| b41be28 | Dennis Bader | 20 September 2024, 16:29:44 UTC | Feat/metrics quantiles (#2530) | 20 September 2024, 16:29:44 UTC |
| 67d4dbd | Dennis Bader | 15 September 2024, 13:55:29 UTC | Fix/optimized hfc prob regr (#2534) | 15 September 2024, 13:55:29 UTC |
| 41e1177 | Dennis Bader | 15 September 2024, 10:41:49 UTC | fixes bug when plotting multivariate probabilistic series where the c… (#2532) * fixes bug when plotting multivariate probabilistic series where the confidence intervals had the same color as central series * add labels back * update changelog | 15 September 2024, 10:41:49 UTC |
| 5740da5 | AlessiopSymplectic | 13 September 2024, 11:16:16 UTC | Fix/bug time series.append and prepend (#2522) | 13 September 2024, 11:16:16 UTC |
| 08640f2 | AlessiopSymplectic | 13 September 2024, 07:23:27 UTC | Fix/bug 2491 revisited (#2520) * probably found where the bug #2491 stems from * the DatetimeIndex casting before the index sort was unnecessary and removing it solved the issue * addes a unit test to assert the expected behaviour of the time_index type * Update darts/tests/test_timeseries.py typo in function name Co-authored-by: madtoinou <32447896+madtoinou@users.noreply.github.com> * * Used set_index for better readability * Included a warning about monotonically increasing index also in the case where time_col is set (analogous to the warning in the case 'time_cole is None and df.index.is_monotonic_increasing) * * changed the testing time index to: i) an unsorted integer list and ii) an unsorted datetimeindex * * only sort if unsorted * potential speed improvement by case distinction within the time column (need to check this again) * * code in comment removed: there is no performance difference between set_index and casting DatetimeIndex when the time_col is of type datetime * * moved the test "test_from_group_dataframe" to where the other test concerning "from_group_dataframe" are allocated * * included a values check * Update darts/timeseries.py Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * * included the change in the changelog file * * Changed from_group_datagrame so that it handles different dtypes of time_col values properly (in the prior fix, string dates of the form "2024-01-01" were not coverted to datetimes) * Included a unit test to cover this case * * renamed test to be more descriptive * Update darts/timeseries.py Use else statement for better readability Co-authored-by: madtoinou <32447896+madtoinou@users.noreply.github.com> * Update darts/timeseries.py cleaner case distinction for the time_index type recasting Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * * parametrized the tests with pytest as suggested by Dennis (thanks!) --------- Co-authored-by: madtoinou <32447896+madtoinou@users.noreply.github.com> Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 13 September 2024, 07:23:27 UTC |
| 38c066b | Szymon Cogiel | 13 September 2024, 07:19:50 UTC | Feature add activation to BlockRNN (#2492) (#2504) * Feature add activation to BlockRNN (#2492) * Added support for specifying PyTorch activation functions (`ReLU`, `Sigmoid`, `Tanh`, or `None`) in the `BlockRNNModel`. * Ensured that activation functions are applied between fully connected layers, but not as the final layer. * Implemented a check to raise an error if an activation function is set but the model only contains one linear layer. * Updated documentation to reflect the new activation parameter and usage examples. * Added test cases to verify the correct application of activation functions and to handle edge cases. * Update darts/models/forecasting/block_rnn_model.py Co-authored-by: madtoinou <32447896+madtoinou@users.noreply.github.com> * Update darts/models/forecasting/block_rnn_model.py Co-authored-by: madtoinou <32447896+madtoinou@users.noreply.github.com> * Feature add activation to BlockRNN (#2492) * Add a check that raise an error when activation is None and hidden_fc_sizes is greater than 0 * Update darts/models/forecasting/block_rnn_model.py Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * Feature add activation to BlockRNN (#2492) * _check_ckpt_parameters * Remove redundant raise_if * Update darts/models/forecasting/block_rnn_model.py Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * Feature add activation to BlockRNN (#2492) * Revert docstring _BlockRNNModule --------- Co-authored-by: madtoinou <32447896+madtoinou@users.noreply.github.com> Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 13 September 2024, 07:19:50 UTC |
