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PyPI · #3709 most downloaded on PyPI
A unified framework for machine learning with time series
Last release 12 days ago
22 Sep 2026
Release timing varies
gaps range from 1 weeks to 7 months
Nearly every release is documented
notes for 60 of the last 60 stable releases
1 version withdrawn
withdrawn after publishing
8 years old
104 releases · first in 2019
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
@aiwalter, @alex-hh, @danbartl, @dbcerigo, @fkiraly, @hoesler, @matthewmiddlehurst, @NeuralNut, @pranavvp16, @romanlutz
Full Changelog: https://github.com/sktime/sktime/compare/v0.16.0...v0.16.1
Experimental python 3.11 support. Full python 3.11 support is planned with 0.17.0. ( #4000 , #3631 , #4226 ) @fkiraly
Experimental benchmarking module based on kotsu , forecasting sub-module ( #2977 ) @alex-hh , @dbcerigo
substantial speed-ups for panel and hierarchical transformers and forecasters ( #4193 , #4194 , #4195 , #4196 ) @hoesler
Testing and feedback of python 3.11 support and the benchmarking module are appreciated.
sktime now supports python 3.11
on python 3.11, numba is not a dependency, and a number of other packages are also not available as soft dependencies, mostly due to compatibility with 3.11.
sktime and its test suite can now be used without numba installed, with the exception of estimators depending on numba . numba is still a core dependency on python 3.7-3.10.
numba will become a soft dependency, from a core dependency, in 0.18.0. Estimators dependent on numba will function exactly as before if numba is present in the python environment.
the kotsu -based benchmarking module introduces a new design and syntax for benchmarking forecasters.
forecasters will now consistently preserve the name attribute in pd.Series passed. Previously, named pd.Series were not fully supported.
numba will change from core dependency to soft dependency in sktime 0.18.0 . To ensure functioning of setups of sktime code dependent on numba based estimators going forward, ensure to install numba in the environment explicitly, or install the all_extras soft dependency set which will continue to contain numba . Besides this, numba dependent estimators will function identically as before.
[ENH] Benchmarking interface v2 based on kotsu package ( #2977 ) @alex-hh , @dbcerigo
[ENH] Improve vectorization performance ( #4195 ) @hoesler
[ENH] Improve panel mtype check performance ( #4196 ) @hoesler , @danbartl
[ENH] fixes for forecasters to retain name attribute in predict ( #4161 ) @fkiraly
[ENH] improved/fixed scoring argument for forecasting tuners ( #4178 ) @fkiraly
[ENH] test Prophet with pd.DatetimeIndex ( #4183 ) @fkiraly
[ENH] faster test for forecasters’ predict_residuals ( #4156 ) @fkiraly
[ENH] test that forecasters preserve name attr of pd.Series ( #4157 ) @fkiraly
[ENH] improved/fixed scoring argument for forecasting tuners ( #4178 ) @fkiraly
[ENH] add native multi-index/hierarchical data support to Imputer ( #4194 ) @hoesler
[ENH] Add panel support to ColSelect transformer ( #4193 ) @hoesler
[BUG] Correct 'StarlightCurves' data set identifier string, to ‘StarLightCurves’ ( #4222 ) @NeuralNut
[BUG] fix race condition in tsfile tests ( #4192 ) @hoesler
[BUG] fixes for forecasters to retain name attribute in predict ( #4161 ) @fkiraly
[BUG] ensure pd.Series name attribute is preserved in conversion to/from pd.DataFrame and np.ndarray , as Series scitype ( #4150 ) @fkiraly
[BUG] AutoETS , UnobservedComponents : fix predict_interval for integer based index not starting at zero ( #4180 ) @fkiraly
[BUG] fix nlag logic in SeasonalityACF and SeasonalityACFqstat ( #4171 ) @fkiraly
[BUG] fix TimeSeriesDBSCAN and remove strict BaseClusterer abstracts ( #4227 ) @fkiraly
[MNT] Fix merge conflicts and formatting in .all-contributorsrc ( #4205 ) @fkiraly
[MNT] isolate numba - NB: does not make numba a soft dependency ( #3631 ) @fkiraly
[MNT] isolate remaining numba references ( #4226 ) @fkiraly
[MNT] python 3.11 compatibility, with numba as core dependency on 3.7-3.10 ( #4000 ) @fkiraly
[DOC] Fix rendering of examples section in Lag docstring ( #3960 ) @aiwalter
[DOC] improved docstring for dtw_distance ( #4028 ) @fkiraly , @matthewmiddlehurst
[DOC] remove slack links in favour of discord ( #4202 ) @fkiraly
[DOC] fix tables in transformer transform docstrings - change md to rst ( #4199 ) @romanlutz
[DOC] remove gap between pandas and DataFrame | Series in classification notebook (#4200) ( #4200 ) @romanlutz
[DOC] Fixed table in CI overview documentation ( #4198 ) @pranavvp16
@aiwalter , @alex-hh , @danbartl , @dbcerigo , @fkiraly , @hoesler , @matthewmiddlehurst , @NeuralNut , @pranavvp16 , @romanlutz
One column per quarter.
