Co-authored-by: Tafti Léo <43440848+LeoTafti@users.noreply.github.com> * fix(readme): fixed ./gradlew syntax and typos (#223) * feat(changelog): Changelog ready for release * fix(changelog): set release date to tomorrow Co-authored-by: Gael Grosch <3279847+Digma@users.noreply.github.com> 27 October 2020, 15:16:46 UTC
b4a8076 refactor: Removed Validator (#220) 27 October 2020, 14:40:37 UTC
f05c89c Fix/docs decorators (#226) * feat(transformer): added disclaimer * fix(docs): decorated functions showed no docs * fix(torch utils): Fixed small mistake Co-authored-by: pennfranc <flaessig@student.ethz.ch> 27 October 2020, 13:53:29 UTC
3c1d735 Feat/N-BEATS (#218) Implemented basic N-BEATS model including general and interpretable architectures as outlined in the paper. Co-authored-by: Julien Herzen <julien@unit8.co> 27 October 2020, 11:21:43 UTC
23a72b4 Fix/workflows check examples (#217) * feat(develop workflow): Add example checks * feat(develop workflow): Removed long-running examples * fix(develop/merge workflows): Added (partial) example checks to develop workflow, made merge workflow example checks exhaustive * fix(style): removed blank line * feat(CI example checks): Added data processing notebook to example checks 20 October 2020, 12:07:19 UTC
708e21a feat(data processing example): Added example notebook (#215) * feat(map): extended map() to accept functions which take in (timestamp, value) and produce another value * feat(mappers): added Mapper and InvertibleMapper classes and associated unit tests * fix(mappers): fixed docs title * fix(map, mappers): Removed cols parameter from map() and Mapper/InvertibleMapper * feat(changelog): Added changes to CHANGELOG.md * fix(test map failing): Cannot inspect signature of builtin functions. Possibly only a temporary fix. * fix(changelog): corrected a mistake in the example of the new syntax * feat(data processing example): Added example notebook * fix(style): lint * fix(dataprocessing notebook): changed kernel * fix(build docs failing): Added data processing example to examples.rst file * fix(data-processing example): Added more explanations * fix(data-processing example): Fixed typo 20 October 2020, 11:19:52 UTC
154f2f4 Feature/box cox (#216) * feat(map): extended map() to accept functions which take in (timestamp, value) and produce another value * feat(mappers): added Mapper and InvertibleMapper classes and associated unit tests * fix(mappers): fixed docs title * fix(map, mappers): Removed cols parameter from map() and Mapper/InvertibleMapper * feat(changelog): Added changes to CHANGELOG.md * fix(test map failing): Cannot inspect signature of builtin functions. Possibly only a temporary fix. * fix(changelog): corrected a mistake in the example of the new syntax * fix(style): lint * feat(boxcox transformer): Basic implementation, bias adjustement missing * fix(boxcox): Implemented code review suggestions, added simple tests for boxcox * feat(boxcox): Added boxcox to the changelog 20 October 2020, 09:16:20 UTC
9e6b869 Feature/map transformers (#214) * feat(map): extended map() to accept functions which take in (timestamp, value) and produce another value * feat(mappers): added Mapper and InvertibleMapper classes and associated unit tests * fix(mappers): fixed docs title * fix(map, mappers): Removed cols parameter from map() and Mapper/InvertibleMapper * feat(changelog): Added changes to CHANGELOG.md * fix(test map failing): Cannot inspect signature of builtin functions. Possibly only a temporary fix. * fix(changelog): corrected a mistake in the example of the new syntax * fix(style): lint * fix(map, mappers): Implemented code review suggestion * fix(style): lint 20 October 2020, 08:51:42 UTC
8d2b2fc adapted Transformer-examples.ipynb to new method signatures 13 October 2020, 08:43:08 UTC
403f7f0 fix(build docs failing): Added transformer examples to examples.rst file. Tried to update transformer-examples.ipynb with new syntax, but now fails… 13 October 2020, 08:43:08 UTC
6ea36f5 updated TransformerModel tests to align with develop branch 13 October 2020, 08:43:08 UTC
c83b77e moved the TransformerModel import into the respective try/except block 13 October 2020, 08:43:08 UTC
b9f717f corrected logging message 13 October 2020, 08:43:08 UTC
1df3066 adapted transformer unit tests to be conditional on torch installation 13 October 2020, 08:43:08 UTC