| 26c5f39 | madtoinou | 02 September 2024, 09:48:19 UTC | Fix/update doc (#2511) * fix: change num_loader_workers to dataloader_kwargs * fix: mention the fact that lags are shifted for each step when multi_models=False * fix: croston does not support future covariates without conformal prediction, changed it from FutureCovLocalModel to LocalModel * update changelog * feat: new issue template for question about doc or features * fix: change template name * fix: change the description of the multi_models argument in all the regression models * fix: execution count of the modified cell * fix: reduce the number of diff in the notebook * fix: revert changes * fix: relevage new argument | 02 September 2024, 09:48:19 UTC |
| 3e893cd | Dennis Bader | 02 September 2024, 06:53:48 UTC | attempt to fix failing test due to randomness (#2518) | 02 September 2024, 06:53:48 UTC |
| ed925c7 | AlessiopSymplectic | 30 August 2024, 12:04:21 UTC | Fix/bug time series.from group dataframe 2491 (#2512) * probably found where the bug #2491 stems from * the DatetimeIndex casting before the index sort was unnecessary and removing it solved the issue * addes a unit test to assert the expected behaviour of the time_index type * Update darts/tests/test_timeseries.py typo in function name Co-authored-by: madtoinou <32447896+madtoinou@users.noreply.github.com> * * Used set_index for better readability * Included a warning about monotonically increasing index also in the case where time_col is set (analogous to the warning in the case 'time_cole is None and df.index.is_monotonic_increasing) * * changed the testing time index to: i) an unsorted integer list and ii) an unsorted datetimeindex * * only sort if unsorted * potential speed improvement by case distinction within the time column (need to check this again) * * code in comment removed: there is no performance difference between set_index and casting DatetimeIndex when the time_col is of type datetime * * moved the test "test_from_group_dataframe" to where the other test concerning "from_group_dataframe" are allocated * * included a values check * Update darts/timeseries.py Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * * included the change in the changelog file * Update CHANGELOG.md --------- Co-authored-by: AlessioSymplectic <alessio.pellegrini@unit8.co> Co-authored-by: madtoinou <32447896+madtoinou@users.noreply.github.com> Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 30 August 2024, 12:04:21 UTC |
| 1c29eec | dependabot[bot] | 30 August 2024, 09:26:05 UTC | Bump jupyterlab from 4.0.11 to 4.2.5 in /requirements (#2515) * Bump jupyterlab from 4.0.11 to 4.2.5 in /requirements Bumps [jupyterlab](https://github.com/jupyterlab/jupyterlab) from 4.0.11 to 4.2.5. - [Release notes](https://github.com/jupyterlab/jupyterlab/releases) - [Changelog](https://github.com/jupyterlab/jupyterlab/blob/@jupyterlab/lsp@4.2.5/CHANGELOG.md) - [Commits](https://github.com/jupyterlab/jupyterlab/compare/@jupyterlab/lsp@4.0.11...@jupyterlab/lsp@4.2.5) --- updated-dependencies: - dependency-name: jupyterlab dependency-type: direct:production ... Signed-off-by: dependabot[bot] <support@github.com> * Update release.txt Updating other jupyter lab related libraries for compatibility * Update release.txt Last working ipython version for py39 --------- Signed-off-by: dependabot[bot] <support@github.com> Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com> Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 30 August 2024, 09:26:05 UTC |