Experimental python 3.11 support. Full python 3.11 support is planned with 0.17.0. (4000, 3631, 4226) fkiraly
Experimental benchmarking module based on kotsu, forecasting sub-module (2977) alex-hh, dbcerigo
substantial speed-ups for panel and hierarchical transformers and forecasters (4193, 4194, 4195, 4196) hoesler
Testing and feedback of python 3.11 support and the benchmarking module are appreciated.
sktime now supports python 3.11
on python 3.11, numba is not a dependency, and a number of other packages are also not available as soft dependencies, mostly due to compatibility with 3.11.
sktime and its test suite can now be used without numba installed, with the exception of estimators depending on numba. numba is still a core dependency on python 3.7-3.10.
numba will become a soft dependency, from a core dependency, in 0.18.0. Estimators dependent on numba will function exactly as before if numba is present in the python environment.
the kotsu-based benchmarking module introduces a new design and syntax for benchmarking forecasters.
forecasters will now consistently preserve the name attribute in pd.Series passed. Previously, named pd.Series were not fully supported.
numba will change from core dependency to soft dependency in sktime 0.18.0. To ensure functioning of setups of sktime code dependent on numba based estimators going forward, ensure to install numba in the environment explicitly, or install the all_extras soft dependency set which will continue to contain numba. Besides this, numba dependent estimators will function identically as before.
[ENH] Benchmarking interface v2 based on kotsu package (2977) alex-hh, dbcerigo
[ENH] Improve vectorization performance (4195) hoesler
[ENH] Improve panel mtype check performance (4196) hoesler, danbartl
[ENH] fixes for forecasters to retain name attribute in predict (4161) fkiraly
[ENH] improved/fixed scoring argument for forecasting tuners (4178) fkiraly
[ENH] test Prophet with pd.DatetimeIndex (4183) fkiraly
[ENH] faster test for forecasters' predict_residuals (4156) fkiraly
[ENH] test that forecasters preserve name attr of pd.Series (4157) fkiraly
[ENH] improved/fixed scoring argument for forecasting tuners (4178) fkiraly
[ENH] add native multi-index/hierarchical data support to Imputer (4194) hoesler
[ENH] Add panel support to ColSelect transformer (4193) hoesler
[BUG] Correct 'StarlightCurves' data set identifier string, to 'StarLightCurves' (4222) NeuralNut
[BUG] fix race condition in tsfile tests (4192) hoesler
[BUG] fixes for forecasters to retain name attribute in predict (4161) fkiraly
[BUG] ensure pd.Series name attribute is preserved in conversion to/from pd.DataFrame and np.ndarray, as Series scitype (4150) fkiraly
[BUG] AutoETS, UnobservedComponents: fix predict_interval for integer based index not starting at zero (4180) fkiraly
[BUG] fix nlag logic in SeasonalityACF and SeasonalityACFqstat (4171) fkiraly
[BUG] fix TimeSeriesDBSCAN and remove strict BaseClusterer abstracts (4227) fkiraly
[MNT] Fix merge conflicts and formatting in .all-contributorsrc (4205) fkiraly
[MNT] isolate numba - NB: does not make numba a soft dependency (3631) fkiraly
[MNT] isolate remaining numba references (4226) fkiraly
[MNT] python 3.11 compatibility, with numba as core dependency on 3.7-3.10 (4000) fkiraly
[DOC] Fix rendering of examples section in Lag docstring (3960) aiwalter
[DOC] improved docstring for dtw_distance (4028) fkiraly, matthewmiddlehurst
[DOC] remove slack links in favour of discord (4202) fkiraly
[DOC] fix tables in transformer transform docstrings - change md to rst (4199) romanlutz
[DOC] remove gap between pandas and DataFrame | Series in classification notebook (#4200) (4200) romanlutz
[DOC] Fixed table in CI overview documentation (4198) pranavvp16
aiwalter, alex-hh, danbartl, dbcerigo, fkiraly, hoesler, matthewmiddlehurst, NeuralNut, pranavvp16, romanlutz
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
@aaronrmm, @achieveordie, @danbartl, @erjieyong, @fkiraly, @JonathanBechtel, @KishManani, @klam-data, @mateuja, @Pyyim, @romanlutz, @snnbotchway, @VyomkeshVyas
Full Changelog: https://github.com/sktime/sktime/compare/v0.15.1...v0.16.0
HierarchyEnsembleForecaster for level- or node-wise application of forecasters on panel/hierarchical data ( #3905 ) @VyomkeshVyas
new transformer: BKFilter , Baxter-King filter, interfaced from statsmodels ( #4127 ) @klam-data , @pyyim`
get_fitted_params of pipelines and other heterogeneous meta-estimators now supports parameter nesting ( #4110 ) @fkiraly
statsmodels is now a soft dependency. Estimators dependent on statsmodels can be used exactly as before if statsmodels is present in the python environment.
