Feature release.
Users should also note completed deprecations and consult notes below.
Please see our changelog for a description of all changes.
Highlights
- better memory management: smaller
sktimepackage size, smaller estimator memory footprint (#10459, #10892) @Faakhir30, @fkiraly pandas 3support (#11056, #11153) @yash-sangwan- New foundation model forecasters:
- Tafsut (#11053) @aryamanDutta
- TimesFM3 (#10976) @hasanfaesal
- TiRex-2 (#10786) @yash-sangwan
- TFC-T0 (#10447) @siddharth7113
- Recursive reduction using Monte-Carlo to probabilistic tabular regressors,
MCRecursiveProbaReductionForecaster(#9242) @marrov - CRAN
fable::ARIMAforecaster (viarpy2) (#8641) @ericjb - interface to
hypertrees-forecasting:HyperTreeARForecaster(#11076) @oberoir080 - forecasting
evaluateutility now can run benchmarks forpretrain-able forecasters (#10560) @jgyasu - new transformations:
SavitzkyGolayTransformer,HilbertTransformer, andWaveletPacketTransformer(#10810) @ved197338 EventTPR,MeanDetectionOffsetandFalseAlarmRatefor live event detection (#11197) @yash-sangwan- Hierarchical/agglomerative clustering for time series (#9187) @Muhammad-Rebaal
Core interface changes
Registry and tags
- The
craftutility for deserializing estimator specifications now has asafeargument which prevents arbitrary serialized code in the estimator definition. Only a restricted syntax with estimator names insktimeis allowed.
On-board libraries
- The
tbatspackage is no longer maintained and has been vendored intosktime.libs.
Thesktimevendor is also updated for compatibility with newestnumpyandscikit-learn.
Deprecations and removals
-
From version 1.3.0, forecasters will no longer universally provide "refitting "
updatecapability by default and as a consequence no longer store all data seen so far inself._yand/orself._X.
Forecasters with an available "update" mode can now be queried via thecapability:updatetag.
To replicate the former default behaviour of "memorize all data and refit" in an upwards compatible way, users can use theUpdateRefitsEverycompositor fromsktime.forecasting.stream.
In order to test future post-1.3.0 behaviour, users can set the configremember_datatoFalse, via the.set_config(remember_data=False)(prior to forecaster use). -
In line with the forecaster update default change, from version 1.3.0,
self._yandself._Xwill no longer store all data seen so far by default.
Users who wish to retain the previous behavior in an upwards compatible way can set the configremember_datatoTruevia the.set_config(remember_data=True)(prior to forecaster use). -
Deprecation of the
capability:global_forecastingtag is complete, it has been removed entirely.
Users should use thecapability:pretraintag instead.
All Contributors
@8rulerstar,
@AanchalGupta1162,
@AbdulAliMamnun,
@AbiramiR-27,
@adan-shahid,
@adity1raut,
@AH64-dll,
@AlejandroCoronadoN,
@AlvaroBalbin,
@amarjaleelbanbhan,
@Anai-Guo,
@andoriyaprashant,
@anupamkr1708,
@archittmittal,
@aryamanDutta,
@Ashish-Kumar-Dash,
@Ayushagrawal-cse,
@baremetaldevx86,
@Belagum,
@blackorange-mega,
@Boubker10,
@chala2001,
@Chetansahney,
@chintam-dhanush,
@chrisprown902-wq,
@CloseChoice,
@coding-cosmos,
@dannymaaz,
@DebD-max,
@DebojitNath,
@dhairya-motta,
@dhruvb2028,
@direkkakkar319-ops,
@dongwonmoon,
@ericjb,
@Faakhir30,
@fathirramadhan-web,
@felipebridge,
@fkiraly,
@fnhirwa,
@gabrielemidulla,
@geetu040,
@godarrenw,
@goyaladitya05,
@gthay,
@Harshavardhan-28,
@hasanfaesal,
@hdimer,
@HuzaifaAbdulRehman,
@InnoxCodes,
@JamesBoardman27,
@jbbqqf,
@jgyasu,
@jvsch,
@kajal-jotwani,
@Keykyrios,
@KingLizard1020,
@LouisDeconinck,
@LunarScoop,
@luziyi123448-gif,
@maarcosrmz,
@marrov,
@mccool1010,
@Me-Priyank,
@MGPOCKY,
@Muhammad-Rebaal,
@NAME-ASHWANIYADAV,
@nicolasdmolina,
@Nikunjsaini07,
@Nischal1425,
@oberoir080,
@OfficialAbhinavSingh,
@Partharsid,
@PiyushKumar74110,
@Pragati5-DEBUG,
@pruthvipatill,
@Ridadata,
@RobKuebler,
@sabasiddique1,
@Saswatsusmoy,
@Sharon-study,
@shivamlalakiya,
@shubham5080,
@siddharth7113,
@Siddhartha23i,
@snoopuppy582,
@Spicy-source,
@srupat,
@sudo-muneeb,
@tarundb2005-create,
@TayfurYldz,
@Tharun-10Dragneel,
@Udayan853,
@Valentino-source-dev,
@ved197338,
@vedantag17,
@WAHIB-EL-KHADIRI,
@webzuweb,
@wunianze666-netizen,
@YadavAkash96,
@yash-sangwan,
@zelihaguven
New Contributors
- @MGPOCKY made their first contribution in #10708
- @Udayan853 made their first contribution in #8868