| 14eefc5 | Shane Zarechian | 22 August 2024, 07:28:50 UTC | Update 21-TSMixer-examples.ipynb (#2508) | 22 August 2024, 07:28:50 UTC |
| 228437e | cnhwl | 19 August 2024, 12:28:06 UTC | Fix/RegressionEnsembleModel save and load (#2465) * Overwrite save and load method of EnsembleModel * update changelog * update changelog * update comment * Update load function to accept EnsembleModel * Fix the torch import bug with light Darts version * Use built-in TorchForecastingModel save * Add unit test of ensemble models save and load * Update path_ptl_ckpt * Update ensemble models unit test * Apply suggestions from code review Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * Remove unnecessary libraries * Add save test with path passed * Update test_ensemble_models.py --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 19 August 2024, 12:28:06 UTC |
| a646adf | Timon Erhart | 01 August 2024, 11:13:58 UTC | fix series_reduction docstring (#2486) | 01 August 2024, 11:13:58 UTC |
| 4a6736d | Joel L. | 31 July 2024, 15:15:02 UTC | Allow broadcasting single-sample TimeSeries onto multi-sample TimeSeries (#2476) * Allow broadcasting single-sample TimeSeries onto multi-sample TimeSeries Including unit test * Add more extensive broadcasting test false, false is no broadcasting, but that case still needs to be accounted for in the broadcasting logic and it doesn't hurt * Add test for operations with xarray and ndarray Only division seems to have a bug preventing xarray and ndarray to be used, i.e. TimeSeries / xarray and TimeSeries / ndarray fail * Fix: Dividing TimeSeries by xarray or ndarray raised error, now possible * Enable broadcasting from (t, 1, 1), (t, c, 1) and (t, 1, s) onto (t, c, s) * update changelog entry * slight refactor and update changelog entries | 31 July 2024, 15:15:02 UTC |
| 479656c | Joel L. | 31 July 2024, 07:38:47 UTC | Use pd_series3 in tests, was always using series2 before (#2474) Luckily only one test needs to be adjusted for everything to pass Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 31 July 2024, 07:38:47 UTC |
| f3e56ce | Dennis Bader | 30 July 2024, 14:26:47 UTC | fix resampling with DateOffset (#2479) | 30 July 2024, 14:26:47 UTC |
| a9c180a | Kamil | 26 July 2024, 13:50:50 UTC | Convert pd_series1 to float64 type. (#2466) Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 26 July 2024, 13:50:50 UTC |
| 22c617b | eschibli | 19 July 2024, 10:18:32 UTC | Improvement/Adds temporal_hidden_size_past and temporal_hidden_size_future hyperparams to TiDEModel (#2416) * Change dropout in MC dropout * Change dropout in MC dropout * Initial commit * Logged change in changelog * Changed defaults to recover default behavior for bw compatibility * Fixed linting * fix loading weights --------- Co-authored-by: eric.schibli@canfor.com <eric.schibli@canfor.com> Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> Co-authored-by: madtoinou <32447896+madtoinou@users.noreply.github.com> | 19 July 2024, 10:18:32 UTC |
| 2f71ce8 | cnhwl | 19 July 2024, 08:05:03 UTC | rewrite Hyperparameter optimization with Ray Tune (#2459) * rewrite Hyperparameter optimization with Ray Tune * update changelog * update changelog * update hparam example * add ray version to example --------- Co-authored-by: madtoinou <32447896+madtoinou@users.noreply.github.com> Co-authored-by: dennisbader <dennis.bader@gmx.ch> | 19 July 2024, 08:05:03 UTC |
| 033149d | lomira | 19 July 2024, 07:21:13 UTC | Fix Issue 2454 (#2455) As of v0.30.0, num_load was moved inside dataloader_kwargs. Reflect this change in documentation. | 19 July 2024, 07:21:13 UTC |
| 1de2973 | Kamil | 08 July 2024, 09:13:19 UTC | fix: PerformanceWarning - DataFrame is highly fragmented (#2447) * fix: PerformanceWarning - DataFrame is highly fragmented "https://github.com/unit8co/darts/issues/2446" * udpate test with correct dtypes --------- Co-authored-by: dennisbader <dennis.bader@gmx.ch> | 08 July 2024, 09:13:19 UTC |