The method get_fitted_params , of all BaseEstimator descendants (any estimator with fit ), has a new boolean argument deep , default True . Similar to the argument of the same name of get_params , this allows to control for composite estimators, whether to return fitted parameters with or without estimator nesting.
all forecasters: the public cutoff attribute of forecasters has changed to pd.Index subtype, from index element. To update previously functional code, replace references to cutoff by cutoff[0] .
statsmodels has changed from core dependency to soft dependency in sktime 0.16.0 . To ensure functioning of setups of sktime code dependent on statsmodels based estimators going forward, ensure to install statsmodels in the environment explicitly, or install the all_extras soft dependency set which will continue to contain statsmodels .
check_is_scitype : the msg_legacy_interface argument has now been removed. Future behaviour is as per the default of the argument, msg_legacy_interface=False .
all forecasters: the public cutoff attribute of forecasters has changed to pd.Index subtype, from index element. To update previously functional code, replace references to cutoff by cutoff[0] .
Catch22 : the transform_single_feature method has been removed from the Catch22 transformer
FourierFeatures : in 0.17.0, the default value of the keep_original_columns parameter will change to False
[ENH] get_fitted_params for pipelines and other heterogeneous meta-estimators ( #4110 ) @fkiraly
[ENH] deep argument for get_fitted_params ( #4113 ) @fkiraly
[ENH] significantly speed up nested_univ (nested dataframe) check for non-nested data ( #4130 ) @danbartl
[ENH] refactor - localize broadcasting in VectorizedDF ( #4132 ) @fkiraly
[ENH] get_time_index rework to get faster run times for grouped data ( #4141 ) @danbartl
[ENH] HierarchyEnsembleForecaster for level- or node-wise application of forecasters on panel/hierarchical data ( #3905 ) @VyomkeshVyas
[ENH] second set of test parameters for ARIMA ( #4099 ) @fkiraly
[ENH] Refactor/simplify sktime.forecasting.model_selection._split.BaseSplitter._split_vectorized ( #4108 ) @mateuja
[ENH] PoissonHMM estimator ( #4126 ) @klam-data
[ENH] Reduce repetitive code in test_boss.py and add check for string datatype in _boss.py ( #4100 ) @erjieyong
[ENH] added piecewise_multinomial ( #4079 ) @JonathanBechtel
[ENH] added piecewise_poisson ( #4121 ) @Pyyim
[ENH] Add keep_original_columns option to FourierFeatures trafo ( #4008 ) @KishManani
[ENH] Add BKFilter Transformer ( #4127 ) @klam-data , @pyyim`
[MNT] Automate updating CONTRIBUTORS.md ( #3807 ) @achieveordie
[MNT] address pd.Series constructor dtype deprecation / FutureWarning - part 2 ( #4111 ) @fkiraly
[MNT] 0.16.0 change/deprecation action - statsmodels as soft dependency ( #3516 ) @fkiraly
[MNT] emergency fix for precommit CI failure - remove isort ( #4164 ) @fkiraly
[MNT] isolate statsmodels in HierarchyEnsembleForecaster docstring ( #4166 ) @fkiraly
[MNT] 0.16.0 deprecation action - change BaseForecaster.cutoff to pd.Index ( #3678 ) @fkiraly
[MNT] isolate statsmodels in HierarchyEnsembleForecaster docstring - accidentally missing commit ( #4168 ) @fkiraly
[MNT] 0.16.0 deprecation & change actions ( #4138 ) @fkiraly
[MNT] Bump isort to 5.12.0 in pre-commit config ( #4167 ) @snnbotchway
[DOC] fixes table of contents in 01_forecasting.ipynb tutorial ( #4120 ) @fkiraly
[DOC] improved docstring for AutoETS ( #4116 ) @fkiraly
[DOC] Added Paul Yim, Kevin Lam, and Margaret Gorlin to contributor list ( #4122 ) @Pyyim
[DOC] Fix broken link to the user guide in the glossary ( #4125 ) @romanlutz
[BUG] fix faulty BaseObject.eq and deep_equals if an attribute or nested structure contains float ( #4109 ) @fkiraly
[BUG] fix get_fitted_params for forecaster tuners, missing best_forecaster etc ( #4102 ) @fkiraly
[BUG] fix get_fitted_params in case of vectoriztion for forecasters ( #4105 ) @fkiraly
[BUG] fix erroneous int coercion of TrendForecaster and PolynomialTrendForecaster on DatetimeIndex ( #4133 ) @fkiraly
[BUG] Remove unnecessary freq error in _RecursiveReducer ( #4124 ) @danbartl
[BUG] Diagnose and fix sporadic failures in the test suite due to MemoryError ( #4036 ) @achieveordie
[BUG] fix - Callbacks cause deep learning estimators to fail ( #4095 ) @aaronrmm
[BUG] fix get_fitted_params in case of vectoriztion for transformers ( #4105 ) @fkiraly
[BUG] Fix OptionalPassthrough X_inner_mtype tag ( #4115 ) @fkiraly
@aaronrmm , @achieveordie , @danbartl , @erjieyong , @fkiraly , @JonathanBechtel , @KishManani , @klam-data , @mateuja , @Pyyim , @romanlutz , @snnbotchway , @VyomkeshVyas
HierarchyEnsembleForecaster for level- or node-wise application of forecasters on panel/hierarchical data (3905) VyomkeshVyas
new transformer: BKFilter, Baxter-King filter, interfaced from statsmodels (4127) klam-data, pyyim`
get_fitted_params of pipelines and other heterogeneous meta-estimators now supports parameter nesting (4110) fkiraly
statsmodels is now a soft dependency. Estimators dependent on statsmodels can be used exactly as before if statsmodels is present in the python environment.
