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0.3.4

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@winedarksea winedarksea released this 22 Aug 05:05
· 961 commits to master since this release
0ab2e48

Latest

  • improvements to joblib parallelized models (not copying the full df)
  • additonal parameter checks
  • made "auto" cpu_count even more conservative
  • improved 'Score' generation. It should now be more equally weighted across metrics.
  • fixed potential bug for horizontal ensemble selection if perfect forecasts were delivered
  • Horizontal ensembles now chosen by combination of multiple metrics and metric_weighting (mae, rmse, spl, contour)
  • re-weighted fillna probabilities for random choice
  • addressed a few deprecation warnings
  • new plot_horizontal() function for AutoTS to quickly visual horizontal ensembles
  • Probabilistic and HDist ensembles are now deprecated (they can still be run by model_forecast but not by AutoTS class)
  • new introduce_na parameter which makes series more robust to the last values being NaN in final but never in any validation
  • Mosaic Ensembles! These can offer major improvements to MAE, but are also less stable than horizontal ensembles.