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 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