| e721b5e | Kamil | 08 July 2024, 07:25:22 UTC | Removes warning: "Passing literal json to 'read_json' is deprecated". (#2450) Co-authored-by: madtoinou <32447896+madtoinou@users.noreply.github.com> Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 08 July 2024, 07:25:22 UTC |
| b6dfcfe | Kamil | 08 July 2024, 07:23:07 UTC | Access a value by position, use iloc. (#2448) * "In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior)" * "In a future version, integer keys will always be treated as labels (consistent with DataFrame behavior)" --------- Co-authored-by: madtoinou <32447896+madtoinou@users.noreply.github.com> | 08 July 2024, 07:23:07 UTC |
| ecbf203 | Jatin Shridhar | 05 July 2024, 12:21:23 UTC | Update README.md to be more colorblind friendly (#2433) * Update README.md to be more colorblind friendly * changelog update * remove ws * update changelog --------- Co-authored-by: dennisbader <dennis.bader@gmx.ch> | 05 July 2024, 12:21:23 UTC |
| 9d89bff | cnhwl | 05 July 2024, 11:39:34 UTC | fix the sample_weights bug (#2445) | 05 July 2024, 11:39:34 UTC |
| e8b5daa | u8-igor | 04 July 2024, 09:40:20 UTC | Added the IQR Detector (#2441) Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 04 July 2024, 09:40:20 UTC |
| e246a01 | Kamil | 03 July 2024, 11:20:24 UTC | Replacement of deprecated Series.fillna -> 'method' with ffill() and bfill(). (#2442) Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 03 July 2024, 11:20:24 UTC |
| b95930d | Kamil | 03 July 2024, 10:55:37 UTC | Uses applymap for older versions of pandas (for new ones map is used). (#2443) | 03 July 2024, 10:55:37 UTC |
| 54f39f7 | Kamil | 02 July 2024, 07:10:53 UTC | Replacing the obsolete applymap with map (#2436) | 02 July 2024, 07:10:53 UTC |
| 5c8b366 | Dennis Bader | 26 June 2024, 07:32:07 UTC | fix bug in shapexplainer with native multioutput support and explaini… (#2428) * fix bug in shapexplainer with native multioutput support and explaining only selected target components * update changelog | 26 June 2024, 07:32:07 UTC |
| c498405 | Dennis Bader | 24 June 2024, 14:26:13 UTC | Fix/regr model hist fc static covs no target lags (#2426) * fix bug where regression model historical forecasts with static covariates and no target lags failed * fix issues with xgboost v2.1.0 * update changelog * add unit tests for regression model hist fc | 24 June 2024, 14:26:13 UTC |
| 3115bb6 | dennisbader | 19 June 2024, 16:22:14 UTC | Release 0.30.0 | 19 June 2024, 16:22:14 UTC |
| f7d38c3 | Dennis Bader | 19 June 2024, 15:22:44 UTC | Fix/failing unit tests (#2420) * fix backtest unit tests * fix custom regression model | 19 June 2024, 15:22:44 UTC |
| ad150e9 | Dennis Bader | 19 June 2024, 14:41:51 UTC | Release 0.30.0 (#2419) * bump u8darts 0.29.0 to 0.30.0 * update changelog | 19 June 2024, 14:41:51 UTC |
| b07fb2f | Dennis Bader | 19 June 2024, 14:16:14 UTC | Docs/quickstart update (#2418) * improve quickstart notebook * update readme | 19 June 2024, 14:16:14 UTC |
| ab9b66e | Dennis Bader | 19 June 2024, 08:36:28 UTC | Feat/sample weight hist fc (#2417) * fix failing tests * add sample weights to historical forecasts * revert changes to quickstart * udpate changelog * add error if sample weight is not long enough * apply suggestions from pr review * add sample weight support to regression ensemble model * add sample weight support to ensemble models * update changelog * remove duplicate test * fix last failing unit test | 19 June 2024, 08:36:28 UTC |
| b532a80 | Dennis Bader | 17 June 2024, 13:15:30 UTC | Feat/sample weight torch (#2410) * integrate sample weights into torch datasets part 1 * extract sample weights per sample * compute loss with sample weights * add sample weight support to likelihoods * add sample weights to horizon based ds * dynamically adapt loss function to work with or without sample weights * add support for val sample weight * clean up datasets * fix dataset tests * add torch sample weight tests * probabilistic torch sample weight tests * add torch dataset tests * update changelog * fix failing tests * update changelog * apply suggestions from PR review * refactor common weights logic | 17 June 2024, 13:15:30 UTC |
