Address FutureWarning from Scipy 1.10+ (#143)

* Fix FutureWarning from scipy 1.10+.

* Update copyrights.

* Update version.

merlion/models/anomaly/change_point/__init__.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/models/anomaly/forecast_based/arima.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/models/anomaly/forecast_based/ets.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/models/anomaly/forecast_based/sarima.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/models/ensemble/__init__.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/post_process/base.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/post_process/calibrate.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/post_process/factory.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/post_process/sequence.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/post_process/threshold.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/transform/bound.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

merlion/utils/resample.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause
@@ -152,7 +152,7 @@ def infer_granularity(time_stamps, return_offset=False):
         return (freq, offset) if return_offset else freq
 
     # Otherwise, start with the most commonly occurring timedelta
-    dt = pd.to_timedelta(min(scipy.stats.mode(orig_t[1:] - orig_t[:-1], axis=None)[0]))
+    dt = pd.to_timedelta(scipy.stats.mode(orig_t[1:] - orig_t[:-1], axis=None)[0].item())
 
     # Check if the data could be sampled at a k-monthly granularity.
     candidate_freqs = [dt]

setup.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause
@@ -47,7 +47,7 @@ def read_file(fname):
 
 setup(
     name="salesforce-merlion",
-    version="2.0.0",
+    version="2.0.1",
     author=", ".join(read_file("AUTHORS.md").split("\n")),
     author_email="[email protected]",
     description="Merlion: A Machine Learning Framework for Time Series Intelligence",

tests/anomaly/__init__.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/anomaly/forecast_based/__init__.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/anomaly/forecast_based/test_arima.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/anomaly/forecast_based/test_mses.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/anomaly/forecast_based/test_prophet.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/anomaly/forecast_based/test_sarima.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/anomaly/multivariate/test_autoencoder.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/anomaly/multivariate/test_dagmm.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/anomaly/multivariate/test_lstmed.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/anomaly/multivariate/test_vae.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/anomaly/test_anom_ensemble.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/anomaly/test_dbl.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/anomaly/test_default.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/anomaly/test_dpad.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/anomaly/test_isolation_forest.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/anomaly/test_random_cut_forest.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/anomaly/test_spectral_residual.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/anomaly/test_stat_threshold.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/anomaly/test_windstats.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/anomaly/test_zms.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/change_point/__init__.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/change_point/test_bocpd.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/change_point/test_conj_prior.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/evaluate/__init__.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/evaluate/test_eval_anomaly.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/evaluate/test_eval_forecast.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/forecast/__init__.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/forecast/test_autoets.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/forecast/test_autosarima.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/forecast/test_baggingtrees.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause
@@ -72,11 +72,7 @@ def test_forecast_multi(self):
         # self.assertAlmostEqual(rmse, 0.08, delta=0.1)
 
         # Check look-ahead RMSE using time_series_prev
-        dataset = RollingWindowDataset(self.test_data,
-                                       self.i,
-                                       self.maxlags,
-                                       self.max_forecast_steps,
-                                       ts_index=True)
+        dataset = RollingWindowDataset(self.test_data, self.i, self.maxlags, self.max_forecast_steps, ts_index=True)
         testing_instance, testing_label = next(iter(dataset))
         pred, _ = self.model.forecast(testing_label.time_stamps, testing_instance)
         lookahead_rmse = ForecastMetric.RMSE.value(testing_label, pred, target_seq_index=self.i)
@@ -102,11 +98,7 @@ def test_forecast_uni(self):
         self.assertAlmostEqual(rmse, 0.01, delta=0.1)
 
         # Check look-ahead RMSE using time_series_prev
-        dataset = RollingWindowDataset(self.test_data_uni,
-                                       self.i,
-                                       self.maxlags,
-                                       self.max_forecast_steps,
-                                       ts_index=True)
+        dataset = RollingWindowDataset(self.test_data_uni, self.i, self.maxlags, self.max_forecast_steps, ts_index=True)
         testing_instance, testing_label = next(iter(dataset))
         pred, _ = self.model.forecast(testing_label.time_stamps, testing_instance)
         lookahead_rmse = ForecastMetric.RMSE.value(testing_label, pred, target_seq_index=self.i)

tests/forecast/test_boostingtrees.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/forecast/test_default.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/forecast/test_ets.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/forecast/test_exog.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/forecast/test_forecast_ensemble.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2022 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause

tests/forecast/test_istat.py

@@ -1,5 +1,5 @@
 #
-# Copyright (c) 2021 salesforce.com, inc.
+# Copyright (c) 2023 salesforce.com, inc.
 # All rights reserved.
 # SPDX-License-Identifier: BSD-3-Clause
 # For full license text, see the LICENSE file in the repo root or https://opensource.org/licenses/BSD-3-Clause
@@ -68,7 +68,7 @@ def test_recency_weighted_stats(self):
         # rwv normal data
         rwv = RecencyWeightedVariance(recency_weight=1e-4)
         rwv.add_batch(normal_data)
-        self.assertAlmostEqual(245.7, rwv.value ** 0.5, places=-1)
+        self.assertAlmostEqual(245.7, rwv.value**0.5, places=-1)
 
         for data in self.data1, self.data2, self.data3:
             left, right = data[:800], data[800:]