Highlights
- Multivariate forecasting support: The users can now create multivariate tasks by setting the
target_column
to alist[str]
with names of target columns when creating aTask
. Check out the updated tutorial for more details. - API changes: The following
Task
attributes have been deprecated. Results containing old names can still be used, but creating new tasks with deprecated attributes will produce a warning.multiple_target_columns
has been renamed togenerate_univariate_targets_from
.min_ts_length
has been replaced bymin_context_length
.
- Improved handling of short series: Previously, if some time series in the dataset were too short for the chosen
horizon
andcutoff
combination, and exception would be raised. Now, these series will be automatically filtered out during dataset loading.
Changelog
- Add support for multivariate forecasting in
Task
by @shchur in #15 - Improve time series filtering based on
cutoff
,horizon
andmin_context_length
by @shchur in #18 - Add TiRex results by @apointa in #17
- Fix seasonal differences for short series by @shchur in #20
- Expose prediction validation as a public method by @abdulfatir in #21
- Handle
DatasetDict
inclean_and_validate_predictions
by @abdulfatir in #22
New Contributors
- @apointa made their first contribution in #17
- @abdulfatir made their first contribution in #21
Full Changelog: v0.4.1...v0.5.0