Mlforecast

Latest version: v0.15.0

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0.7.1

New Features

- add `TimeSeries.update` method to update target values jmoralez (119)

Documentation

- fix slack link in README mergenthaler (117)

Maintenance

- set lower bound on spark for tests jmoralez (118)

Enhancement

- remove dynamic_dfs argument from LightGBMCV when it can be inferred jmoralez (125)

0.7.0

New Features

- add target_transforms jmoralez (110)
- add ray integration FedericoGarza (104)
- add input_size argument to cross_validation jmoralez (107)
- add fugue backend for distributed training with spark and dask jmoralez (90)
- add conformal distribution strategy FedericoGarza (97)

Breaking

- remove id_col='index' and set defaults for column names jmoralez (114)
- remove Forecast object jmoralez (113)
- replace dask-based distributed forecast with fugue-based jmoralez (102)

Documentation

- improve readme FedericoGarza (111)
- add fugue to docs jmoralez (100)
- add transfer learning tutorial FedericoGarza (93)
- fix prediction intervals plot FedericoGarza (92)
- Add prediction intervals tutorial FedericoGarza (87)

Maintenance

- set encoding on README open jmoralez (112)
- split distributed tests in CI jmoralez (99)

Enhancement

- extract distributed fit logic to model classes jmoralez (103)
- vectorize prediction intervals creation jmoralez (101)

0.6.0

New Features

- Add prediction (conformal) intervals FedericoGarza (86)
- Add nbdev merge to gitattributes FedericoGarza (85)

Bug Fixes

- remove lightgbm import from project namespace jmoralez (88)

Maintenance

- automate release jmoralez (89)

0.5.0

Breaking changes
* remove dashes from feature names by jmoralez in https://github.com/Nixtla/mlforecast/pull/69
* replace predict_fn with callbacks by jmoralez in https://github.com/Nixtla/mlforecast/pull/73

Features
* add MLForecast.from_cv by jmoralez in https://github.com/Nixtla/mlforecast/pull/71
* allow models to be dict by jmoralez in https://github.com/Nixtla/mlforecast/pull/72
* Add step size argument to cross validation method by FedericoGarza in https://github.com/Nixtla/mlforecast/pull/74
* Add `new_data` argument to `predict` method (allow transferability) by FedericoGarza in https://github.com/Nixtla/mlforecast/pull/79
* Perform cross validation without refitting the models by FedericoGarza in https://github.com/Nixtla/mlforecast/pull/81
* Support one model per horizon approach by jmoralez in https://github.com/Nixtla/mlforecast/pull/80
* support multiple models in cross_validation by jmoralez in https://github.com/Nixtla/mlforecast/pull/84
Bug fixes
* Remove `dynamic_dfs` argument from `cross_validation` method by FedericoGarza in https://github.com/Nixtla/mlforecast/pull/82
Documentation
* add getting started docs section by jmoralez in https://github.com/Nixtla/mlforecast/pull/64
* Add cross-validation tutorial by FedericoGarza in https://github.com/Nixtla/mlforecast/pull/76
* Add electricity peak forecasting tutorial by FedericoGarza in https://github.com/Nixtla/mlforecast/pull/77
* Improve description preprocessing ERCOT dataset by FedericoGarza in https://github.com/Nixtla/mlforecast/pull/78
Maintenance
* set methods on GroupedArray and preserve id_col in TimeSeries.fit_transform by jmoralez in https://github.com/Nixtla/mlforecast/pull/70

0.4.0

What's Changed
* rename Forecast to MLForecast by jmoralez in https://github.com/Nixtla/mlforecast/pull/63


**Full Changelog**: https://github.com/Nixtla/mlforecast/compare/v0.3.1...v0.4.0

0.3.1

What's Changed
* fix unused arguments by jmoralez in https://github.com/Nixtla/mlforecast/pull/61


**Full Changelog**: https://github.com/Nixtla/mlforecast/compare/v0.3.0...v0.3.1

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