| 6835c36 | Dennis Bader | 17 June 2024, 12:27:15 UTC | Feat/sample weights (#2404) * Adding building blocks of weight samples * Adding exponential decay logic * Linter * Linter flake * Linter flake 2 * Linter isort * Adding Timeseries support * Adding first test for equal weights * Adding first round of tests * working session with le M * Adding other tests * Resolve linter issues * Resolve flake * Resolving conflicts * Conflicts again * Removing conflict mistake * fixing some tests * fixing catboost tests * fix tests from new val set logic * some cleaning up of unused functions * correct sample weight options in docs * make simple sample weights work with fit * integrate sample weights into lagged data creation * added support for multi horizon per time step weights * add lgbm catboost to tests * remove unused tests * add tabularization tests * remove unused test * update docs * update regression model tests * support val set weights * use correct static covariates shape in lagged data creation * update docs * update changelog * update docstrings * update changelog --------- Co-authored-by: Anton Ragot <anton.ragot@unit8.co> Co-authored-by: Anton Ragot <antonragot@anton.ragot> Co-authored-by: madtoinou <32447896+madtoinou@users.noreply.github.com> Co-authored-by: Anton Ragot <rgt.anton@gmail.com> | 17 June 2024, 12:27:15 UTC |
| e18d332 | Dennis Bader | 17 June 2024, 12:25:34 UTC | upper cap numpy<2.0.0 (#2413) * upper cap numpy<2.0.0 * update changelog * upper cap tenacity<=8.3.0 | 17 June 2024, 12:25:34 UTC |
| 05f6ddf | Dennis Bader | 05 June 2024, 11:34:27 UTC | Refactor/transformer masking (#2401) * simplify transformer apply component mask * apply parallel masking * update changelog * fix slow transform times * add unit test for component masking with global fit | 05 June 2024, 11:34:27 UTC |
| a4ed8b1 | Bohdan Bilonoh | 03 June 2024, 11:25:21 UTC | add `DataLoader` related parameters to `fit()` and `predict()` (#2295) * add `torch.utils.data.DataLoader` related parameters to `fit()` and `predict()` of `TorchForecastingModel` * update CHANGELOG.md * replace specific dataloader arguments with dataloader_kwargs * - allow to set all params - add predefined defaults * fix wrong indentation * - allow to set all params for predict - add breaking change to CHANGELOG.md * improve docs * add unittests * update test --------- Co-authored-by: Bohdan Bilonoh <bilonogo@rozetka.ua> Co-authored-by: dennisbader <dennis.bader@gmx.ch> | 03 June 2024, 11:25:21 UTC |
| a0cc279 | Tim Rosenflanz | 27 May 2024, 21:30:10 UTC | rework metrics logic to support states (#2391) * rework metrics logic to support states * changelog entry * remove bad whitespace in changelog * error message adjustment * Update CHANGELOG.md Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * allow empty metrics,remove unnecessary code in tests * new line after return in compute_metrics * changed test --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 27 May 2024, 21:30:10 UTC |
| 000d29d | Dennis Bader | 16 May 2024, 18:33:34 UTC | Fix/regr model eval set comp specific lags (#2383) * fix bug with eval sets in regression models * improve tests * update changelog * update test commmenr | 16 May 2024, 18:33:34 UTC |
| e2085ae | Jirka Borovec | 13 May 2024, 17:33:24 UTC | lint: replace Black with `ruff-format` (#2341) * lint: replace Black with `ruff-format` * fixing * Empty-Commit * line-length = 88 * apply * tool.ruff.lint.pycodestyle 120 * run precommit | 13 May 2024, 17:33:24 UTC |
