Changelog

New Features

• Add ckpt_path argument to PyTorchLightningEstimator. (#1872)
• Add TSBench (#1865)
• add SCott code to nursery (#1827)
• Add dynamic code for shell. (#1821)
• Adding torch.isqf (#1815)
• Add tsbench readme placeholder (#1808)
• Adding ISQF distribution class (#1746)
• Adding IQF to remove quantile crossing and required retraining for ne… (#1693)
• Hierarchical Forecaster: End-to-End model based on DeepVAR (#1665)
• Adding glouonts.torch.piecewise_linear (#1663)
• Add quantitle regression mode to AutoGluon-based TabularEstimator (#1611)
• add dummy estimator to trivial models (#1602)

Bug Fixes

• Add file path argument to m5 dataset generation (#1896)
• Fix negative binomial parameter map (#1893)
• Fix negative binomial sampling (#1884)
• Fixes for Monash Forecasting Repository datasets (#1879)
• Fix serde.flat type handling. (#1851)
• Fix datesplitter. (#1850)
• changed metadata creation function (#1847)
• Check equality of transformations. (#1844)
• Fix samples scaling in PyTorch DeepAR (#1836)
• Fix _version for cases when git is not installed. (#1825)
• Fixed data leakage bug in implementation of dynamic real and categorical features (#1809)
• fix for #1725, reverse breaking changes to data loader and handle all zero batches (#1779)
• Upgrade pytorch and pytorch-lightning requirements and some fixes. (#1765)
• Fix torch NOPScaler shape. (#1752)
• Convert batchify list to np array (#1732)
• Fix gluonts.json; added bdump/bdumps. (#1721)
• Fix scaling for pytorch negative binomial output (#1702)
• Fix frequency string conversion from ts format, add test (#1652)
• Fix NegativeBinomial constructor args in NegativeBinomialOutput (torch) (#1651)
• Add batch_size attribute to MQCNNEstimator and MQRNNEstimator (#1645)
• Add additional datasets from the Monash Time Series Forecasting Repository (#1632)

Breaking Changes

• Extend default quantiles for MQ* Estimators to match MSIS quantiles. (#1866)
• changed metadata creation function (#1847)
• Remove support module. (#1792)
• Set minimum Python version to 3.7. (#1791)
• Exceptions cleanup. (#1615)

Other Changes & Improvements

• Update mypy to 0.910. (#1875)
• Bump ujson from 4.3.0 to 5.1.0 in /src/gluonts/nursery/tsbench (#1869)
• Update black to v22. (#1867)
• Fix docstring typo in feature.py (#1863)
• Fix scott checks. (#1845)
• Remove requirement for @validated in from_hyperparameters. (#1826)
• Fix test collect ignore. (#1817)
• Split tests into one workflow for each framework. (#1805)
• Mark transformer as flaky. (#1801)
• Mark empirical_distribution test as flaky. (#1798)
• Use of int/float/object over np.int/float/object for dtype. (#1795)
• Rework tests. (#1786)
• Update typing_extension version. (#1785)
• Use of independent random seed. (#1767)
• Upgrade pytorch and pytorch-lightning requirements and some fixes. (#1765)
• Remove sphinx-autobuild sphinx-autorun, update sphinx version. (#1745)
• Exlude bin folders from apidoc. (#1744)
• Don't run doctest on nursery. (#1743)
• Hierarchical: Compute relative reconciliation error and add tests (#1722)
• Fixing doc build from mqcnn-iqf commit (#1699)
• Replace miniver with custom versioning code. (#1662)
• Cap numba<0.54, ipykernel<6.2.0 (#1661)
• Removed assert for cardinality and static feats (#1659)