Statsforecast

Latest version: v1.7.5

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1.7.5

New Features

- Add MFLES Method tblume1992 (810)
- add SklearnModel jmoralez (812)

Bug Fixes

- Fix allowdrift and allowmean in non-stepwise AutoARIMA manuel-calzolari (828)
- return Naive model for constant series in AutoCES jmoralez (821)
- disable decomposition in theta when data has less than two seasonal periods jmoralez (820)
- return max float instead of Inf in arima_css_op jmoralez (819)

Enhancement

- fix syntax warnings in refit check jmoralez (824)
- set target_col=None in _parse_X_level jmoralez (822)
- fix refit check for models forward jmoralez (823)
- Create CODE_OF_CONDUCT.md tracykteal (818)
- use single threaded functions in multiprocessing jmoralez (815)

1.7.4

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)

1.7.3

Bug Fixes

- fix fitted values for sparse models jmoralez (775)

1.7.2

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)

1.7.1

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)

1.7.0

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)

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