The method get_fitted_params, of all BaseEstimator descendants (any estimator with fit), has a new boolean argument deep, default True. Similar to the argument of the same name of get_params, this allows to control for composite estimators, whether to return fitted parameters with or without estimator nesting.
all forecasters: the public cutoff attribute of forecasters has changed to pd.Index subtype, from index element. To update previously functional code, replace references to cutoff by cutoff[0].
statsmodels has changed from core dependency to soft dependency in sktime 0.16.0. To ensure functioning of setups of sktime code dependent on statsmodels based estimators going forward, ensure to install statsmodels in the environment explicitly, or install the all_extras soft dependency set which will continue to contain statsmodels.
check_is_scitype: the msg_legacy_interface argument has now been removed. Future behaviour is as per the default of the argument, msg_legacy_interface=False.
all forecasters: the public cutoff attribute of forecasters has changed to pd.Index subtype, from index element. To update previously functional code, replace references to cutoff by cutoff[0].
Catch22: the transform_single_feature method has been removed from the Catch22 transformer
FourierFeatures: in 0.17.0, the default value of the keep_original_columns parameter will change to False
[ENH] get_fitted_params for pipelines and other heterogeneous meta-estimators (4110) fkiraly
[ENH] deep argument for get_fitted_params (4113) fkiraly
[ENH] significantly speed up nested_univ (nested dataframe) check for non-nested data (4130) danbartl
[ENH] refactor - localize broadcasting in VectorizedDF (4132) fkiraly
[ENH] get_time_index rework to get faster run times for grouped data (4141) danbartl
[ENH] HierarchyEnsembleForecaster for level- or node-wise application of forecasters on panel/hierarchical data (3905) VyomkeshVyas
[ENH] second set of test parameters for ARIMA (4099) fkiraly
[ENH] Refactor/simplify sktime.forecasting.model_selection._split.BaseSplitter._split_vectorized (4108) mateuja
[ENH] PoissonHMM estimator (4126) klam-data
[ENH] Reduce repetitive code in test_boss.py and add check for string datatype in _boss.py (4100) erjieyong
[ENH] added piecewise_multinomial (4079) JonathanBechtel
[ENH] added piecewise_poisson (4121) Pyyim
[ENH] Add keep_original_columns option to FourierFeatures trafo (4008) KishManani
[ENH] Add BKFilter Transformer (4127) klam-data, pyyim`
[MNT] Automate updating CONTRIBUTORS.md (3807) achieveordie
[MNT] address pd.Series constructor dtype deprecation / FutureWarning - part 2 (4111) fkiraly
[MNT] 0.16.0 change/deprecation action - statsmodels as soft dependency (3516) fkiraly
[MNT] emergency fix for precommit CI failure - remove isort (4164) fkiraly
[MNT] isolate statsmodels in HierarchyEnsembleForecaster docstring (4166) fkiraly
[MNT] 0.16.0 deprecation action - change BaseForecaster.cutoff to pd.Index (3678) fkiraly
[MNT] isolate statsmodels in HierarchyEnsembleForecaster docstring - accidentally missing commit (4168) fkiraly
[MNT] 0.16.0 deprecation & change actions (4138) fkiraly
[MNT] Bump isort to 5.12.0 in pre-commit config (4167) snnbotchway
[DOC] fixes table of contents in 01_forecasting.ipynb tutorial (4120) fkiraly
[DOC] improved docstring for AutoETS (4116) fkiraly
[DOC] Added Paul Yim, Kevin Lam, and Margaret Gorlin to contributor list (4122) Pyyim
[DOC] Fix broken link to the user guide in the glossary (4125) romanlutz
[BUG] fix faulty BaseObject.__eq__ and deep_equals if an attribute or nested structure contains float (4109) fkiraly
[BUG] fix get_fitted_params for forecaster tuners, missing best_forecaster etc (4102) fkiraly
[BUG] fix get_fitted_params in case of vectoriztion for forecasters (4105) fkiraly
