New features
- add iTransformer multivariate forecaster (#3017) by @kashif
- Add TiDE model (#3096) by @maxc01
- Add ercot dataset (#3148) by @lostella
- Add ETT datasets (#3149) by @lostella
- Add item_id to ERCOT and ETT datasets (#3150) by @shchur
- Add Seasonal Aggregate Predictor (#3162) by @rshyamsundar
Model updates
- Add option to provide function for season_length in SeasonalNaivePredictor (#3033) by @lostella
- R: add ARIwith exogenous regressors (#3086) by @leica2023
Breaking changes
- ev: Batch data for faster evaluation. (#3051) by @lostella
- Unify QuantileOutput and DistributionOutput (#3093) by @shchur
- Rotbaum: turn to json-based serialization (#3176) by @lostella
Fixes
- Fix issues related to new Pandas offset names (#3117) by @lostella
- Fix loader for the M5 dataset (#3151) by @shchur
- Fix loaders for M5 & ETT datasets (#3155) by @shchur
- Fix item_id for M5 dataset (#3156) by @shchur
- Serde: limit decode code execution (#3175) by @lostella
Dependencies
- Nursery: bump up pyarrow requirement in gluonts.nursery.tsbench (#3056) by @lostella
- Bump scikit-learn from 0.23.2 to 1.0.1 in /src/gluonts/nursery/daf (#3118) by @dependabot
- Bump sklearn version in nursery subpackages (#3120) by @lostella
- Bump dependencies versions to address dependabot alerts (#3173) by @lostella
- Bump dependencies versions to address dependabot alerts, again (#3174) by @lostella
Other changes
- update dockerfile python version to 3.8 (#3072) by @melopeo
- Update REFERENCES.md (#3078) by @abdulfatir
- CI: run R tests on push (#3089) by @lostella
- CI: chain requirements to ensure compatibility (#3112) by @Borda
- test: unify using @pytest.mark.flaky(...) & bump pytest plugins (#3132) by @Borda
- Add Chronos Breaking News (#3154) by @abdulfatir
- lint: freeze & run Black version 24.02 (#3131) by @Borda
- ci: update lints Ruff & docformatter (#3130) by @Borda
- Extend test coverage for pandas frequencies (#3179) by @shchur
- Tests: xfail test for fourier.arima.xreg (#3182) by @lostella