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Release 0.26.0 (#1994)
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* bump u8darts 0.25.0

* update changelog
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dennisbader authored Sep 16, 2023
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40 changes: 25 additions & 15 deletions CHANGELOG.md
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## [Unreleased](https://github.com/unit8co/darts/tree/master)

[Full Changelog](https://github.com/unit8co/darts/compare/0.25.0...master)
[Full Changelog](https://github.com/unit8co/darts/compare/0.26.0...master)

### For users of the library:
### For developers of the library:

## [0.26.0](https://github.com/unit8co/darts/tree/0.26.0) (2023-09-16)
### For users of the library:

**Improved**
- `TimeSeries` with a `RangeIndex` starting in the negative start are now supported by `historical_forecasts`. [#1866](https://github.com/unit8co/darts/pull/1866) by [Antoine Madrona](https://github.com/madtoinou).
- Added a new argument `start_format` to `historical_forecasts()`, `backtest()` and `gridsearch` that allows to use an integer `start` either as the index position or index value/label for `series` indexed with a `pd.RangeIndex`. [#1866](https://github.com/unit8co/darts/pull/1866) by [Antoine Madrona](https://github.com/madtoinou).
- Added `RINorm` (Reversible Instance Norm) as an input normalization option for all `TorchForecastingModel` except `RNNModel`. Activate it with model creation parameter `use_reversible_instance_norm`. [#1969](https://github.com/unit8co/darts/pull/1969) by [Dennis Bader](https://github.com/dennisbader).
- Reduced the size of the Darts docker image `unit8/darts:latest`, and included all optional models as well as dev requirements. [#1878](https://github.com/unit8co/darts/pull/1878) by [Alex Colpitts](https://github.com/alexcolpitts96).
- Added method `TimeSeries.cumsum()` to get the cumulative sum over time series along the time axis. [#1988](https://github.com/unit8co/darts/pull/1988) by [Eliot Zubkoff](https://github.com/Eliotdoesprogramming).
- Added short examples in the docstring of all the models, including covariates usage and some model-specific parameters. [#1956](https://github.com/unit8co/darts/pull/1956) by [Antoine Madrona](https://github.com/madtoinou).
- All `RegressionModel`s now support component/column-specific lags for target, past, and future covariates series. [#1962](https://github.com/unit8co/darts/pull/1962) by [Antoine Madrona](https://github.com/madtoinou).
- Added method `TimeSeries.cumsum()` to get the cumulative sum of the time series along the time axis. [#1988](https://github.com/unit8co/darts/pull/1988) by [Eliot Zubkoff](https://github.com/Eliotdoesprogramming).
- 🔴 Added past covariates feature projection to `TiDEModel` with parameter `temporal_width_past` following the advice of the model architect. Parameter `temporal_width` was renamed to `temporal_width_future`. Additionally, added the option to bypass the feature projection with `temporal_width_past/future=0`. [#1993](https://github.com/unit8co/darts/pull/1993) by [Dennis Bader](https://github.com/dennisbader).
- Improvements to `EnsembleModel`:
- 🔴 Renamed `EnsembleModel` and `NaiveEnsembleModel` constructor argument `models` to `forecasting_models`. [#1815](https://github.com/unit8co/darts/pull/#1815) by [Antoine Madrona](https://github.com/madtoinou).
- `EnsembleModel`, `RegressionEnsembleModel` and `NaiveEnsembleModel` accept pretrained `GlobalForecastingModel` as `forecasting_models` to avoid re-training when ensembling. [#1815](https://github.com/unit8co/darts/pull/#1815) by [Antoine Madrona](https://github.com/madtoinou).
- Improvements to `RegressionModel`: [#1962](https://github.com/unit8co/darts/pull/1962) by [Antoine Madrona](https://github.com/madtoinou).
- 🚀🚀 All models now support component/column-specific lags for target, past, and future covariates series.
- Improvements to `TorchForecastingModel`:
- 🚀 Added `RINorm` (Reversible Instance Norm) as an input normalization option for all models except `RNNModel`. Activate it with model creation parameter `use_reversible_instance_norm`. [#1969](https://github.com/unit8co/darts/pull/1969) by [Dennis Bader](https://github.com/dennisbader).
- 🔴 Added past covariates feature projection to `TiDEModel` with parameter `temporal_width_past` following the advice of the model architect. Parameter `temporal_width` was renamed to `temporal_width_future`. Additionally, added the option to bypass the feature projection with `temporal_width_past/future=0`. [#1993](https://github.com/unit8co/darts/pull/1993) by [Dennis Bader](https://github.com/dennisbader).
- Improvements to `EnsembleModel`: [#1815](https://github.com/unit8co/darts/pull/#1815) by [Antoine Madrona](https://github.com/madtoinou) and [Dennis Bader](https://github.com/dennisbader).
- 🔴 Renamed model constructor argument `models` to `forecasting_models`.
- 🚀🚀 Added support for pre-trained `GlobalForecastingModel` as `forecasting_models` to avoid re-training when ensembling. This requires all models to be pre-trained global models.
- 🚀 Added support for generating the `forecasting_model` forecasts (used to train the ensemble model) with historical forecasts rather than direct (auto-regressive) predictions. Enable it with `train_using_historical_forecasts=True` at model creation.
- Added an example notebook for ensemble models.
- Improvements to historical forecasts, backtest and gridsearch: [#1866](https://github.com/unit8co/darts/pull/1866) by [Antoine Madrona](https://github.com/madtoinou).
- Added support for negative `start` values to start historical forecasts relative to the end of the target series.
- Added a new argument `start_format` that allows to use an integer `start` either as the index position or index value/label for `series` indexed with a `pd.RangeIndex`.
- Added support for `TimeSeries` with a `RangeIndex` starting at a negative integer.
- Other improvements:
- Reduced the size of the Darts docker image `unit8/darts:latest`, and included all optional models as well as dev requirements. [#1878](https://github.com/unit8co/darts/pull/1878) by [Alex Colpitts](https://github.com/alexcolpitts96).
- Added short examples in the docstring of all the models, including covariates usage and some model-specific parameters. [#1956](https://github.com/unit8co/darts/pull/1956) by [Antoine Madrona](https://github.com/madtoinou).
- Added method `TimeSeries.cumsum()` to get the cumulative sum of the time series along the time axis. [#1988](https://github.com/unit8co/darts/pull/1988) by [Eliot Zubkoff](https://github.com/Eliotdoesprogramming).

