0.6.17

0.6.17 🇺🇦 🇺🇦 🇺🇦

• minor adjustments and bug fixes for scalability
• added BallTreeRegressionMotif

0.6.16

0.6.16 🇺🇦 🇺🇦 🇺🇦

• export_template added focus_models option
• added OneClassSVM and GaussianMixture anomaly model options
• added plot_unpredictability_score
• added a few more NeuralForecast search options
• bounds_only to Constraint transformer
• updates for deprecated upstream args
• FIRFilter transformer added
• mle and imle downscaled to reduce score imbalance issues with these two in generate score
• SectionalMotif now more robust to forecast lengths longer than history
• new transformer and metric options for SectionalMotif
• NaN robustness to matse
• 'round' option to Constraint
• minor change to mosaic min style ensembles to remove edge case errors
• 'mosaic-profile', 'filtered', 'unpredictability_adjusted' and 'median' style mosaics added
• updated profiler, and improved feature generation for horizontal generalization
• changepoint style trend as an option to GLM and GLS
• added ShiftFirstValue which is only a minor nuance on PositiveShift transformer
• added BasicLinearModel model
• datepart_method, scale, and fourier encodig to WindowRegression
• trimmed_mean and more date part options to SeasonalityMotif
• some additional options to MultivariateRegression
• added ThetaTransformer
• added TVVAR model (time varying VAR)
• added ChangepointDetrend transformer
• added MeanPercentSplitter transformer
• updated load_daily with more recent history
• added support for passing a custom metric

0.6.15

0.6.15 🇺🇦 🇺🇦 🇺🇦

• Constraint transformer added
• historical_growth constraint method added
• fft as multivariate_feature for Cassandra
• None trend_window now searched as part of Cassandra
• "quarterlydayofweek" method added for datepart
• threshold_method arg to AlignLastValue
• general tempate updated
• slight change to MATSE metric, now only abs values for scaling
• additional args to DatepartRegression
• bug fixes

0.6.14

0.6.14 🇺🇦 🇺🇦 🇺🇦

• prevent excessive use of 'CenterSplit' and other macro_micro style transformers
• added ElasticNetwork as subsidiary regression model option
• KalmanSmoothing, BKBandpassFilter added on_inverse option
• add threshold arg to AlignLastValue

0.6.13

0.6.13 🇺🇦 🇺🇦 🇺🇦

• trend_phi directly into Prophet
• subset arg to make KalmanStateSpace more scalable to memory
• bug fixes

0.6.12

0.6.12 🇺🇦 🇺🇦 🇺🇦

• bug fixes
• added DMD model
• modified the constraints options so it now accepts of list of dictionaries of constraints with new last_window and slope options
• 'dampening' as a constraint method to dampen all forecasts, fixed Cassandra trend_phi dampening
• new med_diff anomaly method and 'laplace' added as distribution option
• modified fourier_df to now work with sub daily data
• some madness with wavelets attempting to use them like fourier series for seasonality

0.6.11

0.6.11 🇺🇦 🇺🇦 🇺🇦

• bug fixes
• continually trying to keep up with the Pandas maintainers who are breaking stuff for no good reasonable
• updated RollingMeanTransformer and RegressionFilter, RegressionFilter should now be less memory intensive
• EIA data call to load_live_daily
• horizontal_ensemble_validation arg for more complete validation on these ensembles

0.6.10

0.6.10 🇺🇦 🇺🇦 🇺🇦

• assorted minor bug fixes
• bug in mosaic model selection fixed
• added crosshair_lite mosaic

0.6.9

0.6.9 🇺🇦 🇺🇦 🇺🇦

• expanded regressor options for MultivariateRegression, NeuralForecast (currently only available directly, not from AutoTS class)
• matse bug fix on all 0 history

0.6.8

0.6.8 🇺🇦 🇺🇦 🇺🇦

• bug fixes, robust for OpenBLAS nan handling kernel failures
• added BKBandpassFilter
• added expand_horizontal for scaling mosaics