[BUG] fix erroneous int coercion of TrendForecaster and PolynomialTrendForecaster on DatetimeIndex (4133) fkiraly
[BUG] Remove unnecessary freq error in _RecursiveReducer (4124) danbartl
[BUG] Diagnose and fix sporadic failures in the test suite due to MemoryError (4036) achieveordie
[BUG] fix - Callbacks cause deep learning estimators to fail (4095) aaronrmm
[BUG] fix get_fitted_params in case of vectoriztion for transformers (4105) fkiraly
[BUG] Fix OptionalPassthrough X_inner_mtype tag (4115) fkiraly
aaronrmm, achieveordie, danbartl, erjieyong, fkiraly, JonathanBechtel, KishManani, klam-data, mateuja, Pyyim, romanlutz, snnbotchway, VyomkeshVyas
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
@Aarthy153, @achieveordie, @adoherty21, @aiwalter, @arnavrneo, @badrmarani, @bethrice44, @ciaran-g, @dainelli98, @danbartl, @darshitsharma, @erjieyong, @fkiraly, @hakim89, @josuedavalos, @KishManani, @MatthewMiddlehurst, @MichalChromcak, @miraep8, @patrickzib, @tianjiqx, @xxl4tomxu98
Full Changelog: https://github.com/sktime/sktime/compare/v0.15.0...v0.15.1
substantial speed-ups of boilerplate for panel and hierarchical data, may result in 10-50x overall speed improvement on large panel/hierarchical data ( #3935 , #4061 ) @danbartl
dunders for time series distances and kernels, for arithmetic composition and pipelining ( #3949 ) @fkiraly
pipelines and dunders for time series clustering ( #3967 ) @fkiraly
new estimators: DBSCAN clustering for time series; kernel support vector classifier for time series kernels ( #3950 , #4003 ) @fkiraly , @josuedavalos
notes and troubleshooting guide for installing sktime under macOS with ARM processors ( #4010 ) @dainelli98
the python_dependencies tag now allows full PEP 440 specifier strings for specifying package dependencies
new mtypes for time series, panels and hierarchical data that can be used when dask is installed: dask_series , dask_panel , dask_hierarchical . These can be used in estimators now. End-to-end integration with dask is not yet available, but on the roadmap.
pairwise transformers now possess a method transform_diag which returns the diagonal of the distance/kernel matrix
pairwise panel transformers can be composed with each other using arithmetic operations, which will result in the corresponding arithmetic combination of transformers, e.g., sum of distances
pairwise panel transformers can be composed with simple transformers using the * dunder, which will result in a pipeline of first applying the simple transformer, then the pairwise transformer
time series clusterers can now be used with make_pipeline and the * dunder to build linear pipelines with time series transformers
in check_estimator and run_tests , the return_exceptions argument has been deprecated, and will be replaced with raise_exceptions (its logical negation) in 0.17.0. Until 0.17.0, both arguments will work, with non-defaults being overriding.
[ENH] dask mtypes - part 1, Series ( #3554 ) @fkiraly
[ENH] dask mtypes - part 2, Panel and Hierarchical ( #4011 ) @fkiraly
[ENH] speed up mtype check for pandas based mtypes with pd.PeriodIndex ( #3991 ) @fkiraly
[ENH] improve performance of pandas based panel and hierarchical mtype checks ( #3935 ) @danbartl
[ENH] Speed up hierarchical checks and unify with panel approach ( #4061 ) @danbartl
[ENH] generalize AggrDist and FlatDist to allow arbitrary callables, including sklearn kernel functions ( #3956 ) @fkiraly
[ENH] transform_diag method for pairwise transformers, for computing diagonal of distance/kernel matrix ( #3957 ) @fkiraly
[ENH] wrapper to convert kernels to distances and distances to kernels ( #3958 ) @fkiraly
[ENH] dunders for time series distances and kernels ( #3949 ) @fkiraly
[ENH] add global forecasting (pooling) options to DirectTabularRegressionForecaster and DirectTimeSeriesRegressionForecaster ( #3688 ) @danbartl
