Statsforecast Versions Save

Lightning ⚡️ fast forecasting with statistical and econometric models.

v1.7.4

1 month ago

Bug Fixes

  • tbats fixes @jmoralez (#788)
  • fix: parallel custom cols @AzulGarza (#790)

Documentation

  • specify conformal intervals restrictions with respect to series lengths in tutorial @tonysinghmss (#795)

Enhancement

  • persist distributed fitted values @jmoralez (#808)

v1.7.3

3 months ago

Bug Fixes

  • fix fitted values for sparse models @jmoralez (#775)

v1.7.2

3 months ago

New Features

  • AutoTBATS, experiment, and minor issues @MMenchero (#759)

Bug Fixes

  • MSTL fixes @jmoralez (#766)
  • Fix X computation for prediction intervals @jcatankard (#755)
  • fix search_arima @jmoralez (#752)

Enhancement

  • Address division by zero warnings in arima @jmoralez (#770)
  • check exogenous features are present when needed @jmoralez (#768)
  • add predict_in_sample to intermittent models @jmoralez (#764)
  • remove njit from simple functions @jmoralez (#754)

v1.7.1

4 months ago

New Features

  • TBATS model @MMenchero (#578)

Bug Fixes

  • fix arima init params @jmoralez (#747)
  • remove seasonal component in CES when data has less than two periods @jmoralez (#746)
  • fix predict_in_sample for seasonal naive @jmoralez (#744)
  • ensure float dtype in ets @jmoralez (#741)

Enhancement

  • download dataset from s3 in peak forecasting tutorial @jmoralez (#745)
  • add phi to AutoETS init signature @jmoralez (#742)
  • use future instead of deprecation warnings @jmoralez (#739)

v1.7.0

4 months ago

New Features

  • support integer refit in cross_validation @jmoralez (#731)
  • support forecast_fitted_values in distributed @jmoralez (#732)
  • use environment variable to get id as column in outputs @jmoralez (#721)
  • support different column names for ids, times and targets @jmoralez (#718)
  • add mstl_decomposition function @jmoralez (#701)
  • [FEAT] Ability to save and load StatsForecast @akmalsoliev (#667)
  • support caching all jitted functions @jmoralez (#651)

Bug Fixes

  • fix incorrect computation of n in ARIMA @StatKumar (#708)
  • fix predict_insample docstrings @jmoralez (#713)
  • fix arima var_coef @jmoralez (#706)
  • feat: _calculate_sigma() explicitly handles series with 1 data point (n=0) @cparmet (#699)
  • [Feat] Robustified crossvalidation @kdgutier (#668)
  • support exogenous features in distributed @jmoralez (#638)
  • fix MSTL where trend forecaster supports level @jmoralez (#625)

Documentation

  • run how-to docs @jmoralez (#730)
  • run getting-started docs @jmoralez (#726)
  • add exogenous features support to models table @jmoralez (#714)
  • use numpy style in all docstrings @jmoralez (#695)
  • Fix Minimal example and ARIMA family heading @yibenhuang (#694)
  • fix equations in documentation @jmoralez (#697)
  • Isolated import cells [Issue #653] @patrick-dd (#691)
  • MLFlow Tutorial @kvnkho (#676)
  • Add Mintlify automations @hahnbeelee (#671)
  • Correct broken urls in docs @DaveParr (#660)
  • Fixed error in GARCH tutorial that corresponds to issue #629 @MMenchero (#650)
  • Restoring example using Conformal Prediction on StatsForecast @kvnkho (#643)
  • arima model user guide @Naren8520 (#570)

Dependencies

  • remove pyarrow dependency for polars @jmoralez (#705)
  • [UPDATE] Updated Docker & requirements.txt @akmalsoliev (#672)
  • [CHORE] Updating requirements.txt @akmalsoliev (#666)
  • test support python 3.11 @msfidelis (#425)

Enhancement

  • use frequency validation from utilsforecast @jmoralez (#717)
  • improve deprecation error messages @jmoralez (#715)
  • migrate plot and generate_series to utils @jmoralez (#636)

v1.6.0

6 months ago

Republish of the 1.6.0 release from August 23rd 2023, since it disappeared from github.

