Merlion Versions Save

Merlion: A Machine Learning Framework for Time Series Intelligence

v2.0.2

1 year ago

What's Changed

Fix deep learning bug on Windows. by @aadyotb in https://github.com/salesforce/Merlion/pull/148

Full Changelog: https://github.com/salesforce/Merlion/compare/v2.0.1...v2.0.2

v2.0.1

1 year ago

What's Changed

Address FutureWarning from Scipy 1.10+ by @aadyotb in https://github.com/salesforce/Merlion/pull/143

Full Changelog: https://github.com/salesforce/Merlion/compare/v2.0.0...v2.0.1

v2.0.0

1 year ago

What's Changed

Implemented a GUI dashboard for Merlion. by @yangwenzhuo08 in https://github.com/salesforce/Merlion/pull/129 and @mattfernandez-salesforce in https://github.com/salesforce/Merlion/pull/139
Support for deep learning forecasters. by @yihaocs in https://github.com/salesforce/Merlion/pull/134
Add exogenous regressor support to sklearn models. by @aadyotb in https://github.com/salesforce/Merlion/pull/128
New abstractions for rolling-window forecasters. by @Emerald01 in https://github.com/salesforce/Merlion/pull/127

Major Changes Since v1.3.0

Implemented a GUI dashboard for Merlion.
Implemented multiple state-of-the-art deep learning forecasting models.
Added support for exogenous regressors to all forecasting models.

Major Changes since v1.0.0

Implemented a GUI dashboard for Merlion.
Added support for exogenous regressors to a wide range of forecasting models.
Implemented multiple deep forecasting models, in addition to the existing deep anomaly detection models.
Added a change point detection module.
Added a pyspark API for Merlion, to perform forecasting or anomaly detection for many time series in parallel.
Expanded AutoML to new models, including Prophet and ETS.
Added utilities for hierarchical time series.
Re-architectured all Merlion models to streamline new development work.

New Contributors

@Emerald01 made their first contribution in https://github.com/salesforce/Merlion/pull/127
@yangwenzhuo08 made their first contribution in https://github.com/salesforce/Merlion/pull/129
@yihaocs made their first contribution in https://github.com/salesforce/Merlion/pull/134
@uchiiii made their first contribution in https://github.com/salesforce/Merlion/pull/138
@mattfernandez-salesforce made their first contribution in https://github.com/salesforce/Merlion/pull/139

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.3.1...v2.0.0

v1.3.1

1 year ago

What's Changed

Add support for exogenous regressors by @aadyotb in https://github.com/salesforce/Merlion/pull/125
Simplify implementations of SARIMA, ETS, VectorAR. by @aadyotb in https://github.com/salesforce/Merlion/pull/122
Fix edge case bug in layered models. by @aadyotb in https://github.com/salesforce/Merlion/pull/123
Fix incorrect reference to BOCPD model in factory by @jonwiggins in https://github.com/salesforce/Merlion/pull/124

New Contributors

@jonwiggins made their first contribution in https://github.com/salesforce/Merlion/pull/124

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.3.0...v1.3.1

v1.3.0

1 year ago

What's Changed

Improve robustness of Spark API @aadyotb in https://github.com/salesforce/Merlion/pull/118
Add easy-to-use data loaders for custom datasets. by @aadyotb in https://github.com/salesforce/Merlion/pull/120
More AutoML features included in AutoETS and AutoProphet. More streamlined implementation of AutoML models. by @chenghaoliu89 in https://github.com/salesforce/Merlion/pull/119 and @aadyotb in https://github.com/salesforce/Merlion/pull/121

Major Changes Since v1.2.0

Added a pyspark API for Merlion, to perform forecasting or anomaly detection for many time series in parallel. The API is compatible with the spark-on-k8s-operator.
Expanded functionality of AutoETS and AutoProphet models, to automatically select more hyperparameters besides just seasonality.
Expanded evaluation framework to accommodate multivariate forecasting. This enables automatic model selection for multivariate time series.
Updated Prophet dependency to simplify installation for Python 3.7+.
Various bugfixes.

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.2.5...v1.3.0

v1.2.5

1 year ago

What's Changed

Fix a bug where in layered models which prevents certain sub-model params (e.g. target_seq_index) from being set correctly.
Fix an argument parsing bug in the pyspark anomaly detection app.
Makes max_forecast_steps an optional parameter for tree models.
Makes exceptions from ModelFactory more descriptive.
Allow the use of ForecastMetric for evaluating multivariate time series by specifying a target_seq_index.

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.2.4...v1.2.5

v1.2.4

1 year ago

What's Changed

Enhance spark API & add compatibility with spark-on-k8s-operator. by @aadyotb in https://github.com/salesforce/Merlion/pull/114
Enhance tree forecasters to work with max_forecast_steps=None and return_prev=True. by @aadyotb in https://github.com/salesforce/Merlion/pull/114
Fix Prophet.resample_time_stamps bug by @rafaelleinio in https://github.com/salesforce/Merlion/pull/112
Add policy to replace missing time series values with 0. by @aadyotb in https://github.com/salesforce/Merlion/pull/113

New Contributors

@rafaelleinio made their first contribution in https://github.com/salesforce/Merlion/pull/112

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.2.3...v1.2.4

v1.2.3

1 year ago

What's Changed

Update prophet required version to 1.1 by @aadyotb in https://github.com/salesforce/Merlion/pull/110
Don't resample timestamps if not needed in forecast(). by @aadyotb in https://github.com/salesforce/Merlion/pull/109

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.2.2...v1.2.3

v1.2.2

1 year ago

What's Changed

Fix AutoSARIMA bugs. by @aadyotb in https://github.com/salesforce/Merlion/pull/106
Add beta pyspark API. by @aadyotb in https://github.com/salesforce/Merlion/pull/107
Make test coverage reports more accurate. by @aadyotb in https://github.com/salesforce/Merlion/pull/108

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.2.1...v1.2.2

v1.2.1

1 year ago

What's Changed

Fix issues with LayeredModelConfig accessing underlying model attributes. This fixes various bugs with both AutoML models and default models. by @aadyotb in https://github.com/salesforce/Merlion/pull/99 and https://github.com/salesforce/Merlion/pull/104

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.2.0...v1.2.1