| 2633271 | julien12234 | 10 May 2024, 13:46:29 UTC | Refactor/anomaly detection api (#1477) * Small fix in utils.py * Factorize tests * Correct format * Dataset taxiNY * jupyter notebook addition, XX-anomaly-detection.ipynb * relocated XX-anomaly-detection.ipynb * Fix NormScorer proba input, and show_anomaly function * Fix NormScorer proba input, and show_anomaly function * Refactor window of Wasserstein, Kmeans and PyOD Scorers * Refactor test * Added anomaly display cell and comments (#1493) * Added anomaly display cell and comments * Added samuele comments Co-authored-by: julien12234 <julien.adda@gmail.com> * Added images, and Julien's recommendation * Added parameter window_transform, git statusChange the default windowing methodgit status * fix: solve error due to merge conflict and apply linting * round of Julien_H's comment * with images * states to values * Committing old local changes * Small fix * fix: reduced code redundancy between the two detectors, renamed the method eval_accuracy to eval_metric * refactor: simplified class hierarchy, added a bit of type hinting, fixed bug in predict * feat: migrated tests from unittest to pytest framework for the aggregators * feat: parametrized tests to reduce code repetition * fix: added docstring, increased test granularity * fix: bug in fittableaggreg predict sanity check * refactor: renamed eval_accuracy to eval_metric, removed NonFittableScorer class * fix: changed tests after eval_accuracy function name change * refactor: changed scorers tests from unittest to pytest framework * fix: all non fittable anomaly scorer are tested * refactor: renamed eval_accuracy eval_metric * refactor: changed framework from unittest to pytest * fix: typo * refactor: changed test framework from unittest to pytest * refactor: reduced code redundancy by using pytest.mark.parametrize * refactor: reduced redundant code in kmeans, pyod and wasserstein scorers * fix: logging * fix: ad module use series2seq instead of its own util method * refactor: single show_anomalies method across anomaly model classes * fix: modularized scorer training, fixed logging * fix: indentation error * feat: parallelize training of scorers * feat: parallelize scorer score method for component-wise multivariate * feat: parallelize and/or aggregators predict_core method * feat: simplified aggregation of anomaly scorer, added corresponding tests * Apply suggestions from code review Co-authored-by: Samuele Giuliano Piazzetta <samuele.piazzetta@gmail.com> * fix lint * update docs init and utils * refactor ad utils * refactor aggregators * refactor aggregators * refactor aggregators * refactor detectors * refactor module docs * refactor anomaly models * refactor anomaly models * refactor scorers * update diff_fn for scorers * refactor WindowAnomalyScorer * refactor tabularization for scorers * improve scorer docs * refactor score_from_prediction * use slice_intersect_values in ad evaluation * further code clean up * further code clean up * make API consistent * refactor show anomalies api * refactor eval_metric api for anomaly models * refactor eval_metric api for anomaly scorers * refactor eval_metric api for anomaly detectors * refactor eval_metric api for anomaly aggregator * enfore GlobalForecastingModel for AnomalyModel * update changelog * remove prefix in AD API to keep unified and covariates parameter names * apply suggestions from PR review * final updates * improve docs * revert changes * prepare example notebook * update changelog * add taxi dataset test --------- Co-authored-by: Samuele Giuliano Piazzetta <samuele.piazzetta@gmail.com> Co-authored-by: madtoinou <32447896+madtoinou@users.noreply.github.com> Co-authored-by: Antoine Madrona <antoine.madrona@epfl.ch> Co-authored-by: Julien Sven Adda <julien.adda@epfl.ch> Co-authored-by: madtoinou <antoine.madrona@unit8.co> Co-authored-by: dennisbader <dennis.bader@gmx.ch> | 10 May 2024, 13:46:29 UTC |
| a162664 | dependabot[bot] | 07 May 2024, 19:26:02 UTC | Bump jinja2 from 3.1.3 to 3.1.4 in /requirements (#2377) | 07 May 2024, 19:26:02 UTC |
| 912a734 | Dennis Bader | 06 May 2024, 16:32:53 UTC | remove docs __all__ imports (#2376) | 06 May 2024, 16:32:53 UTC |
| 26d1e1e | Dennis Bader | 06 May 2024, 11:55:15 UTC | fix MixedCovTorchModels multi TS predictions with n<ocl (#2374) * fix MixedCovTorchModels multi TS predictions with n<ocl * update changelog | 06 May 2024, 11:55:15 UTC |
| 2430903 | Dennis Bader | 06 May 2024, 08:01:39 UTC | fix tsmixer loss_fn/likelihood param docs (#2373) | 06 May 2024, 08:01:39 UTC |