0cc142a corrected docstrings and function argument types 13 October 2020, 08:43:08 UTC
2e0b70c updated tests 13 October 2020, 08:43:08 UTC
70d0f14 completely reworked transformer model; multi-step forecasting is now supported 13 October 2020, 08:43:08 UTC
96fd89f updated notebook with monthly sun spots dataset 13 October 2020, 08:43:08 UTC
0fb3426 integration of examples using transformer architecture 13 October 2020, 08:43:08 UTC
c744a9c implementation of simple tests for transformer architecture 13 October 2020, 08:43:08 UTC
c6e0847 integration of a basic transformer architecture for time series 13 October 2020, 08:43:08 UTC
9efa848 fix(build.gradle): omit files from coverage check report depending on… (#212) * fix(build.gradle): omit files from coverage check report depending on flavour * fix(build.gradle): added torch_forecasting_model * fix(build.gradle): added utils/torch.py * fix(build.gradle): only run coverage for u8darts[all] * fix(build.gradle): omit tests and __init__ files from report and coverage % calculation 12 October 2020, 11:35:14 UTC
fe324f2 Implement pipeline, base_transformer and transformer utils. (#167) * Implement pipeline, base_transformer and transformer utils. * Apply suggestions from code review Co-authored-by: Francesco Lässig <42946363+pennfranc@users.noreply.github.com> * Clear worklfow cache. * fix line too long * fix / feat (transformer, pipeline) : removed names from pipelines, refactored / cleaned up code, simplified API, made other modifications as suggested in code review * fix(base transformer): implemented remaining code review suggestions * fix(style): swapped 'reversible' for 'invertible' * feat(FittableTransformer, InvertibleTransformer): Added classes and updated some tests. Need to adapt _WrapperTransformer and associated tests * feat(preprocessing): Added FittableTransformer and InvertibleTransformer classes, simplified BaseTransformer, modified Pipeline and tests accordingly * rename(preprocessing): Renamed preprocessing module into dataprocessing. Renamed *Transformer into *DataTransformer * fix(tests, lint): Removed wrong tests * fix: removed trend_remover.py file (not yet implemented) * fix(docs): fixed buildDocs failing * feat(missing values filler): Added a simple data transformer to fill missing values Also moved all data transformers to a "dataprocessing/transformers" and fixed import statements * Merged develop and fixed lint * fix(data processing): Implemented (most of) code review suggestions * fix(style): lint * feat(changelog): Added (pretty detailed) description of the main changes / features introduced by this PR * fix(RNN-examples): fixed typo Co-authored-by: Francesco Lässig <42946363+pennfranc@users.noreply.github.com> Co-authored-by: Léo Tafti Unit8 <leotaftiu8@Leos-MacBook-Pro.local> Co-authored-by: Léo Tafti <leotafti@gmail.com> Co-authored-by: Tafti Léo <43440848+LeoTafti@users.noreply.github.com> 12 October 2020, 09:42:48 UTC
4ea395e Merge pull request #213 from unit8co/develop Fix release workflow 09 October 2020, 07:33:18 UTC
8d553c3 fix: manually trigger release workflow providing bump type argument (#211) 09 October 2020, 07:04:35 UTC
df8eeed Merge pull request #208 from unit8co/fix/merge_master Fix/merge master 06 October 2020, 12:02:27 UTC
4b64ee3 Set version back to dev 06 October 2020, 11:40:39 UTC
234d710 Release 0.3.0 06 October 2020, 11:30:57 UTC
81c1f99 updating readme for pip 06 October 2020, 10:35:22 UTC
91b9bd9 Merge pull request #204 from unit8co/develop #minor 05 October 2020, 09:44:06 UTC
6c63489 Feature/changelog (#193) * feat(changelog): Generated a CHANGELOG.md using github_changelog_generator and edited for upcoming version to be more insightful * fix(changelog): GitHub doesn't display style in .md files. Replaced with red unicode symbol * fix(readme): Added a line to the Contribute section to encourage keeping the changelog up-to-date * fix(changelog, readme): Implemented code review suggestions * fix(changelog): Added 'Full Changelog' link under the 0.3.0 version section * fix(changelog): Cleaned up older versions, ready for release * fix(changelog, readme): Review suggestions * fix(changelog): Removed comment * fix(changelog): Small addition * fix(changelog): Date update * fix(changelog): Date update 05 October 2020, 08:54:45 UTC