[ENH] forecasting benchmark function evaluate to accept list of scorers ( #3883 ) @aiwalter
[ENH] add contract test for hierarchical forecasting ( #3969 ) @fkiraly
[ENH] extend Prophet to allow pd.PeriodIndex ( #3995 ) @fkiraly
[ENH] improve handling of scitype in make_reduction ( #4022 ) @fkiraly
[ENH] hcrystalball forecaster adapter ( #4040 ) @MichalChromcak
[ENH] sklearn to sktime pipeline adapter ( #3970 ) @fkiraly
[ENH] kernel support vector classifier for time series kernels ( #3950 ) @fkiraly
[ENH] clustering pipelines and dunders ( #3967 ) @fkiraly
[ENH] DBSCAN clustering for time series ( #4003 ) @fkiraly , @josuedavalos
[ENH] “typical length” constant in transformer scenarios ( #3892 ) @fkiraly
[ENH] change DateTimeFeatures trafo to work with multi-index data and add option to drop columns. ( #3996 ) @KishManani
[ENH] time bin aggregation transformer ( #3997 ) @fkiraly
[ENH] enable TimeSince trafo to transform multiindex dataframes natively ( #4006 ) @KishManani
[ENH] make TimeSince trafo faster by changing period diff calculation ( #4018 ) @KishManani
[ENH] clean up Detrender , extend to forecasters which require forecasting horizon in fit ( #4053 ) @fkiraly
[ENH] update _check_soft_dependencies to allow PEP 440 specifier strings for version bounds ( #3925 ) @fkiraly
[ENH] allow tuples/lists of package identifier strings in _check_soft_dependencies ( #3955 ) @fkiraly
[ENH] _check_estimator_deps to also allows list or tuple of BaseObject -s ( #4002 ) @fkiraly
[ENH] extend sklearn_scitype to infer the scitype correctly from composites ( #4021 ) @fkiraly
[ENH] Improve error messages in test_estimator_tags test ( #4014 ) @fkiraly
[ENH] in check_estimator and run_tests replace return_exceptions arg with raise_exceptions , with deprecation ( #4030 ) @fkiraly
[ENH] add test parameter sets to increase number of test parameter sets per estimator to 2 or larger ( #4043 ) @fkiraly
[ENH] Implementing plot title for plot_series ( #4038 ) @arnavrneo
[MNT] carry out accidentally missed deprecation action for 0.15.0: in WEASEL and BOSS , remove type_dict and update default alphabet_size=2 ( #4025 ) @xxl4tomxu98
[MNT] move badrmarani contrib to chronological order ( #4029 ) @fkiraly
[MNT] skip #4033 related failures until fixed ( #4034 ) @fkiraly
[MNT] skip LSTMFCNClassifier tests due to unfixed failure on main ( #4037 ) @fkiraly
[MNT] explicit lower version bound on scipy ( #4019 ) @fkiraly
[MNT] fix _check_soft_dependencies breaking for PEP 440 specifiers without class reference ( #4044 ) @fkiraly
[MNT] downwards compatibility fixes for minimal dependency set ( #4041 ) @fkiraly
[MNT] address pd.Series constructor dtype deprecation / FutureWarning ( #4031 ) @fkiraly
[MNT] isolate statsmodels , recent instances ( #4035 ) @fkiraly
[MNT] address pandas astype deprecation / FutureWarning in TrendForecaster ( #4032 ) @fkiraly
[MNT] explicit use of min_periods args inside WindowSummarizer to address deprecation message ( #4052 , #4074 ) @arnavrneo
[DOC] complete docstring for ForecastingPipeline ( #3840 ) @darshitsharma
[DOC] updates to distances API reference page ( #3852 ) @MatthewMiddlehurst , @fkiraly
[DOC] improve Detrender docstring ( #3948 ) @fkiraly
[DOC] add some missing entries in API reference ( #3998 ) @fkiraly
[DOC] API ref for pipeline module ( #3970 ) @fkiraly
[DOC] fix the build tag in README ( #4007 ) @badrmarani
[DOC] warning, notes, and troubleshooting for installing sktime with macOS ARM ( #4010 ) @dainelli98
[DOC] all_estimators reference on all estimator pages ( #4027 ) @fkiraly , @MatthewMiddlehurst
[DOC] remove make_reduction scitype arg in examples ( #4020 ) @fkiraly
[DOC] more details on code quality and linting ( #4063 ) @miraep8
[DOC] update list of core devs ( #4085 ) @fkiraly
[DOC] section on new tests in PULL_REQUEST_TEMPLATE ( #4093 ) @Aarthy153
[BUG] fix tag logic in AggrDist and FlatDist ( #3971 ) @fkiraly
