From 98c3ff44bba665eca44c20188f9de4178447c213 Mon Sep 17 00:00:00 2001 From: Dennis Bader Date: Sat, 16 Sep 2023 17:43:45 +0200 Subject: [PATCH] Release 0.26.0 (#1994) * bump u8darts 0.25.0 * update changelog --- CHANGELOG.md | 40 +++++++++++++++++++++++++--------------- setup_u8darts.py | 2 +- 2 files changed, 26 insertions(+), 16 deletions(-) diff --git a/CHANGELOG.md b/CHANGELOG.md index 130d6c61a1..d4441fed65 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -6,32 +6,42 @@ but cannot always guarantee backwards compatibility. Changes that may **break co ## [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). -- πŸ”΄ 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`: - - πŸ”΄ 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). + - πŸš€πŸš€ All models now support component/column-specific lags for target, past, and future covariates series. +- Improvements to `TorchForecastingModel`: + - πŸš€ 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). + - πŸ”΄ 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). + - πŸ”΄ Renamed model constructor argument `models` to `forecasting_models`. + - πŸš€πŸš€ 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. + - πŸš€ 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). -- πŸ”΄ Dropped support for lambda functions in `add_encoders`’s β€œcustom” 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). +- πŸ”΄ Dropped support for lambda functions in `add_encoders`’s β€œcustom” 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: diff --git a/setup_u8darts.py b/setup_u8darts.py index e15d15a35f..19235087ec 100644 --- a/setup_u8darts.py +++ b/setup_u8darts.py @@ -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",