d0410ee fix(workflows): Proposition to make workflows faster (#203) Co-authored-by: Julien Herzen <julien.herzen@unit8.co> 05 October 2020, 08:42:39 UTC
ea8c73e Test all for merge and release workflows 05 October 2020, 07:38:43 UTC
58f60ee fix(readme): Small tweak in readme example plot 05 October 2020, 07:38:13 UTC
ead9e4e fix(readme): Updated example plot in README with new style 05 October 2020, 07:38:13 UTC
663b457 fix(readme): Made sentence clearer 05 October 2020, 07:38:13 UTC
19fb036 fix(readme): Added a line to the Contribute section to formalize branch naming conventions 05 October 2020, 07:38:13 UTC
54aa8a6 Examples need all. 02 October 2020, 19:15:26 UTC
64a8ce3 Fix. 02 October 2020, 19:15:26 UTC
ef7d164 Use matrix. 02 October 2020, 19:15:26 UTC
6d9ceec add optional deps pip commands 02 October 2020, 19:15:26 UTC
aedefc6 do not remove .darts when torch is not avail 02 October 2020, 19:15:26 UTC
29e0202 update README 02 October 2020, 19:15:26 UTC
97ba6ee update README 02 October 2020, 19:15:26 UTC
c0400a7 correct imports checks 02 October 2020, 19:15:26 UTC
9f85bde adapted unit tests based on optional dependencies 02 October 2020, 19:15:26 UTC
f6bf178 renamed and adapted forecasting models tests 02 October 2020, 19:15:26 UTC
bbfb23f correct a typo 02 October 2020, 19:15:26 UTC
26024fd Re-organized the warnings 02 October 2020, 19:15:26 UTC
74d48b5 Correct typo in comment 02 October 2020, 19:15:26 UTC
ed1f944 add sklearn to core deps 02 October 2020, 19:15:26 UTC
5f87225 update reference to core.txt 02 October 2020, 19:15:26 UTC
b91003c rename main.txt into core.txt 02 October 2020, 19:15:26 UTC
6132874 Warnings upon import errors 02 October 2020, 19:15:26 UTC
5be7d19 split arima and auto arima 02 October 2020, 19:15:26 UTC
d9395b5 Split dependencies 02 October 2020, 19:15:26 UTC
2fc2e28 Feature/pretty plots (#191) * feat(plots): Example of a nicer plot in one the darts-intro notebook * feat(plots): Added u8plots.mplstyle stylesheet. Need to fix relative URL problem * feat(plots, examples): Updated darts-intro notebook * fix(style): lint * fix(examples): Switched back kernel (hopefully fixes issue) * fix(mplstyle error): Removed .mplstyle file and replaced with dynamic styling. Works from everywhere. Re-ran notebooks Co-authored-by: Léo Tafti Unit8 <leotaftiu8@Leos-MacBook-Pro.local> 28 September 2020, 14:50:58 UTC
3053eac Refactor/backtesting (#184) * fix(examples): Updated outdated calls to backtest functions * fix(examples): Removed import Co-authored-by: Léo Tafti Unit8 <leotaftiu8@Leos-MacBook-Pro.local> 28 September 2020, 09:10:42 UTC
59bc50d Refactor/backtest checks (#189) * fix(backtest): Fixed issue with sanity checks when using forecast_horizon default value * fix(style): linter * refactor(backtest): Improved RegressionModel.backtest() start parameter type and factored out checks shared by forecasting and regression models * fix(backtest): Fixed error with 0 or small (float) value of backtest() start param Also fixed style (linter), added a couple unit tests, and set a smarter default value for start in StandardRegressionModel * fix(backtest): Fixed error with 0 or small (float) value of backtest() start param Also fixed style (linter), added a couple unit tests, and set a smarter default value for start in StandardRegressionModel * fix(style): lint * fix(style): lint * fix(backtest): Fixed issue with kwargs being passed as positional arguments * fix(style): better comments * fix(style): better doc and variable names * fix: implemented suggestions from review Co-authored-by: Léo Tafti Unit8 <leotaftiu8@Leos-MacBook-Pro.local> 28 September 2020, 08:39:42 UTC
32d5f83 build.gradle (#190) prevent linter from failing CI build 23 September 2020, 13:00:09 UTC
