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
.columnsproduces 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
flake8toruff@Borda (#871) - use future instead of deprecation warnings @jmoralez (#849)
- add frequency validation and futr_df debugging methods @jmoralez (#833)