| HEAD | 80c0e5f | Feat/probabilistic ensemble (#1692) * feat: allow for probabilistic regression ensemble model by passing num_samples to the ensemble() method * fix: propagating the new argument to the baseline * feat: improved the definition of probabilistic EnsembleModel * doc: updating the docstring and quickstart to include information about probabilistic ensembles * doc: improved docstring for regression_model argument of RegressionEnsembleModel * feat: adding unittests * fix: updated EnsembleModel unittest that were covering RegressionEnsembleModel * feat: added 2 new parameters to control training of regression model with probabilistic forecasting models, NaiveEnsembleModel also properly ensemble such probabilistic models (takes into account n_samples). * feat: simplify the ensembling method of NaiveEnsemble * doc: changed phrasing of the note about how to make EnsembleModel probabilistic * feat: improved the tests for stochastic naive ensemble * doc: added comments in regression ensemble tests, fixed a small typo in ensemble tests * fix: bug in samples reduction prior to regression model training * feat: improving the tests for regression ensemble model * fix: simplifiying tests synthax * Update CHANGELOG.md * fix: removed useless if else * feat: possible to not reduce the prediction for RegressionEnsembleModel, updated the tests accordingly * Apply suggestions from code review Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * fix: adressing reviewer comments * fix: ensemble with probabilistic forecasting models but deterministic regression cannot generate probabilistic forecast * fix: moving predict back to base ensemble class, removed horizontal stacking * Apply suggestions from code review Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> * fix: addressing reviewer comments * fix: mixed (proba and deter) forecasting models sampling for regressor training --------- Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 02 June 2023, 14:11:01 UTC |
| refs/heads/1460-bug-static-covariates-error-when-training-global-models-on-lists-of-timeseries | 50fe7aa | added test with different series sizes | 09 January 2023, 16:47:23 UTC |
| refs/heads/Bug/Catboost_and_docker_arm_1273 | 5e9f0e1 | Merge branch 'master' into Bug/Catboost_and_docker_arm_1273 | 11 October 2022, 14:18:06 UTC |
| refs/heads/Devops/Update_gradle_version_1263 | e5727f8 | Update gradle version from 6.5 to 7.3 | 07 October 2022, 09:03:35 UTC |
| refs/heads/Documentation/Add_note_about_rosetta_1264 | 89dbb1c | Merge branch 'master' into Documentation/Add_note_about_rosetta_1264 | 11 October 2022, 08:00:41 UTC |
| refs/heads/Feature/add_tests_to_new_datasets_1322 | 2835c7a | Merge branch 'master' into Feature/add_tests_to_new_datasets_1322 | 25 November 2022, 16:34:27 UTC |
| refs/heads/Improvement/Add_new_datasets_617 | bfb54e9 | Merge branch 'master' into Improvement/Add_new_datasets_617 | 28 October 2022, 06:10:05 UTC |
| refs/heads/develop-bak | 5aff483 | Release 0.11.0 (#462) * Catch error and update doc for LightGBM * added references to some of the models in the readme * update changelog for 0.11.0 * bump version in setup_u8darts.py | 04 September 2021, 12:53:29 UTC |
| refs/heads/docs/benchamrk-takeover | d8d3249 | Fixed parameter incompatibility issues in parameter space search | 25 April 2023, 13:00:26 UTC |
| refs/heads/docs/benchmarks | aa04074 | saving wip | 16 May 2023, 12:56:30 UTC |
| refs/heads/docs/cov-update | eb43147 | some changes to covariates doc | 02 November 2021, 10:44:16 UTC |
| refs/heads/docs/covariates | e371bfc | Merge branch 'master' into docs/covariates | 01 November 2021, 12:48:26 UTC |
| refs/heads/docs/grid_search_notebook | c74232e | Update darts/timeseries.py Co-authored-by: Julien Herzen <julien@unit8.co> | 28 November 2022, 16:06:44 UTC |