| 0a72bf6 | Dennis Bader | 02 May 2024, 15:55:50 UTC | fix failing unit tests (#2366) | 02 May 2024, 15:55:50 UTC |
| a4e7687 | Dennis Bader | 02 May 2024, 11:16:57 UTC | fix deprecation warnings from frequencies (#2364) * fix deprecation warnings from frequencies * revert some bats and prophet freq checks | 02 May 2024, 11:16:57 UTC |
| 62122be | Dennis Bader | 30 April 2024, 14:52:05 UTC | fix index generation and n steps between (#2357) * fix index generation and n steps between * update code comments * update changelog | 30 April 2024, 14:52:05 UTC |
| b5824db | Dennis Bader | 30 April 2024, 14:40:51 UTC | Lint/e402 (#2361) * fix E402 for __init__ files * make all darts imports absolute * torch imports for unit tests to be skipped in non torch flavor * fix examples import | 30 April 2024, 14:40:51 UTC |
| ca6a630 | Dennis Bader | 30 April 2024, 09:20:41 UTC | bump actions/setup-python from v1 to v5 (#2360) * bump actions/setup-python from v1 to v5 * revert bumping actions/setup-python and use fixed macos version * try macos-13 | 30 April 2024, 09:20:41 UTC |
| 6f13a2f | Jirka Borovec | 18 April 2024, 07:43:41 UTC | lint: replace `pyupgrade` with Ruff's rule UP (#2340) * lint: replace `pyupgrade` with Ruff's rule UP * fixing * chlog | 18 April 2024, 07:43:41 UTC |
| 979a4a3 | Jirka Borovec | 18 April 2024, 07:34:27 UTC | lint: replace `isort` with Ruff's rule I (#2339) * lint: replace `isort` with Ruff's rule I * fixing * lint * chlog | 18 April 2024, 07:34:27 UTC |
| aa761b0 | Jirka Borovec | 18 April 2024, 07:27:49 UTC | ci: use `pre-commit` also locally (#2327) * ci: use `pre-commit` also locally * chlog | 18 April 2024, 07:27:49 UTC |
| 8f8b514 | Dennis Bader | 17 April 2024, 15:45:31 UTC | Fix/csv eof (#2337) * exclude csvs from pre-commit eof fixer * revert eof fixes to csvs | 17 April 2024, 15:45:31 UTC |
| 58c7414 | Jirka Borovec | 17 April 2024, 14:53:30 UTC | lint: default pre-commit hooks & fixing (#2324) * lint: default pre-commit hooks & fixing * chlog * fixing * fixing | 17 April 2024, 14:53:30 UTC |
| 55ab6c8 | dennisbader | 17 April 2024, 11:16:08 UTC | Release 0.29.0 | 17 April 2024, 11:16:08 UTC |
| 1080a08 | Dennis Bader | 17 April 2024, 11:14:34 UTC | use fine grained PAT for release workflow (#2336) | 17 April 2024, 11:14:34 UTC |
| fbbc186 | Dennis Bader | 17 April 2024, 09:13:12 UTC | Release 0.29.0 (#2335) * bump u8darts 0.28.0 to 0.29.0 * update changelog for new version * update changelog | 17 April 2024, 09:13:12 UTC |
| a00304a | Dennis Bader | 17 April 2024, 07:11:44 UTC | Devops/release notes (#2333) * add release notes section to documentation page * add body to gh release linking to the release notes * update changelog | 17 April 2024, 07:11:44 UTC |
| 2de4fcc | Jirka Borovec | 17 April 2024, 07:07:48 UTC | lint: switch `flake8` to Ruff (#2323) * lint: switch `flake8` to Ruff * fixing issues * build gradle * noqa: E721 * revert changes of #2327 * ruff * Apply suggestions from code review * chlog | 17 April 2024, 07:07:48 UTC |
| db570e6 | Dennis Bader | 16 April 2024, 13:38:51 UTC | fix failing unit tests for no torch flavor (#2330) | 16 April 2024, 13:38:51 UTC |
| 95f121e | Dennis Bader | 16 April 2024, 13:03:57 UTC | Fix/historical forecasts torch models (#2329) * simplify hist fc tests part 1 * refactor torch hist fc auto start * future cov hist fcs tests * fix rnn model historical forecasts * fix failing unit tests * update changelog * fix discrepancies in test comments * fix failing unit tests | 16 April 2024, 13:03:57 UTC |
| c3a6112 | Dennis Bader | 12 April 2024, 11:15:38 UTC | add progress bar to regression models for hist fc (#2320) * add progress bar to regression models for hist fc * update changelog * remove line | 12 April 2024, 11:15:38 UTC |
| 261307c | Dennis Bader | 12 April 2024, 11:14:57 UTC | speed up regression model tests (#2321) | 12 April 2024, 11:14:57 UTC |