2977f4f Refactor/fit args (#161) * add support for columns to the TimeSeries object * add colum support indexing to timeseries * fix wrong docstring * refactor indexing, fix docstring, columns as last arg * clean indexing method * refactor indexing only based on loc and iloc * Update darts/timeseries.py Co-authored-by: Julien Herzen <julien.herzen@unit8.co> * use underlying columns by default * fix column added on intern _df and use self.freq_str * fix parameter position in from_times_and_values * fix the tests to use str columns * fix docstring timeseries * remove None check on df that should exists * add comment for clarifying that _df is a copy * add separate function to process columns * adapt map with str col indexing * univariate fcast model only support univariate ts * MultivariateFcasModel fits on the whole training ts * refactor torch forcasting model to use covariate_series * fix unused imports * allow to specify only covaraite_series * enforce covariate_series and target_series inputs for multivariate model * adapt torch datasets to use covariate / target series * adapt validation series provided as a Tuple * fix typo * adapt create_dataset on tcn model * remove component index from fit function * adapt tests to new syntax * refacotr metaclasses * abstract a new method make fitable series * adapt torchforcastingmodel to parent class changes * keep covariate/target seires for Multivariate models only * fix typos with new implementation * move series length check in forcasting model * rename covariate into training series * adapt old backtesting to support the new fit args syntax * Refactor/backtesting (#125) * add .DS_Store to .gitignore * add proposal.md * add draft version of backtest forcasting * add backtest to model (simple refactoring) * extract backtest sanity checks in a method * extract building fit_kwargs and predict_kwargs in a method * minor fix import comment and assertion * refactor all backtest factoring tests * update progress on proposal.md * add coverage.sh * fix permission on coverage.sh * improve coverage sh script * add coverage.xml to .igtignore * improve doc on coverage.sh * fix doc * fix doc for real * univariate fcast model only support univariate ts * MultivariateFcasModel fits on the whole training ts * refactor torch forcasting model to use covariate_series * fix unused imports * allow to specify only covaraite_series * enforce covariate_series and target_series inputs for multivariate model * adapt torch datasets to use covariate / target series * adapt validation series provided as a Tuple * fix typo * adapt create_dataset on tcn model * remove component index from fit function * adapt tests to new syntax * add proposal.md * add draft version of backtest forcasting * add backtest to model (simple refactoring) * extract backtest sanity checks in a method * extract building fit_kwargs and predict_kwargs in a method * minor fix import comment and assertion * refactor all backtest factoring tests * update progress on proposal.md * fix doc * fix doc for real * fix typos and remove diagram in backtest doc * WIP add residuals * add decorator for sanity checks * clean forecasting_model * add start multitype parameter support * fix check on undefined param in sanity checks * add comments * fix(backtesting, tests): fixed bugs so that all forecasting backtest tests pass, corrected some typos * feature(backtesting): changed handling of residuals (re-introduced own function instead of being by-product of backtest) * fix(test_forecasting_model): deleted old file that was renamed due to type * feat(backtesting): moved gridsearch to ForecastingModel, removed functions from backtesting module that have been moved to ForecastingModel class, adapted tests * feat(backtesting): adapted docstring of gridsearch function * fix(Theta): adapted FourTheta model to use new gridsearch function * fix(forecasting_model, torch_forecasting_model): fixed docstrings * feat(backtesting): moved backtest_regression to regression model class * fix(forecasting_model): renamed covariate_series to training_series * fix(forecasting_model): fixed residuals function * fix(style): linter * feat(backtesting): renamed backtest_gridsearch to gridsearch * fix(tests): fixed residuals test case * feat(backtesting): moved residuals plotting function to statistics module * feat(backtesting): removed backtesting module * fix(style): linter * fix(style): linter * fix(torch_forecasting_model): fixed check in predict function * fix(forecasting_model): fixed backtest sanity check * fix(torch_forecasting_model): removed unnecessary (and bug-causing) sanity check method * feat(examples): refactored notebooks to support new function signatures * fix(style): linter * updated PROPOSAL.md * feat(forecasting_model): improved documentation * fix(torch_forecasting_model): removed redundant function * style(torch_forecasting_model): linter * fix(torch_forecasting_model): fixed docstring typo * fix(torch_forecasting_model, tests): clean up old comments * fix(statistics): improved docstrings * fix(forecasting_model, regression_model): improved variable names, fixed documentation * fix(tests): fixed old variable name in backtesting tests * removed PROPOSAL.md * feat(regression_model): added stride functionality to backtest method * fix(forecasting_model, regression_model): improved documentation * fix(forecasting_model): improved documentation * fix(forecasting_model): improved start parameter documentation * fix(forecasting_model, regression_model): cleaned up code, improved docstrings, added missing checks * feat(forecasting_model): improved backtest docstring * fix(forecasting_model, tests): improved backtest sanity checks, added corresponding test cases * feat(backtesting): replaced 'num_predictions' parameter by 'start' parameter in 'ForecastingModel.gridsearch' * fix(examples): updated notebooks Co-authored-by: Guillaume Raille <guillaume.raille@unit8.co> Co-authored-by: pennfranc <flaessig@student.ethz.ch> Co-authored-by: Julien Herzen <julien.herzen@unit8.co> Co-authored-by: TheMP <marek.pasieka@gmail.com> Co-authored-by: Francesco Lässig <42946363+pennfranc@users.noreply.github.com> Co-authored-by: Guillaume <66320848+guillaumeraille@users.noreply.github.com> Co-authored-by: pennfranc <flaessig@student.ethz.ch> 17 September 2020, 10:33:51 UTC
f0898d4 Fix: package type information Follow the steps outlined in PEP-0561 to package type information, allowing other type-checked Python code that imports `darts` to benefit from better static analysis. See the PEP: https://www.python.org/dev/peps/pep-0561/#packaging-type-information - Include a `py.typed` marker file in package root - Include `py.typed` in package_data 10 September 2020, 06:37:31 UTC
31b9053 Merge pull request #174 from unit8co/feature/merge_master cherry-picking hotfixes from master 05 August 2020, 13:43:52 UTC
4f2200c Merge branch 'develop' into feature/merge_master 05 August 2020, 11:52:52 UTC
877d96f Examples/m4 competition (#138) * examples(M4): add scripts to run all experiments * examples(M4): add ensembling script * examples(M4): add example notebook * fix(theta): avoid NaN values appearing when alpha=0 * fix(M4/preprocess): correct bug in download and creating time series. * refactor(M4): adapt code to multivariate * example(M4): better examples in notebook * fix(M4): add notebook in doc * style(M4): rename jupyter notebook * refactor(M4competition): apply FourTheta changes * refactor(M4examples): update notebook and faster gridsearch function * clean(m4competition): remove unnecessary comments * example(m4competition): add script reproducing rersults from 6th winning competitor * remove redundant FourTheta model * perf(ts_creation): create index only one time per freq and slice it 04 August 2020, 14:10:06 UTC
3471a3b Merge branch 'develop' of github.com:unit8co/darts into feature/merge_master 03 August 2020, 13:53:58 UTC
0d9b394 Features/indexing (#150) * add support for columns to the TimeSeries object * add colum support indexing to timeseries * fix wrong docstring * refactor indexing, fix docstring, columns as last arg * clean indexing method * refactor indexing only based on loc and iloc * Update darts/timeseries.py Co-authored-by: Julien Herzen <julien.herzen@unit8.co> * use underlying columns by default * fix column added on intern _df and use self.freq_str * fix parameter position in from_times_and_values * fix the tests to use str columns * fix docstring timeseries * remove None check on df that should exists * add comment for clarifying that _df is a copy * add separate function to process columns * adapt map with str col indexing Co-authored-by: Julien Herzen <julien.herzen@unit8.co> Co-authored-by: TheMP <marek.pasieka@gmail.com> 03 August 2020, 07:46:00 UTC
bea1e87 Merge branch 'develop' of github.com:unit8co/darts into feature/merge_master 31 July 2020, 15:01:05 UTC
f6a31e9 Set version to be fixed. (#173) * Set version to be fixed. Revert prefix 'clear' in worfklows * Delete restore-key * Update versions in requirements. * add python version to cache key * Rename key for doc 31 July 2020, 14:55:13 UTC
149def1 Merge remote-tracking branch 'origin/master' into feature/merge_master 31 July 2020, 13:39:12 UTC
