Statsforecast

Breaking Change

- breaking: remove deprecated behavior jmoralez (946)
- breaking: allowmean and allowdrift True by default in AutoARIMA V-nguard (918)

Bug Fixes

- C++ ARIMA fixes and refactoring filipcacky (939)
- fix: seasonal naive confidence interval bug andrewscottm (932)
- fix: auto arima xreg rank deficient test andrewscottm (931)

Documentation

- Update broken yahoo query paullabonne (925)

Bug Fixes

- fix: chunk series in parallel forecast jmoralez (915)
- fix: set lower bound on threadpoolctl jmoralez (914)
- fix: static requirements jmoralez (910)

Bug Fixes

- fix: bump build to include submodules in sdist jmoralez (906)

Bug Fixes

- fix: reduce overhead in parallel forecast jmoralez (901)
- fix: pass constant in autoarima stepwise robert-robison (899)

Enhancement

- enh: keep target dtype in output jmoralez (865)
- enh: migrate ARIMA to C++ jmoralez (895)
- enh: migrate ETS to C++ jmoralez (757)

Bug Fixes

- fix matrix product for arima var_coef jmoralez (848)
- fix arima trained models results index jmoralez (858)
- support multiple seasonalities in mstl_decomposition jmoralez (861)
- propagate model alias to fallback model in fit jmoralez (846)

Documentation

- mfles model reference and experiment jmoralez (853)
- Fix SyntaxWarning: invalid escape sequence ravibrock (842)

Dependencies

- config: CI, add python 3.12 westonplatter (793)

Enhancement

- remove TqdmExperimentalWarning jmoralez (854)
- store time taken by model in forecast method jmoralez (850)
- support progress bar in parallel forecast jmoralez (849)

New Features

- Add MFLES Method tblume1992 (810)
- add SklearnModel jmoralez (812)

Bug Fixes

- Fix allowdrift and allowmean in non-stepwise AutoARIMA manuel-calzolari (828)
- return Naive model for constant series in AutoCES jmoralez (821)
- disable decomposition in theta when data has less than two seasonal periods jmoralez (820)
- return max float instead of Inf in arima_css_op jmoralez (819)

Enhancement

- fix syntax warnings in refit check jmoralez (824)
- set target_col=None in _parse_X_level jmoralez (822)
- fix refit check for models forward jmoralez (823)
- Create CODE_OF_CONDUCT.md tracykteal (818)
- use single threaded functions in multiprocessing jmoralez (815)