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v0.5.0

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@shchur shchur released this 03 Jul 05:53
· 1 commit to main since this release
85fdaf6

Highlights

  • Multivariate forecasting support: The users can now create multivariate tasks by setting the target_column to a list[str] with names of target columns when creating a Task. 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 to generate_univariate_targets_from.
    • min_ts_length has been replaced by min_context_length.
  • Improved handling of short series: Previously, if some time series in the dataset were too short for the chosen horizon and cutoff 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 and min_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 in clean_and_validate_predictions by @abdulfatir in #22

New Contributors

Full Changelog: v0.4.1...v0.5.0