Statsforecast

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)

Bug Fixes

- fix fitted values for sparse models jmoralez (775)

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)

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)

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)

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)