You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
- Added support for `numpy>=2.0.0`. [#2771](https://github.com/unit8co/darts/pull/2771) by [Dennis Bader](https://github.com/dennisbader).
15
-
- Added support for categorical covariates to `CatBoostModel`. You can now define categorical components at model creation with parameters `categorical_*_covariates: List[str]` for past, future, and static covariates. [#2733](https://github.com/unit8co/darts/pull/2750) by [Jonas Blanc](https://github.com/jonasblanc).
16
-
- Added new forecasting model: `AutoMFLES`, a simple time series method based on gradient boosting time series decomposition as proposed in [this repository](https://github.com/tblume1992/MFLES). This implementation is based on [AutoMFLES](https://nixtlaverse.nixtla.io/statsforecast/docs/models/mfles.html) from Nixtla's `statsforecasts` library. [#2747](https://github.com/unit8co/darts/pull/2747) by [Che Hang Ng](https://github.com/CheHangNg).
17
-
- Added new forecasting model: `StatsForecastModel`, that allows to use any forecasting model from StatsForecast (see [here](https://nixtlaverse.nixtla.io/statsforecast/index.html#models)) in Darts with support for future covariates, probabilistic forecasting, and transferable series forecasting. [#2770](https://github.com/unit8co/darts/pull/2770) by [Dennis Bader](https://github.com/dennisbader).
18
-
- 🔴 Simplified all `StatsForecast*` model names by removing the `StatsForecast` part. [#2762](https://github.com/unit8co/darts/pull/2762) by [Dennis Bader](https://github.com/dennisbader).
19
-
- Renamed `StatsForecastAutoARIMA` to `AutoARIMA`
20
-
- Renamed `StatsForecastAutoCES` to `AutoCES`
21
-
- Renamed `StatsForecastAutoETS` to `AutoETS`
22
-
- Renamed `StatsForecastAutoTBATS` to `AutoTBATS`
23
-
- Renamed `StatsForecastAutoTheta` to `AutoTheta`
24
-
- 🔴 Changed `AutoARIMA` model backend from `pmdarima` to `statsforecast` to support `numpy>=2.0.0`. The model creation parameters are almost identical. For reference, see the [pmdarima docs](https://alkaline-ml.com/pmdarima/modules/generated/pmdarima.arima.AutoARIMA.html) and [statsforecast docs](https://nixtlaverse.nixtla.io/statsforecast/src/core/models.html#autoarima). Additionally, the new implementation is more efficient and has improved probabilistic forecasting support, including conformal prediction. [#2734](https://github.com/unit8co/darts/pull/2734) by [Dennis Bader](https://github.com/dennisbader).
25
-
- 🔴 Changed `TBATS` model backend from `tbats` to `statsforecast` to support `numpy>=2.0.0`. The model creation parameters are almost identical. For reference, see the [tbats docs](https://github.com/intive-DataScience/tbats/blob/master/tbats/tbats/TBATS.py) and [statsforecast docs](https://nixtlaverse.nixtla.io/statsforecast/src/core/models.html#tbats). Additionally, the new implementation is more efficient, comes with future covariates support and has improved probabilistic forecasting support. [#2781](https://github.com/unit8co/darts/pull/2781) by [Dennis Bader](https://github.com/dennisbader).
26
-
27
-
**Removed**
28
-
29
-
- 🔴 Removed `BATS` model to support `numpy>=2.0.0`. Use `TBATS` instead. [#2781](https://github.com/unit8co/darts/pull/2781) by [Dennis Bader](https://github.com/dennisbader).
30
-
- 🔴 Removed deprecated method `TimeSeries.pd_dataframe()`. Use `TimeSeries.to_dataframe()` instead. [#2733](https://github.com/unit8co/darts/pull/2733) by [Dennis Bader](https://github.com/dennisbader).
31
-
- 🔴 Removed deprecated method `TimeSeries.pd_serise()`. Use `TimeSeries.to_series()` instead. [#2733](https://github.com/unit8co/darts/pull/2733) by [Dennis Bader](https://github.com/dennisbader).
-`AutoMFLES` : a simple time series method based on gradient boosting time series decomposition as proposed by Tyler Blume in [this repository](https://github.com/tblume1992/MFLES). Our implementation is based on [AutoMFLES](https://nixtlaverse.nixtla.io/statsforecast/docs/models/mfles.html) from Nixtla's `statsforecast` library. [#2747](https://github.com/unit8co/darts/pull/2747) by [Che Hang Ng](https://github.com/CheHangNg).
