Gluonts

Latest version: v0.16.0

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0.16.0

New features and enhancements
* PatchTST: Add support for dynamic features by rshyamsundar in https://github.com/awslabs/gluonts/pull/3167

Fixes
* Fix freq string issues in datasets by lostella in 3232

Documentation
* Add model card from PR 2748 by robert501128 in https://github.com/awslabs/gluonts/pull/3180

Dependencies updates
* Bump pytorch lightning compat by lostella in https://github.com/awslabs/gluonts/pull/3195
* Update: Import of gluonts modules in pts module by ClaraGrthns in https://github.com/awslabs/gluonts/pull/3194
* Bump torch from 1.13.1 to 2.2.0 in /src/gluonts/nursery/daf by dependabot in https://github.com/awslabs/gluonts/pull/3204
* Upgrade dependencies in nursery by lostella in https://github.com/awslabs/gluonts/pull/3206
* Bump dependency version ranges for numpy & lightning by shchur in https://github.com/awslabs/gluonts/pull/3226
* Ignore cpflows dependencies in test workflows, fix numpy 2 incompatibilities. by lostella in https://github.com/awslabs/gluonts/pull/3227
* Update gluonts.shell requirements by lostella in 3233

Testing
* Drop Python 3.8 from workflows, run on 3.11 by lostella in 3228

New Contributors
* robert501128 made their first contribution in https://github.com/awslabs/gluonts/pull/3180
* ClaraGrthns made their first contribution in https://github.com/awslabs/gluonts/pull/3194

**Full Changelog**: https://github.com/awslabs/gluonts/compare/v0.15.1...v0.16.0

0.16.0rc1

<!--
What's Changed
* Docs: fix custom pytorch model tutorial by lostella in https://github.com/awslabs/gluonts/pull/3188
* Bump pytorch lightning compat by lostella in https://github.com/awslabs/gluonts/pull/3195
* Update: Import of gluonts modules in pts module by ClaraGrthns in https://github.com/awslabs/gluonts/pull/3194
* Bump torch from 1.13.1 to 2.2.0 in /src/gluonts/nursery/daf by dependabot in https://github.com/awslabs/gluonts/pull/3204
* Upgrade dependencies in nursery by lostella in https://github.com/awslabs/gluonts/pull/3206
* Bump dependency version ranges for numpy & lightning by shchur in https://github.com/awslabs/gluonts/pull/3226
* Ignore cpflows dependencies in test workflows, fix numpy 2 incompatibilities. by lostella in https://github.com/awslabs/gluonts/pull/3227

**Full Changelog**: https://github.com/awslabs/gluonts/compare/v0.15.1...v0.16.0rc1
-->

0.15.1

Backporting fixes:
- Fix incorrect input routing for models 3186 (by shchur)
- Docs: fix custom pytorch model tutorial 3188 (by lostella)
- Enable QuantileOutput for TiDE model 3189 (by shchur)

0.15.0

New features
- add iTransformer multivariate forecaster (3017) by kashif
- Add TiDE model (3096) by maxc01
- Add ercot dataset (3148) by lostella
- Add ETT datasets (3149) by lostella
- Add item_id to ERCOT and ETT datasets (3150) by shchur
- Add Seasonal Aggregate Predictor (3162) by rshyamsundar

Model updates
- Add option to provide function for season_length in SeasonalNaivePredictor (3033) by lostella
- R: add ARIwith exogenous regressors (3086) by leica2023

Breaking changes
- ev: Batch data for faster evaluation. (3051) by lostella
- Unify QuantileOutput and DistributionOutput (3093) by shchur
- Rotbaum: turn to json-based serialization (3176) by lostella

Fixes
- Fix issues related to new Pandas offset names (3117) by lostella
- Fix loader for the M5 dataset (3151) by shchur
- Fix loaders for M5 & ETT datasets (3155) by shchur
- Fix item_id for M5 dataset (3156) by shchur
- Serde: limit decode code execution (3175) by lostella

Dependencies
- Nursery: bump up pyarrow requirement in gluonts.nursery.tsbench (3056) by lostella
- Bump scikit-learn from 0.23.2 to 1.0.1 in /src/gluonts/nursery/daf (3118) by dependabot
- Bump sklearn version in nursery subpackages (3120) by lostella
- Bump dependencies versions to address dependabot alerts (3173) by lostella
- Bump dependencies versions to address dependabot alerts, again (3174) by lostella

Other changes
- update dockerfile python version to 3.8 (3072) by melopeo
- Update REFERENCES.md (3078) by abdulfatir
- CI: run R tests on push (3089) by lostella
- CI: chain requirements to ensure compatibility (3112) by Borda
- test: unify using pytest.mark.flaky(...) & bump pytest plugins (3132) by Borda
- Add Chronos Breaking News (3154) by abdulfatir
- lint: freeze & run Black version 24.02 (3131) by Borda
- ci: update lints Ruff & docformatter (3130) by Borda
- Extend test coverage for pandas frequencies (3179) by shchur
- Tests: xfail test for fourier.arima.xreg (3182) by lostella

0.14.4

Backporting fixes:
- Fix type annotation for device in PyTorchPredictor 3094 by lostella
- extend exception for invalid offset_name 3115 by Borda

0.14.3

Backporting:
- Fix Rotbaum serialization and deserialization 3068 by pantanurag555
- Fix Rotbaum to handle short series 3073 by leica2023

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