[BUG] fix StatsForecastAutoARIMA_.predict incorrect in-sample start index ( #3942 ) @tianjiqx
[BUG] fix statsmodels estimators when exogenous X is passed with more indices than fh ( #3972 ) @adoherty21
[BUG] fix ReconcilerForecaster when not used in a pipeline with Aggregator ( #3980 ) @ciaran-g
[BUG] fix logic bug in ForecastX predictions ( #3987 ) @aiwalter , @fkiraly
[BUG] fix Prophet not working with non-integer forecast horizon ( #3995 ) @fkiraly
[BUG] fix dropped column index in BaggingForecaster ( #4001 ) @fkiraly
[BUG] fix TrendForecaster if regressor is not boolean coercible ( #4047 ) @fkiraly
[BUG] fix mutation of regressor in PolynomialTrendForecaster._fit ( #4057 ) @fkiraly
[BUG] fix ConformalIntervals update when sample_frac argument is not None ( #4083 ) @bethrice44
[GOV] code of conduct update - decision making on finances and resource allocation ( #3674 ) @fkiraly
[BUG] constructor of any DL estimator to pass non-default values to underlying Network object ( #4075 ) @achieveordie
[BUG] Fix BOSS based classifiers truncating class names to single character length ( #4096 ) @erjieyong
[BUG] fix default BaseClusterer._predict_proba for all mtypes ( #3985 ) @fkiraly
[BUG] constructor of any DL estimator to pass non-default values to underlying Network object ( #4075 ) @achieveordie
[BUG] fix TimeSince check of inconsistency between time_index and start ( #4015 ) @KishManani
[BUG] fix multivariate and hierarchical behaviour of Detrender ( #4053 ) @fkiraly
[BUG] fix _check_soft_dependencies breaking for PEP 440 specifiers without class reference ( #4044 ) @fkiraly
[BUG] plot_cluster_algorithm : fix error predict_series is undefined if X is passed as np.ndarray ( #3933 ) @hakim89
@Aarthy153 , @achieveordie , @adoherty21 , @aiwalter , @arnavrneo , @badrmarani , @bethrice44 , @ciaran-g , @dainelli98 , @danbartl , @darshitsharma , @erjieyong , @fkiraly , @hakim89 , @josuedavalos , @KishManani , @MatthewMiddlehurst , @MichalChromcak , @miraep8 , @patrickzib , @tianjiqx , @xxl4tomxu98
substantial speed-ups of boilerplate for panel and hierarchical data, may result in 10-50x overall speed improvement on large panel/hierarchical data (3935, 4061) danbartl
dunders for time series distances and kernels, for arithmetic composition and pipelining (3949) fkiraly
pipelines and dunders for time series clustering (3967) fkiraly
new estimators: DBSCAN clustering for time series; kernel support vector classifier for time series kernels (3950, 4003) fkiraly, josuedavalos
notes and troubleshooting guide for installing sktime under macOS with ARM processors (4010) dainelli98
the python_dependencies tag now allows full PEP 440 specifier strings for specifying package dependencies
new mtypes for time series, panels and hierarchical data that can be used when dask is installed: dask_series, dask_panel, dask_hierarchical. These can be used in estimators now. End-to-end integration with dask is not yet available, but on the roadmap.
pairwise transformers now possess a method transform_diag which returns the diagonal of the distance/kernel matrix
pairwise panel transformers can be composed with each other using arithmetic operations, which will result in the corresponding arithmetic combination of transformers, e.g., sum of distances
pairwise panel transformers can be composed with simple transformers using the * dunder, which will result in a pipeline of first applying the simple transformer, then the pairwise transformer
time series clusterers can now be used with make_pipeline and the * dunder to build linear pipelines with time series transformers
in check_estimator and run_tests, the return_exceptions argument has been deprecated, and will be replaced with raise_exceptions (its logical negation) in 0.17.0. Until 0.17.0, both arguments will work, with non-defaults being overriding.