| refs/heads/example/Multi-TS-Scaler | 3f40fc2 | Updated notebook | 09 July 2021, 10:26:52 UTC |
| refs/heads/example/RegressionModel | fa5ed99 | Delete .Rhistory | 04 May 2021, 14:20:02 UTC |
| refs/heads/example/anomaly_detection_example | 33b3597 | states to values | 06 April 2023, 17:19:08 UTC |
| refs/heads/feat/adapt-scalers-to-stochastic | d7099ba | Merge branch 'master' into feat/adapt-scalers-to-stochastic | 01 December 2021, 09:45:05 UTC |
| refs/heads/feat/add-australian-tourism-dataset | c70fa7f | Merge branch 'master' into feat/add-australian-tourism-dataset | 11 August 2022, 14:27:56 UTC |
| refs/heads/feat/add-fp16-support | 2c4e4b2 | Merge branch 'master' into feat/add-fp16-support | 27 October 2022, 19:29:41 UTC |
| refs/heads/feat/add-gitter-to-readme | 937add7 | update readme to include Gitter | 12 April 2022, 19:15:49 UTC |
| refs/heads/feat/add-progress-bar-in-multseries-datasets | eff0222 | fix formatting issue | 19 September 2022, 06:43:47 UTC |
| refs/heads/feat/add-stats-plots-functions-to-tests | c13fc67 | add stats plot functions to tests | 04 May 2022, 13:36:11 UTC |
| refs/heads/feat/add-statsmodels-quantreg | 99ebb7d | Added StaQuantileRegressionModel to test statsmodels implementation of quantile regression using equivalent implementation to Darts sklearn quantile regression | 20 April 2022, 15:09:09 UTC |
| refs/heads/feat/add_midas_transformer | 1bc278a | fix: updated changelog | 08 June 2023, 13:46:32 UTC |
| refs/heads/feat/anomaly_detection_API | 82b65cb | Merge branch 'feat/anomaly_detection_API' of github.com:unit8co/darts into feat/anomaly_detection_API | 22 December 2022, 15:36:34 UTC |
| refs/heads/feat/apply-arima-to-new-ts | c712f22 | Merge branch 'master' into feat/apply-arima-to-new-ts | 08 August 2022, 14:44:29 UTC |
| refs/heads/feat/auto-hierarchy-from_group_df | 9d675d9 | first version of the automatic hierachy, takes a long format df and pivot it to have all the sub-series in a single TimeSeries. only handle hierarchy of degree 1 at the moment | 09 November 2022, 14:48:14 UTC |
| refs/heads/feat/autoregressive-timeseries-generation | 3d07595 | Merge branch 'feat/autoregressive-timeseries-generation' of https://github.com/unit8co/darts into feat/autoregressive-timeseries-generation | 09 November 2021, 17:12:46 UTC |
| refs/heads/feat/b-nll | 6c88ca6 | handle reduction properly | 21 August 2022, 19:08:00 UTC |
| refs/heads/feat/beta-nll | 36a5194 | Merge branch 'master' into feat/beta-nll | 25 August 2022, 15:23:45 UTC |
| refs/heads/feat/beta_nll | 8751098 | Added beta guassian likelihood | 29 June 2022, 11:55:25 UTC |
| refs/heads/feat/change-test-dataset-location | 95d52b6 | correct hash of Electricity_test.csv | 20 June 2022, 08:41:39 UTC |
| refs/heads/feat/changelog-0.10 | c512a64 | Update changelog and Readme | 13 August 2021, 09:09:17 UTC |
| refs/heads/feat/cleanups | 5f204ee | resolved issues in concatenate() | 16 October 2021, 07:44:24 UTC |
| refs/heads/feat/codecov | 5ef54a8 | remove coverage.sh | 23 December 2021, 07:39:25 UTC |
| refs/heads/feat/conda-forge-doc | 1418faa | Merge branch 'develop' into feat/conda-forge-doc | 19 August 2021, 15:09:16 UTC |
| refs/heads/feat/conda-package | 2b0dc25 | Change matplotlib to matplotlib-base | 28 July 2021, 12:51:24 UTC |
| refs/heads/feat/dlinear-nlinear | b0d6d66 | Merge branch 'master' into feat/dlinear-nlinear | 18 November 2022, 13:01:25 UTC |
| refs/heads/feat/docs-favicon | 4ca2b40 | add favicon | 01 February 2022, 09:44:45 UTC |
| refs/heads/feat/explainability_base | 1c1d32c | Merge branch 'master' into feat/explainability_base | 23 December 2021, 08:04:04 UTC |
| refs/heads/feat/fix-more-relative-imports | 4ac00e1 | Fix an import issue | 23 December 2021, 13:20:41 UTC |
| refs/heads/feat/future_covariate_slicing | 62a771a | applied suggestions for PR review. | 10 December 2021, 07:37:13 UTC |