28
+
-`StatsForecastModel` : allows to use **any forecasting model from StatsForecast** (see [here](https://nixtlaverse.nixtla.io/statsforecast/index.html#models)) in Darts with support for future covariates, probabilistic forecasting (sampled, direct quantile, and / or conformal predictions), and transferable series forecasting. [#2770](https://github.com/unit8co/darts/pull/2770) by [Dennis Bader](https://github.com/dennisbader).
29
+
- Improvements to forecasting models:
30
+
- 🚀 Added **support for categorical covariates** to `CatBoostModel`. You can now define categorical components at model creation with parameters `categorical_*_covariates: List[str]` for past, future, and static covariates. [#2733](https://github.com/unit8co/darts/pull/2750) by [Jonas Blanc](https://github.com/jonasblanc).
31
+
- 🚀🔴 Extended the functionalities of and renamed several existing models. All models below now support **future covariates**, **probabilistic forecasting** (sampled, direct quantile, and / or conformal predictions), and **transferable series forecasting**: [#2762](https://github.com/unit8co/darts/pull/2762) and [#2770](https://github.com/unit8co/darts/pull/2770) by [Dennis Bader](https://github.com/dennisbader).
32
+
-`AutoARIMA` (old name `StatsForecastAutoARIMA`)
33
+
-`AutoETS` (old name `StatsForecastAutoETS`)
34
+
-`AutoCES` (old name `StatsForecastAutoCES`)
35
+
-`AutoTBATS` (old name `StatsForecastAutoTBATS`)
36
+
-`AutoTheta` (old name `StatsForecastAutoTheta`)
37
+
-`TBATS`
38
+
-`Croston`
39
+
- Changes to `TimeSeries` : [#2733](https://github.com/unit8co/darts/pull/2733) by [Dennis Bader](https://github.com/dennisbader).
40
+
- 🟠 Removed deprecated method `TimeSeries.pd_dataframe()`. Use `TimeSeries.to_dataframe()` instead.
41
+
- 🟠 Removed deprecated method `TimeSeries.pd_serise()`. Use `TimeSeries.to_series()` instead.
32
42
33
43
**Fixed**
34
44
35
45
- Fixed a bug in `CatBoostModel` with `likelihood="gaussian"`, where predicting with `predict_likelihood_parameters=True` resulted in wrong ordering of the predicted parameters. [#2742](https://github.com/unit8co/darts/pull/2742) by [Dennis Bader](https://github.com/dennisbader).
36
46
37
47
**Dependencies**
38
48
49
+
- 🚀🚀 Added **support for NumPy 2.0 and higher**. To achieve this, we had to make the following adjustments to our dependencies. [#2771](https://github.com/unit8co/darts/pull/2771) by [Dennis Bader](https://github.com/dennisbader).
50
+
- 🔴 Changed `AutoARIMA` model backend from `pmdarima` to `statsforecast`. The model creation parameters are almost identical. For reference, see the [pmdarima docs](https://alkaline-ml.com/pmdarima/modules/generated/pmdarima.arima.AutoARIMA.html) and [statsforecast docs](https://nixtlaverse.nixtla.io/statsforecast/src/core/models.html#autoarima). Additionally, the new implementation is more efficient and has improved probabilistic forecasting support, including conformal prediction. [#2734](https://github.com/unit8co/darts/pull/2734) by [Dennis Bader](https://github.com/dennisbader).
51
+
- 🔴 Changed `TBATS` model backend from `tbats` to `statsforecast`. The model creation parameters are almost identical. For reference, see the [tbats docs](https://github.com/intive-DataScience/tbats/blob/master/tbats/tbats/TBATS.py) and [statsforecast docs](https://nixtlaverse.nixtla.io/statsforecast/src/core/models.html#tbats). Additionally, the new implementation is more efficient, comes with future covariates support and has improved probabilistic forecasting support. [#2781](https://github.com/unit8co/darts/pull/2781) by [Dennis Bader](https://github.com/dennisbader).
52
+
- 🔴 Removed `BATS` model. Use `TBATS` instead. [#2781](https://github.com/unit8co/darts/pull/2781) by [Dennis Bader](https://github.com/dennisbader).
53
+
39
54
### For developers of the library:
40
55
41
56
- Refactored likelihoods: [#2742](https://github.com/unit8co/darts/pull/2742) by [Dennis Bader](https://github.com/dennisbader).
0 commit comments