Neuralforecast

New Features

- [FEAT] - Add KAN marcopeix (999)
- [FEAT] - Add TimeMixer marcopeix (1071)
- [FEAT] - Add support for datasets that can't fit in memory jasminerienecker (1049)

Bug Fixes

- [FIX] ignore pytorch lightning's PossibleUserWarning fabianbergermann (1081)
- [FIX] bug in the NBEATSx exogenous basis stack jasminerienecker (1072)
- [FIX] Fix nbdev_version in test & environment elephaint (1089)

Documentation

- [DOCS] add tutorial for large dataset DataLoader jasminerienecker (1074)
- [DOCS] Restructure documentation elephaint (1063)
- [DOCS] Fix examples elephaint (1092)
- [DOCS] Fix tables elephaint (1090)
- [DOCS] Fix docs layout issues elephaint (1085)
- [DOCS] Fix issues elephaint (1082)

Dependencies

- Bump actions/setup-python from 5.1.0 to 5.1.1 in the ci-dependencies group dependabot (1067)
- use commit hash in actions and add dependabot updates jmoralez (1066)

New Features

- [FEAT] ISQF elephaint (1019)
- [FEAT] - Add SOFTS model marcopeix (1024)
- [FEAT] Add option to support user defined learning rate scheduler for NeuralForecast Models JQGoh (998)
- [FEAT] Implicit Quantile Networks elephaint (1007)

Bug Fixes

- use assign argument if available in nn.Module.load_state_dict jmoralez (1032)
- update min_size in TimeSeriesDataset.append jmoralez (1033)
- fix num_tasks in spark integration jmoralez (1028)

Documentation

- fix: add tsmixer tutorial to sidebar AzulGarza (978)
- Update models in the README candalfigomoro (946)

Enhancement

- suppress warning when saving hyperparameters in base auto jmoralez (1034)
- automatically set refit_with_val when early stopping is enabled jmoralez (1031)

New Features

- [FEAT] DeepNPTS model elephaint (990)
- [FEAT] TiDE model elephaint (971)

Bug Fixes

- [FIX] Refit after validation boolean elephaint (991)
- fix cross_validation results with uneven windows jmoralez (989)
- [FIX] fix wrong import doc PatchTST elephaint (967)
- [FIX] raise exception nbeats h=1 with stacks elephaint (966)

Enhancement

- reduce default warnings jmoralez (974)
- Create CODE_OF_CONDUCT.md tracykteal (972)

New Features

- multi-node distributed training with spark jmoralez (935)
- [FEAT] Add BiTCN model elephaint (958)
- [FEAT] - Add iTransformer to neuralforecast marcopeix (944)
- [FEAT] Add MLPMultivariate model elephaint (938)

Bug Fixes

- [FIX] Fixes default settings of BiTCN elephaint (961)
- [FIX] HINT not producing coherent forecasts elephaint (964)
- [FIX] Fixes 948 multivariate predict/val issues when n_series > 1024 elephaint (962)
- handle exogenous variables of TFT in parent class jmoralez (959)
- fix early stopping in ray auto models jmoralez (953)
- fix cross_validation when the id is the index jmoralez (951)

Documentation

- add MLflow logging example cargecla1 (892)

New Features

- [FEAT] Added TSMixerx model elephaint (921)
- Add Time-LLM marcopeix (908)
- [FEAT] Added TSMixer model elephaint (914)
- Add option to support user defined optimizer for NeuralForecast Models JQGoh (901)
- [FEAT] Added NLinear model ggattoni (900)
- [FEAT] Added DLinear model cchallu (875)
- support refit in cross_validation jmoralez (842)
- use environment variable to get id as column in outputs jmoralez (841)
- support different column names for ids, times and targets jmoralez (838)
- polars support jmoralez (829)
- add callbacks to auto models jmoralez (795)

Bug Fixes

- [FIX] Avoid raised error for varied step_size parameter during predict_insample() JQGoh (933)
- [FIX] 926 auto ensure all models support alias and 924 Configuring hyperparameter space for Auto* Models elephaint (927)
- fix base_multivariate window generation jmoralez (907)
- Fix optuna multigpu jmoralez (889)
- support saving and loading models with alias jmoralez (867)
- [FIX] Polars `.columns` produces list rather than Pandas Index akmalsoliev (862)
- add missing models to filename dict jmoralez (856)
- ensure exogenous features are lists jmoralez (851)
- fix save with save_dataset=False jmoralez (850)
- copy config in optuna jmoralez (844)
- Fixed: Exception: max_epochs is deprecated, use max_steps instead. twobitunicorn (835)
- fix single column 2d array polars df jmoralez (830)
- move scalers to core jmoralez (813)
- [FIX] Default AutoPatchTST config cchallu (811)
- [FIX] ReVin Numerical Stability dluuo (781)
- On Windows, prevent long trial directory names tg2k (735)

Documentation

- removed documentation for missing argument yarnabrina (913)
- feat: Added cross-validation tutorial MMenchero (897)
- chore: update license to apache-2 AzulGarza (882)
- [FEAT] Model table in README cchallu (880)
- redirect to mintlify docs jmoralez (816)
- add missing models to documentation jmoralez (775)

Dependencies

- add windows to CI jmoralez (814)
- address future warnings jmoralez (898)
- use scalers from coreforecast jmoralez (873)
- add python 3.11 to CI jmoralez (839)

Enhancement

- Reduce device transfers elephaint (923)
- extract common methods to BaseModel jmoralez (915)
- remove TQDMProgressBar callback jmoralez (899)
- use fsspec in save and load methods jmoralez (895)
- Feature/Check input for NaNs when available_mask = 1 JQGoh (894)
- switch `flake8` to `ruff` Borda (871)
- use future instead of deprecation warnings jmoralez (849)
- add frequency validation and futr_df debugging methods jmoralez (833)

New Features

- TemporalNorm with ReVIN learnable parameters kdgutier (768)
- support optuna in auto models jmoralez (763)
- [FEAT] TimesNet model cchallu (757)
- add local_scaler_type jmoralez (754)
- [FEAT] Implementation of Exogenous - NBEATSx akmalsoliev (738)

Bug Fixes

- [FIX] futr_exog_list in Auto and HINT classes cchallu (773)
- fix off by one error in BaseRecurrent available_ts KeAWang (759)

Documentation
- [DOCS] Scaling tutorial cchallu (770)
- [DOCS] Auto hyperparameter selection with optuna cchallu (767)
- [DOCS] Update tutorials to v.1.6.3 cchallu (741)

Enhancement

- check futr_exog_list are in futr_df jmoralez (769)