| refs/heads/feat/generic_save_load | ddf05e2 | Merge branch 'feat/generic_save_load' of https://github.com/unit8co/darts into feat/generic_save_load | 12 August 2022, 12:17:59 UTC |
| refs/heads/feat/hierarchical-example | 09fe171 | add hierarchical recon notebook to example list | 12 August 2022, 14:36:51 UTC |
| refs/heads/feat/hyperparameter-opt-guide | 9ad9abb | Update docs/userguide/hyperparameter_optimization.md Co-authored-by: Dennis Bader <dennis.bader@gmx.ch> | 27 September 2022, 15:05:38 UTC |
| refs/heads/feat/improve-doc | e571553 | Update darts/models/torch_forecasting_model.py Co-authored-by: Francesco Lässig <42946363+pennfranc@users.noreply.github.com> | 06 August 2021, 18:27:51 UTC |
| refs/heads/feat/improve-install | cd717d7 | adapt u8darts setup as well | 23 February 2023, 08:47:50 UTC |
| refs/heads/feat/improve-integer-indexes | 4de6f66 | Merge branch 'master' into feat/improve-integer-indexes | 22 September 2022, 15:00:14 UTC |
| refs/heads/feat/improve-perf-doc | 50c97c2 | Merge branch 'master' into feat/improve-perf-doc | 15 February 2022, 14:13:27 UTC |
| refs/heads/feat/improve-seasonal-decompose | ca25195 | Merge branch 'master' into feat/improve-seasonal-decompose | 21 March 2022, 15:43:48 UTC |
| refs/heads/feat/improve-tests | d012536 | Merge branch 'master' into feat/improve-tests | 21 December 2021, 10:37:41 UTC |
| refs/heads/feat/improve-user-guide | bff86f0 | Merge branch 'master' into feat/improve-user-guide | 13 April 2022, 11:14:25 UTC |
| refs/heads/feat/improve-zero-length-datasets | 6f89562 | Merge branch 'master' into feat/improve-zero-length-datasets | 08 August 2022, 14:45:06 UTC |
| refs/heads/feat/isort-pyupgrade-linting | 577be29 | Add newlines | 17 February 2022, 16:36:49 UTC |
| refs/heads/feat/kalman-forecaster | 3f224d6 | Merge branch 'master' into feat/kalman-forecaster | 06 February 2022, 13:35:31 UTC |
| refs/heads/feat/less-strict-dependencies | 4704675 | looser dependencies | 20 November 2021, 14:45:28 UTC |
| refs/heads/feat/lgbm | 24fb4ec | update github workflow with libomp installation for mac, attempt 7 | 31 August 2021, 10:13:02 UTC |
| refs/heads/feat/likelihood_parameters | bb28620 | Merge branch 'master' into feat/likelihood_parameters | 05 June 2023, 06:18:35 UTC |
| refs/heads/feat/mc-dropout | f739c11 | Merge branch 'feat/mc-dropout' of github.com:unit8co/darts into feat/mc-dropout | 21 June 2022, 08:56:12 UTC |
| refs/heads/feat/model-deeptime | ea19348 | Merge branch 'master' into feat/model-deeptime | 28 November 2022, 14:01:51 UTC |
| refs/heads/feat/more-losses | f9dc3f1 | Merge branch 'master' into feat/more-losses | 19 March 2022, 19:11:15 UTC |
| refs/heads/feat/multipleTS_historicalforecast | 6637c4f | Merge branch 'feat/multipleTS_historicalforecast' of github.com:unit8co/darts into feat/multipleTS_historicalforecast | 10 January 2023, 16:54:19 UTC |
| refs/heads/feat/multivariate-on-baseline-models | f9cf2c7 | Merge branch 'master' into feat/multivariate-on-baseline-models | 27 November 2022, 14:55:07 UTC |
| refs/heads/feat/neural-prophet | 3a6d8cc | Merge branch 'master' into feat/neural-prophet | 20 March 2023, 10:06:02 UTC |
| refs/heads/feat/neuralprophet | fcd4f6f | WIP added NeuralProhet as a drop-in for Prophet | 19 June 2022, 14:19:50 UTC |
| refs/heads/feat/nhits | d338a4f | Merge branch 'master' into feat/nhits | 13 April 2022, 11:12:23 UTC |
| refs/heads/feat/nlinear-causal-future-covs | 1fc54f2 | Adapt test | 30 November 2022, 16:12:47 UTC |
| refs/heads/feat/normalised-deviation-metric | 60c2deb | test if normalized deviation raise ValueError when actual TimeSeries contains only zeroes | 11 November 2022, 07:46:55 UTC |
| refs/heads/feat/output-chunk-length-regression-model | 770b63a | Merge branch 'master' into feat/output-chunk-length-regression-model | 05 February 2022, 16:57:58 UTC |