New Features

  • Conformal Prediction @kvnkho (#592)
  • Adding levels to distributed backends @kvnkho (#581)
  • [FEAT] Add ConstantModel and ZeroModel @FedericoGarza (#568)
  • [FEAT] Add NaNModel @FedericoGarza (#567)
  • [FEAT] Add conformal intervals Theta family @FedericoGarza (#501)
  • [FEAT] Add conformal intervals for CES @FedericoGarza (#500)
  • [FEATURE] Polars support @akmalsoliev (#448)
  • [FEAT] Add conformal intervals to arima family @FedericoGarza (#488)
  • [FEAT] Add conformal intervals to StatsForecast class @FedericoGarza (#487)
  • [FEAT] Add conformal prediction for AutoARIMA @FedericoGarza (#486)
  • [FEAT] Return plot object @FedericoGarza (#465)
  • [FEAT] Add stl_kwargs to MSTL @FedericoGarza (#462)
  • [FEAT] Support pandas 2.0 changes @FedericoGarza (#456)

Breaking Change

  • Reducing StatsForecast Size @kvnkho (#600)

Bug Fixes

  • take shallow copy on dataframe processing and fix get_cmap deprecation @jmoralez (#617)
  • fix arima max order params @jmoralez (#613)
  • Fix iteration range in non-stepwise AutoARIMA @manuel-calzolari (#601)
  • [Core] Fixed RuntimeWarning Generated by _get_cols (#538) @taniishkaaa (#563)
  • [FIX] Unnecessary datetime column conversion @akmalsoliev (#558)
  • [FIX] Accommodated switch to jupyter-lab @akmalsoliev (#511)
  • [FIX] Polars hotfix @akmalsoliev (#503)
  • [FIX] Added polars to settings.ini @akmalsoliev (#499)
  • [FIX] HoltWinters forecasts (weekly seasonality) @FedericoGarza (#483)
  • [FIX] Consider correct seasonality for exp smoothing @FedericoGarza (#474)
  • Remove unused levels from categorical unique_id @nickto (#473)
  • [FIX] Add protection ETS zero division error @FedericoGarza (#470)
  • [FIX] allow period=1 using mstl @FedericoGarza (#463)
  • [FIX] ets forbidden component combinations @FedericoGarza (#461)
  • [FIX] Different results between forecast and fit/predict MSTL @FedericoGarza (#446)
  • Stop using mutable defaults for ets_f lower and upper arguments @kschmaus (#437)
  • [FIX] Distributed behaviour with exogenous variables @FedericoGarza (#427)

Documentation

  • Adding details to Conformal Prediction docs @kvnkho (#607)
  • Tutorial for Conformal Prediction @kvnkho (#597)
  • [FIX] SeasonalNaive docs @nelsoncardenas (#588)
  • Fix incorrect parameter name in How-To-Guides @yibenhuang (#584)
  • Changing Load Forecasting Data Souce @kvnkho (#572)
  • [DOCS] Adding GARCH and ARCH to index @kvnkho (#571)
  • Fix broken doc links @andrewgross (#566)
  • Fixing broken links @kvnkho (#559)
  • Updated the document to reflect the deprecation of ETS in favor of AutoETS (#319) @taniishkaaa (#561)
  • [DOC] renamed files for order @mergenthaler (#554)
  • Update nbs/ @FedericoGarza (#548)
  • [FIX] Restructure how-to guides @FedericoGarza (#547)
  • [DOCS] AutomaticForecasting @mergenthaler (#545)
  • Updating Distributed Documentation @kvnkho (#541)
  • Update nbs/ @FedericoGarza (#546)
  • [FEAT] New docs structure @FedericoGarza (#534)
  • [DOCS] Polars documentation @akmalsoliev (#527)
  • Update nbs/docs/contribute/ file @FedericoGarza (#544)
  • Update nbs/docs/contribute/ file @FedericoGarza (#543)
  • Update nbs/ file @FedericoGarza (#542)
  • Update CONTRIBUTING.md file @FedericoGarza (#533)
  • [FEAT] Add mlforecast to ensemble example @FedericoGarza (#502)
  • [FIX] Link end to end pipeline @FedericoGarza (#477)
  • Update README.md @mergenthaler (#468)
  • [DOCS] Added more instructions on nbdev @akmalsoliev (#449)
  • [DOCS] Hide utils fns from core @FedericoGarza (#429)
  • Fix naive model description @shagn (#268)

Enhancement

  • check for level when prediction_intervals are set @jmoralez (#615)
  • raise informative error when series are too short for cross_validation @jmoralez (#610)
  • Add release drafter @FedericoGarza (#514)
  • Add issue template files @FedericoGarza (#513)
  • Add issue template @FedericoGarza (#512)

v1.5.0

1 year ago

What's Changed

Features

New models

New functionality

Forward methods

Now you can pre-train a model and use new data to make forecasts through the forward method. Supported models:

Misc

Experiments

Tutorials

Fixes

New dependencies

New Contributors

Full Changelog: https://github.com/Nixtla/statsforecast/compare/v1.4.0...v1.5.0

v1.4.0

1 year ago

What's Changed

Full Changelog: https://github.com/Nixtla/statsforecast/compare/v1.3.2...v1.4.0

v1.3.2

1 year ago

What's Changed

New Contributors

Full Changelog: https://github.com/Nixtla/statsforecast/compare/v1.3.1...v1.3.2

v1.3.1

1 year ago

What's Changed

New Contributors

Full Changelog: https://github.com/Nixtla/statsforecast/compare/v1.3.0...v1.3.1