edf123b merged from master 31 July 2020, 13:38:07 UTC
263b2a1 Hotfix/preprocessing short timeseries (#patch) (#143) * fix(preprocessing, utils): now passing along frequency of series in ScalerWrapper and missing value functions * feature(tests): added ScalerWrapper test for short (n=1) TimeSeries instance #patch #hotfix Co-authored-by: pennfranc <flaessig@student.ethz.ch> 31 July 2020, 13:35:51 UTC
e7c8044 hotfix/manual-frequency-override (#patch) (#139) * feature(TimeSeries): 'freq' parameter of constructor now leads to overriding the automatic frequency detection in case of missing dates when passed #patch Co-authored-by: pennfranc <flaessig#student.ethz.ch> 31 July 2020, 13:35:38 UTC
6bbc2af Fix multiplying dateoffset by float (#172) * Fix multiplying dateoffset by float * Miss cache 31 July 2020, 10:40:20 UTC
217e595 Add publishing docker image by gradle in release workflow (#159) * Add publishing docker image by gradle * pass docker credentials as env variables * Clean and improve image publishing steps 28 July 2020, 11:14:17 UTC
5e18ac0 fix(workflow): all tests trigger on PR (#165) Co-authored-by: TheMP <marek.pasieka@gmail.com> 27 July 2020, 14:03:26 UTC
64f34c2 Generation/pass frequency (#157) * Pass freq parameter where applicable * Update test for different lenghts. * Review followup Co-authored-by: TheMP <marek.pasieka@gmail.com> 27 July 2020, 08:07:21 UTC
db07c32 Fix Develop (#156) reducing the precision required in tests 27 July 2020, 06:36:16 UTC
d636ac0 Fix/develop after feature map (#166) * fix(test_map): fix typo in test * style(timeseries): fix lint issues 27 July 2020, 06:17:58 UTC
117713f Implement map method for TimeSeries (#163) * Implement map method for TimeSeries An implementation for map is added. It uses pandas' applymap method. A jupyter notebook to show the tests conducted. Resolves: #121 * Remove test_map jupyter notebook * Add unit tests for and check within map method Unit tests test_map.py added. Included a small check, that the indices are in a valid range, in map method in TimeSeries class. * Make minor adjustments to map method Following hrzn's advice, various minor adjustments were made: * Correct various spacing/wording inconsistencies * Move contents of test_map.py into test_timeseries.py * Added sanity test case to tests for map * Changed type hints to np.number * Removed an unncessary call to self.pd_dataframe() * Replace self.pd_dataframe with self._pd in map method * Add ticks to map method docstring 23 July 2020, 20:02:59 UTC
644789d Update CODEOWNERS 22 July 2020, 11:50:41 UTC
de2ec65 Release 0.2.3 20 July 2020, 12:40:56 UTC
b8245e3 #patch fixing badge in README 20 July 2020, 12:29:49 UTC
b608faf Fix readme typo (#153) 20 July 2020, 11:01:51 UTC
55e4e42 Feature/four theta (#123) * feat(4Theta): naive implementation of 4Theta model * fix(theta): avoid NaN values in theta, and unnecessary season test * feat(gridsearch): add possibility to compare with model.fitted_values * feat(4theta): add a method to auto select best model * refactor(4Theta): Specify univariate model * style(4Theta): Fix linter * style(4Theta): fix docstring * style(4Theta): Fix docstring * style(4Theta): Change link * style(4Theta): Correct docstring * style(4theta): correct ticks in docstring * refactor(4Theta): change different modes verification and add Enum * refactor(theta): replace all string modes by Enum * test(backtesting): Add a test to verify if fitted_values exist * Fix(Theta): Correct all Enums * fix(Theta): compare with enum members value instead. Correct some minor bugs * fix(4theta): move the creation of enums in init file * test(4theta): Add 4Theta to autoregressive test. Move Enums to top init file * test(4theta): Add 4Theta specific test * style(backtesting): fix lint * test(4theta): Add another exception to test * ref(4Theta): mode.fitted_values is now a TimeSeries to be consistent * style(Theta): rename mode to season_mode to be consistent w/ FourTheta * docs(thetas): correct errors in the different docs * refactor(4Theta): Correct * Add normalization choice * Add comment to be clearer * Correct the docs * clean the code and add a check on mean=0 * refactor(backtesting): add a 'use_fitted_values' parameter * fix(4theta): correct select_best_model * test(4Theta): add a test