In this release we focused on adding even more features to our library. Please meet new models and transforms:
Added
- MedianOutliersTransform, DensityOutliersTransform (#30)
- Issues and Pull Request templates
- TSDataset checks (#24, #20)
- Pytorch-Forecasting models (#29)
- SARIMAX model (#10)
- Logging, including ConsoleLogger (#46)
- Correlation heatmap plotter (#77)
Changed
- Backtest is fully parallel
- New default hyperparameters for CatBoost
Fixed
- Documentation fixes (#55, #53, #52)
- Solved warning in LogTransform and AddConstantTransform (#26)
- Regressors does not have enough history bug (#35)
- make_future(1) and make_future(2) bug
- Fix working with 'cap' and 'floor' features in Prophet model (#62))
- Fix saving init params for SARIMAXModel (#81)
- Imports of nn models, PytorchForecastingTransform and Transform (#80))