- @AlejandroCoronadoN made their first contribution in #10816
- @chintam-dhanush made their first contribution in #10817
- @Nikunjsaini07 made their first contribution in #10801
- @baremetaldevx86 made their first contribution in #10787
- @coding-cosmos made their first contribution in #10788
- @Spicy-source made their first contribution in #10805
- @Partharsid made their first contribution in #10812
- @Saswatsusmoy made their first contribution in #10554
- @AbiramiR-27 made their first contribution in #10559
- @AH64-dll made their first contribution in #10830
- @jbbqqf made their first contribution in #10214
- @Tharun-10Dragneel made their first contribution in #10175
- @DebojitNath made their first contribution in #10811
- @maxelliotmingail-afk made their first contribution in #10837
- @shivamlalakiya made their first contribution in #10698
- @DebD-max made their first contribution in #10819
- @Muhammad-Rebaal made their first contribution in #9187
- @kajal-jotwani made their first contribution in #9489
- @AanchalGupta1162 made their first contribution in #10859
- @JamesBoardman27 made their first contribution in #10877
- @LunarScoop made their first contribution in #10861
- @pruthvipatill made their first contribution in #10869
- @aryamanDutta made their first contribution in #10847
- @Boubker10 made their first contribution in #10835
- @WAHIB-EL-KHADIRI made their first contribution in #10730
- @Pragati5-DEBUG made their first contribution in #10858
- @Harshavardhan-28 made their first contribution in #10870
- @ved197338 made their first contribution in #10810
- @Ridadata made their first contribution in #10733
- @tarundb2005-create made their first contribution in #10879
- @maarcosrmz made their first contribution in #9527
- @anupamkr1708 made their first contribution in #10886
- @wunianze666-netizen made their first contribution in #10848
- @gthay made their first contribution in #10638
- @godarrenw made their first contribution in #10942
- @dhairya-motta made their first contribution in #10289
- @Valentino-source-dev made their first contribution in #10939
- @Siddhartha23i made their first contribution in #10889
- @chala2001 made their first contribution in #10908
- @luziyi123448-gif made their first contribution in #10909
- @dannymaaz made their first contribution in #10596
- @Keykyrios made their first contribution in #10871
- @hdimer made their first contribution in #10947
- @Ashish-Kumar-Dash made their first contribution in #9373
- @PiyushKumar74110 made their first contribution in #11026
- @AbdulAliMamnun made their first contribution in #11043
- @Sharon-study made their first contribution in #11045
- @chrisprown902-wq made their first contribution in #11013
- @oberoir080 made their first contribution in #11034
- @blackorange-mega made their first contribution in #11052
- @LouisDeconinck made their first contribution in #11090
- @Anai-Guo made their first contribution in #11104
- @webzuweb made their first contribution in #11108
- @gabrielemidulla made their first contribution in #10985
- @nicolasdmolina made their first contribution in #11078
- @adity1raut made their first contribution in #11099
- @shubham5080 made their first contribution in #11109
- @felipebridge made their first contribution in #11142
- @KingLizard1020 made their first contribution in #11115
- @Ayushagrawal-cse made their first contribution in #11160
- @fathirramadhan-web made their first contribution in #11165
- @TayfurYldz made their first contribution in #11141
- @InnoxCodes made their first contribution in #11178
- @Belagum made their first contribution in #11119
- @HuzaifaAbdulRehman made their first contribution in #11077
- @sudo-muneeb made their first contribution in #10663
- @AlvaroBalbin made their first contribution in #11207
- @YadavAkash96 made their first contribution in #9429
- @Me-Priyank made their first contribution in #11221
- @zelihaguven made their first contribution in #11205
- @8rulerstar made their first contribution in #11233
- @mccool1010 made their first contribution in #11236
- @hasanfaesal made their first contribution in #10976
- @dongwonmoon made their first contribution in #10997
- @dhruvb2028 made their first contribution in #10921
- @jvsch made their first contribution in #10982
- @amarjaleelbanbhan made their first contribution in #11259
Full Changelog: v1.1.0...v1.2.0