| refs/heads/feat/plot-length-1-series | 7e29373 | Merge branch 'master' into feat/plot-length-1-series | 15 September 2022, 20:22:26 UTC |
| refs/heads/feat/pretrained-ensemble | 9e97b01 | feat: EnsembleModel can accept pretrained global models | 05 June 2023, 14:35:00 UTC |
| refs/heads/feat/priors | 9eeaccf | Merge branch 'master' into feat/priors | 23 September 2021, 12:51:32 UTC |
| refs/heads/feat/probabilistic-lgbm | 2fe0fe1 | inserted else statement for clarity | 10 March 2022, 14:00:00 UTC |
| refs/heads/feat/probabilistic-nbeats | 9b26603 | Update comment | 19 November 2021, 12:16:25 UTC |
| refs/heads/feat/propagate-attrs-in-fillers | c1d4f77 | Merge branch 'master' into feat/propagate-attrs-in-fillers | 18 July 2022, 09:23:49 UTC |
| refs/heads/feat/pytorch-perf-improvements | 7a9db00 | Update guides/performance.md | 12 November 2021, 07:36:18 UTC |
| refs/heads/feat/pytorch_lightning_draft | 04f0eb7 | removed unused methods from TorchForecastingModel | 17 December 2021, 16:20:22 UTC |
| refs/heads/feat/quantile-loss-as-likelihood | 4d727c5 | updated and shortened tests | 03 November 2021, 19:38:15 UTC |
| refs/heads/feat/quickstart | bd0fe2f | Merge branch 'feat/quickstart' of github.com:unit8co/darts into feat/quickstart | 13 January 2022, 15:07:32 UTC |
| refs/heads/feat/reconciliation | 9c0d52b | Merge branch 'master' into feat/reconciliation | 20 June 2022, 12:51:42 UTC |
| refs/heads/feat/refactor-covariate-models | 91f5fc1 | Address PR comments | 04 August 2021, 12:59:22 UTC |
| refs/heads/feat/refactor-doc | dc83591 | Solve a weird issue with Prophet tests | 05 January 2022, 20:09:08 UTC |
| refs/heads/feat/reintegrate-prophet | 68d0b24 | remove pmdarima from setup.py | 11 July 2022, 15:43:25 UTC |
| refs/heads/feat/relax-requirements | 6be185c | Change syntax for conda compatibility | 06 July 2021, 12:25:54 UTC |
| refs/heads/feat/remove-develop-branch | 850546b | Replace mentions of develop branch by master | 06 September 2021, 15:46:26 UTC |
| refs/heads/feat/remove_model_warnings | 7c3056f | Merge branch 'master' into feat/remove_model_warnings | 21 June 2022, 18:21:37 UTC |
| refs/heads/feat/reshape-proba-outputs | d1e98ea | better reshaping in N-BEATS | 17 November 2021, 15:33:53 UTC |
| refs/heads/feat/return-estimator | a14b660 | Merge branch 'master' into feat/return-estimator | 01 February 2022, 10:56:09 UTC |
| refs/heads/feat/revise-dependencies | 7e245cb | less strict requirement on ipython | 07 July 2022, 12:25:48 UTC |
| refs/heads/feat/rmse-uncertainty-catboost | 34f7094 | Merge branch 'master' into feat/rmse-uncertainty-catboost | 06 July 2022, 09:05:11 UTC |
| refs/heads/feat/separate-doc-workflow | 68bc568 | Merge branch 'master' into feat/separate-doc-workflow | 04 May 2022, 09:11:50 UTC |
| refs/heads/feat/set-up-flake8 | 3daf285 | Merge branch 'master' into feat/set-up-flake8 | 21 January 2022, 14:33:08 UTC |
| refs/heads/feat/speedup-static-cov | 835887c | Merge branch 'master' into feat/speedup-static-cov | 17 July 2022, 13:27:34 UTC |
| refs/heads/feat/static_covs_regression | 2c48c87 | Merge branch 'master' into feat/static_covs_regression | 16 December 2022, 19:41:33 UTC |
| refs/heads/feat/statsforecasts | 9340ae6 | rephrase error message | 13 April 2022, 11:10:41 UTC |
| refs/heads/feat/statsforecasts-ets | fb36176 | Merge branch 'master' into feat/statsforecasts-ets | 26 August 2022, 12:30:43 UTC |
| refs/heads/feat/stochastic-inputs | 156e87a | Merge branch 'master' into feat/stochastic-inputs | 04 March 2022, 13:38:53 UTC |
| refs/heads/feat/support-older-pandas | 8ee196b | Merge branch 'master' into feat/support-older-pandas | 15 February 2022, 12:47:32 UTC |
| refs/heads/feat/tbats | a3f8acd | Merge branch 'master' into feat/tbats | 09 March 2022, 15:51:26 UTC |
| refs/heads/feat/test-flavours | 4ef1696 | Merge branch 'master' into feat/test-flavours | 08 November 2021, 14:01:22 UTC |
