What's New
Added
- new module (experimental): Time Series Clustering (#1049) @TonyBagnall
- new module (experimental): Pairwise transformers, kernels/distances on tabular data and panel data - base class, examples, extension templates (#1071) @fkiraly @chrisholder
- new module (experimental): Series annotation and PyOD adapter (#1021) @fkiraly @satya-pattnaik
- Clustering extension templates, docstrings & get_fitted_params (#1100) @fkiraly
- New Classifier: Implementation of signature based methods. (#714) @jambo6
- New Forecaster: Croston's method (#730) @Riyabelle25
- New Forecaster: ForecastingPipeline for pipelining with exog data (#967) @aiwalter
- New Transformer: Multivariate Detrending (#1042) @SveaMeyer13
- New Transformer: ThetaLines transformer (#923) @GuzalBulatova
- sktime registry (#1067) @fkiraly
- Feature/information criteria get_fitted_params (#942) @ltsaprounis
- Add plot_correlations() to plot series and acf/pacf (#850) @RNKuhns
- Add doc-quality tests on changed files (#752) @mloning
- Docs: Create add_dataset.rst (#970) @Riyabelle25
- Added two new related software packages (#1019) @aiwalter
- Added orbit as related software (#1128) @aiwalter
- adding fkiraly as codeowner for forecasting base classes (#989) @fkiraly
- added mloning and aiwalter as forecasting/base code owners (#1108) @fkiraly
Changed
- Update metric to handle y_train (#858) @RNKuhns
- TSC base template refactor (#1026) @fkiraly
- Forecasting refactor: base class refactor and extension template (#912) @fkiraly
- Forecasting refactor: base/template docstring fixes, added fit_predict method (#1109) @fkiraly
- Forecasters refactor: NaiveForecaster (#953) @fkiraly
- Forecasters refactor: BaseGridSearch, ForecastingGridSearchCV, ForecastingRandomizedSearchCV (#1034) @GuzalBulatova
- Forecasting refactor: polynomial trend forecaster (#1003) @thayeylolu
- Forecasting refactor: Stacking, Multiplexer, Ensembler and TransformedTarget Forecasters (#977) @thayeylolu
- Forecasting refactor: statsmodels and theta forecaster (#1029) @thayeylolu
- Forecasting refactor: reducer (#1031) @Lovkush-A
- Forecasting refactor: ensembler, online-ensembler-forecaster and descendants (#1015) @thayeylolu
- Forecasting refactor: TbatAdapter (#1017) @thayeylolu
- Forecasting refactor: PmdArimaAdapter (#1016) @thayeylolu
- Forecasting refactor: Prophet (#1005) @thayeylolu
- Forecasting refactor: CrystallBall Forecaster (#1004) @thayeylolu
- Forecasting refactor: default tags in BaseForecaster; added some new tags (#1013) @fkiraly
- Forecasting refactor: removing _SktimeForecaster and horizon mixins (#1088) @fkiraly
- Forecasting tutorial rework (#972) @fkiraly
- Added tuning tutorial to forecasting example notebook - fkiraly suggestions on top of #1047 (#1053) @fkiraly
- Classification: Kernel based refactor (#875) @MatthewMiddlehurst
- Classification: catch22 Remake (#864) @MatthewMiddlehurst
- Forecasting: Remove step_length hyper-parameter from reduction classes (#900) @mloning
- Transformers: Make OptionalPassthrough to support multivariate input (#1112) @aiwalter
- Transformers: Improvement to Multivariate-Detrending (#1077) @SveaMeyer13
- Update plot_series to handle pd.Int64 and pd.Range index uniformly (#892) @Dbhasin1
- Including floating numbers as a window length (#827) @thayeylolu
- update docs on loading data (#885) @SveaMeyer13
- Update docs (#887) @mloning
- [DOC] Updated docstrings to inform that methods accept ForecastingHorizon (#872) @julramos
Fixed
- Fix use of seasonal periodicity in naive model with mean strategy (from PR #917) (#1124) @mloning
- Fix ForecastingPipeline import (#1118) @mloning
- Bugfix - forecasters should use internal interface _all_tags for self-inspection, not _has_tag (#1068) @fkiraly
- bugfix: Prophet adapter fails to clone after setting parameters (#911) @Yard1
- Fix seeding issue in Minirocket Classifier (#1094) @Lovkush-A
- fixing soft dependencies link (#1035) @fkiraly
- Fix minor typos in docstrings (#889) @GuzalBulatova
- Fix manylinux CI (#914) @mloning
- Add limits.h to ensure pip install on certain OS's (#915) @tombh
- Fix side effect on input for Imputer and HampelFilter (#1089) @aiwalter
- BaseCluster class issues resolved (#1075) @chrisholder
- Cleanup metric docstrings and fix bug in _RelativeLossMixin (#999) @RNKuhns
- minor clarifications in forecasting extension template preamble (#1069) @fkiraly
- Fix fh in imputer method based on in-sample forecasts (#861) @julramos
- Arsenal fix, extended capabilities and HC1 unit tests (#902) @MatthewMiddlehurst
- minor bugfix - setting _is_fitted to False before input checks in forecasters (#941) @fkiraly
- Properly process random_state when fitting Time Series Forest ensemble in parallel (#819) @kachayev
- bump nbqa (#998) @MarcoGorelli
- datetime: Construct Timedelta from parsed pandas frequency (#873) @ckastner
All contributors: @Dbhasin1, @GuzalBulatova, @Lovkush-A, @MarcoGorelli, @MatthewMiddlehurst, @RNKuhns, @Riyabelle25, @SveaMeyer13, @TonyBagnall, @Yard1, @aiwalter, @chrisholder, @ckastner, @fkiraly, @jambo6, @julramos, @kachayev, @ltsaprounis, @mloning, @thayeylolu and @tombh