for zero mean and correct others * style(backtesting): linter formatting * refactor(4Theta): change Enums names, correct theta and backtesting docs * refactor(4theta): move creation of fitted_values timeseries to backtesting * refactor(statistics): include Enums in extract and remove functions * refactor(4Theta): check earlier if univariate * test(4Theta): correct backtesting and test best_model * test(4Theta): add new modes in test models * docs(4theta): Add a disclaimer for 4theta performance * refactor(Theta): change theta to have the same behavior as FourTheta * examples(darts-intro): modify notebook to give the same results * style(4Theta): correct deprecation warning for logger.warn * style(4theta): move comment to backtesting Co-authored-by: Julien Herzen <julien.herzen@unit8.co> 20 July 2020, 07:24:41 UTC
0c7298d clean check_seasonality function (#152) * clean check_seasonality function * Fix comment 20 July 2020, 07:00:26 UTC
1d1265f Fix/metrics (#129) * fix(metrics/mase): fix MASE. The scale use insample data instead of outsample one * docs(metrics/mase): Add definition of insample in docs. Add check for insample * test(metrics/mase): Modify mase test and test insample date * fix(metrics/mase): Change seasonality test on correct series * style(metrics/smape): Fix lint issues * docs(metrics/smape): correct docs for smape and add raise for mase * test(metrics/smape): Add tests for the new smape metrics * docs(MASE): better explanation of insample * docs(sMAPE): correct the raises explanation * docs(mase): more precise description for insample series 16 July 2020, 12:02:38 UTC
88bbdaf Fix/deprecation warnings (#147) * Fix tqdm notebook deprecation warning * Fix Storage deprecation warning (torch.save/load) 15 July 2020, 13:02:21 UTC
ecb376b Fix/requirements (#148) * Fix/add dependecies * remove requirements-docker 15 July 2020, 12:37:37 UTC
16665be Release 0.2.2 14 July 2020, 10:47:02 UTC
67ad329 Hotfix/preprocessing short timeseries (#patch) (#143) * fix(preprocessing, utils): now passing along frequency of series in ScalerWrapper and missing value functions * feature(tests): added ScalerWrapper test for short (n=1) TimeSeries instance #patch #hotfix Co-authored-by: pennfranc <flaessig@student.ethz.ch> 14 July 2020, 10:20:13 UTC
567f570 feature/coverage (#141) * add coverage.sh * fix permission on coverage.sh * improve coverage sh script * add coverage.xml to .igtignore * improve doc on coverage.sh * add doc for ./coverage.sh in contributing guide 14 July 2020, 07:47:46 UTC
b7bb17c Fix/r2_score documentation (#140) * fix(examples): fixed usage of r2_score in TCN examples * feature(metrics): improved docstring of r2_score Co-authored-by: pennfranc <flaessig@student.ethz.ch> 13 July 2020, 16:25:29 UTC
fd60ab3 Release 0.2.1 13 July 2020, 13:46:58 UTC
a29e28e hotfix/manual-frequency-override (#patch) (#139) * feature(TimeSeries): 'freq' parameter of constructor now leads to overriding the automatic frequency detection in case of missing dates when passed #patch Co-authored-by: pennfranc <flaessig#student.ethz.ch> 13 July 2020, 13:17:51 UTC
927751e Feature/tcn improvements (#134) - Added random_state parameter to TCNModel. - Added new example to TCN notebook. - Added random_state parameter to notebook TCNModel instances. - Improved TCN notebook structure. Co-authored-by: pennfranc <flaessig@student.ethz.ch> 13 July 2020, 10:19:35 UTC
f1e14c9 Fix/gradle (#127) * omit tests for coverage report * omit __init__.py from test coverage * fix notebooks path in CI * Revert "fix notebooks path in CI" This reverts commit f094f47383e84ef50abf3a8a7d45afde1882895e. * add CI notebook path (low diffs) * Revert "add CI notebook path (low diffs)" This reverts commit 5038874948f771a0df10676f09cc13b220cd49c4. * add a cell to fix python path locally on notebooks * refactor into util function 10 July 2020, 10:03:05 UTC
18110ba Fix/cleaner code for TorchForecastingModel (#130) - Created some subroutines for the biggest methods of TorchForecastingModel to make the code more structured. - Added an additional test case to `test_RNN.py? - Added missing check to backtesting - Made `TorchForecastingModel.create_dataset()` method private Co-authored-by: pennfranc <flaessig@student.ethz.ch> 09 July 2020, 15:25:54 UTC
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