**Fixed**
- Fixed a bug in `TimeSeries.from_dataframe()` when using a pandas.DataFrame with `df.columns.name != None`. [#1938](https://github.com/unit8co/darts/pull/1938) by [Antoine Madrona](https://github.com/madtoinou).
- Fixed a bug in `RegressionEnsembleModel.extreme_lags` when the forecasting models have only covariates lags. [#1942](https://github.com/unit8co/darts/pull/1942) by [Antoine Madrona](https://github.com/madtoinou).
- Fixed a bug when using `TFTExplainer` with a `TFTModel` running on GPU. [#1949](https://github.com/unit8co/darts/pull/1949) by [Dennis Bader](https://github.com/dennisbader).
- Fixed a bug in `TorchForecastingModel.load_weights()` that raised an error when loading the weights from a valid architecture. [#1952](https://github.com/unit8co/darts/pull/1952) by [Antoine Madrona](https://github.com/madtoinou).
- 🔴 Dropped support for lambda functions in `add_encoders`’s “custom” encoder in favor of named functions to ensure that models can be exported. [#1957](https://github.com/unit8co/darts/pull/1957) by [Antoine Madrona](https://github.com/madtoinou).
- Fixed a bug in `NLinearModel` where `normalize=True` and past covariates could not be used at the same time. [#1873](https://github.com/unit8co/darts/pull/1873) by [Eliot Zubkoff](https://github.com/Eliotdoesprogramming).
- Properly raising an error when an `EnsembleModel` containing at least one `LocalForecastingModel` is calling `historical_forecasts` with `retrain=False`. [#1815](https://github.com/unit8co/darts/pull/#1815) by [Antoine Madrona](https://github.com/madtoinou).
- Raise an error when an `EnsembleModel` containing at least one `LocalForecastingModel` is calling `historical_forecasts` with `retrain=False`. [#1815](https://github.com/unit8co/darts/pull/#1815) by [Antoine Madrona](https://github.com/madtoinou).
- 🔴 Dropped support for lambda functions in `add_encoders`’s “custom” encoder in favor of named functions to ensure that models can be exported. [#1957](https://github.com/unit8co/darts/pull/1957) by [Antoine Madrona](https://github.com/madtoinou).

### For developers of the library:

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2 changes: 1 addition & 1 deletion setup_u8darts.py
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Expand Up @@ -29,7 +29,7 @@ def read_requirements(path):

setup(
name="u8darts",
version="0.25.0",
version="0.26.0",
description="A python library for easy manipulation and forecasting of time series.",
long_description=LONG_DESCRIPTION,
long_description_content_type="text/markdown",
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