| 78d39ad | madtoinou | 12 April 2024, 08:03:03 UTC | Fix/comp lags feat order (#2272) * fix: reorder lagged features per lags when they are provided component-wise * fix: parametrize lagged_features_names test * feat: added tests for lagged_features_names when lags are component-specific * fix: create_lagged_name is not affected by lags order different than the components * fix: improve comment * feat: tests verify that list and dict lags yield the same result * fix: remove staticmethod for the tests to pass on python 3.9 * feat: properly reorder features during autoregression, added corresponding test * update changelog * fix: adressing review comments * fix: moved autoregression lags extraction to tabularization * fix: refactor tests to reduce code duplication * fix: adress review comment * fix: remove usage of strict argument in zip, not support in python 3.9 * further refactor lagged data extraction for autoregression * allow coverage diffs for codecov upload * use codecov v3 * precompute lagged and ordered feature indices --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 12 April 2024, 08:03:03 UTC |
| e597998 | Dennis Bader | 11 April 2024, 15:17:24 UTC | bump codecov-action from v3 to v4 (#2316) * bump codecov-action from v3 to v4 * further tests * add back token * add back codecov comment * update changelog | 11 April 2024, 15:17:24 UTC |
| 8c8c77b | Dennis Bader | 11 April 2024, 14:49:26 UTC | fix failing unit tests for no torch flavors (#2317) | 11 April 2024, 14:49:26 UTC |
| bd5340f | Dennis Bader | 11 April 2024, 14:19:42 UTC | Fix/mc dropout (#2312) * fix monte carlo dropout * add mc dropout to models that used regular dropout before * update changelog * add unit tests * codecov fix test * codecov fix test 2 * codecov fix test 3 | 11 April 2024, 14:19:42 UTC |
| 883e35e | Dennis Bader | 09 April 2024, 13:51:59 UTC | add codecov token to merge and dev ci pipelines (#2309) * add codecov token to merge and dev ci pipelines * Update CHANGELOG.md | 09 April 2024, 13:51:59 UTC |
| caa7f55 | Dennis Bader | 09 April 2024, 12:06:48 UTC | bump black[jupyter] 24.1.1 to 24.3.0 (#2308) * bump black[jupyter] 24.1.1 to 24.3.0 * update changeloig | 09 April 2024, 12:06:48 UTC |
| e50854b | Bohdan Bilonoh | 09 April 2024, 09:01:04 UTC | add TimesSeries.from_group_dataframe parallel mode (#2292) * add TimesSeries.from_group_dataframe parallel mode * remove code mess * add doc string for new parameters * update CHANGELOG.md * add miss dtype * fix static covariates * make parallel function as local and fix tests * fix parallel utils imports * update changelog * Update CHANGELOG.md --------- Co-authored-by: Bohdan Bilonoh <bilonogo@rozetka.ua> Co-authored-by: dennisbader <dennis.bader@gmx.ch> | 09 April 2024, 09:01:04 UTC |
| cdff09a | Dennis Bader | 09 April 2024, 09:00:12 UTC | use pytest to skip torch tests (#2307) * use pytest to skip torch tests * fix some mistakes in tsmixer notebook | 09 April 2024, 09:00:12 UTC |
| 0d5c722 | Cristof | 08 April 2024, 16:07:26 UTC | Implement TSMixer Model (#2293) | 08 April 2024, 16:07:26 UTC |
| 0cdb4a5 | Dennis Bader | 08 April 2024, 14:14:44 UTC | Fix/example notebooks metrics (#2305) * fix lighgbm segmentation fualt * update changelog * parameterize unit tests * make metric_kwargs metric specific rather than infereing which kwarg belongs to which metric * update hierarchical reconciliation notebook * fix failing residuals tests | 08 April 2024, 14:14:44 UTC |
| 49c3a1d | Dennis Bader | 08 April 2024, 11:49:24 UTC | fix lighgbm segmentation fault (#2304) * fix lighgbm segmentation fualt * update changelog * parameterize unit tests | 08 April 2024, 11:49:24 UTC |
| 0604813 | Dennis Bader | 08 April 2024, 09:03:27 UTC | lxml_html_clean for nbshinx (#2303) * lxml_html_clean for nbshinx * update changelog | 08 April 2024, 09:03:27 UTC |
| 5c97c9b | Dennis Bader | 04 April 2024, 14:09:31 UTC | Refactor/metrics (#2284) | 04 April 2024, 14:09:31 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 |
| 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 |
| 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 |