[ENH] dask mtypes - part 1, Series (3554) fkiraly
[ENH] dask mtypes - part 2, Panel and Hierarchical (4011) fkiraly
[ENH] speed up mtype check for pandas based mtypes with pd.PeriodIndex (3991) fkiraly
[ENH] improve performance of pandas based panel and hierarchical mtype checks (3935) danbartl
[ENH] Speed up hierarchical checks and unify with panel approach (4061) danbartl
[ENH] generalize AggrDist and FlatDist to allow arbitrary callables, including sklearn kernel functions (3956) fkiraly
[ENH] transform_diag method for pairwise transformers, for computing diagonal of distance/kernel matrix (3957) fkiraly
[ENH] wrapper to convert kernels to distances and distances to kernels (3958) fkiraly
[ENH] dunders for time series distances and kernels (3949) fkiraly
[ENH] add global forecasting (pooling) options to DirectTabularRegressionForecaster and DirectTimeSeriesRegressionForecaster (3688) danbartl
[ENH] forecasting benchmark function evaluate to accept list of scorers (3883) aiwalter
[ENH] add contract test for hierarchical forecasting (3969) fkiraly
[ENH] extend Prophet to allow pd.PeriodIndex (3995) fkiraly
[ENH] improve handling of scitype in make_reduction (4022) fkiraly
[ENH] hcrystalball forecaster adapter (4040) MichalChromcak
[ENH] sklearn to sktime pipeline adapter (3970) fkiraly
[ENH] kernel support vector classifier for time series kernels (3950) fkiraly
[ENH] clustering pipelines and dunders (3967) fkiraly
[ENH] DBSCAN clustering for time series (4003) fkiraly, josuedavalos
[ENH] "typical length" constant in transformer scenarios (3892) fkiraly
[ENH] change DateTimeFeatures trafo to work with multi-index data and add option to drop columns. (3996) KishManani
[ENH] time bin aggregation transformer (3997) fkiraly
[ENH] enable TimeSince trafo to transform multiindex dataframes natively (4006) KishManani
[ENH] make TimeSince trafo faster by changing period diff calculation (4018) KishManani
[ENH] clean up Detrender, extend to forecasters which require forecasting horizon in fit (4053) fkiraly
[ENH] update _check_soft_dependencies to allow PEP 440 specifier strings for version bounds (3925) fkiraly
[ENH] allow tuples/lists of package identifier strings in _check_soft_dependencies (3955) fkiraly
[ENH] _check_estimator_deps to also allows list or tuple of BaseObject-s (4002) fkiraly
[ENH] extend sklearn_scitype to infer the scitype correctly from composites (4021) fkiraly
[ENH] Improve error messages in test_estimator_tags test (4014) fkiraly
[ENH] in check_estimator and run_tests replace return_exceptions arg with raise_exceptions, with deprecation (4030) fkiraly
[ENH] add test parameter sets to increase number of test parameter sets per estimator to 2 or larger (4043) fkiraly
[ENH] Implementing plot title for plot_series (4038) arnavrneo
[MNT] carry out accidentally missed deprecation action for 0.15.0: in WEASEL and BOSS, remove type_dict and update default alphabet_size=2 (4025) xxl4tomxu98
[MNT] move badrmarani contrib to chronological order (4029) fkiraly
[MNT] skip 4033 related failures until fixed (4034) fkiraly
[MNT] skip LSTMFCNClassifier tests due to unfixed failure on main (4037) fkiraly
[MNT] explicit lower version bound on scipy (4019) fkiraly
[MNT] fix _check_soft_dependencies breaking for PEP 440 specifiers without class reference (4044) fkiraly
[MNT] downwards compatibility fixes for minimal dependency set (4041) fkiraly
[MNT] address pd.Series constructor dtype deprecation / FutureWarning (4031) fkiraly
[MNT] isolate statsmodels, recent instances (4035) fkiraly
[MNT] address pandas astype deprecation / FutureWarning in TrendForecaster (4032) fkiraly
[MNT] explicit use of min_periods args inside WindowSummarizer to address deprecation message (4052, 4074) arnavrneo
[DOC] complete docstring for ForecastingPipeline (3840) darshitsharma
[DOC] updates to distances API reference page (3852) MatthewMiddlehurst, fkiraly
[DOC] improve Detrender docstring (3948) fkiraly
[DOC] add some missing entries in API reference (3998) fkiraly
[DOC] API ref for pipeline module (3970) fkiraly
[DOC] fix the build tag in README (4007) badrmarani
[DOC] warning, notes, and troubleshooting for installing sktime with macOS ARM (4010) dainelli98
[DOC] all_estimators reference on all estimator pages (4027) fkiraly, MatthewMiddlehurst
[DOC] remove make_reduction scitype arg in examples (4020) fkiraly
[DOC] more details on code quality and linting (4063) miraep8
[DOC] update list of core devs (4085) fkiraly
[DOC] section on new tests in PULL_REQUEST_TEMPLATE (4093) Aarthy153
[BUG] fix tag logic in AggrDist and FlatDist (3971) fkiraly
[BUG] fix StatsForecastAutoARIMA_.predict incorrect in-sample start index (3942) tianjiqx
[BUG] fix statsmodels estimators when exogenous X is passed with more indices than fh (3972) adoherty21
[BUG] fix ReconcilerForecaster when not used in a pipeline with Aggregator (3980) ciaran-g
[BUG] fix logic bug in ForecastX predictions (3987) aiwalter, fkiraly
[BUG] fix Prophet not working with non-integer forecast horizon (3995) fkiraly
[BUG] fix dropped column index in BaggingForecaster (4001) fkiraly
[BUG] fix TrendForecaster if regressor is not boolean coercible (4047) fkiraly
[BUG] fix mutation of regressor in PolynomialTrendForecaster._fit (4057) fkiraly
[BUG] fix ConformalIntervals update when sample_frac argument is not None (4083) bethrice44
[GOV] code of conduct update - decision making on finances and resource allocation (3674) fkiraly
[BUG] constructor of any DL estimator to pass non-default values to underlying Network object (4075) achieveordie
[BUG] Fix BOSS based classifiers truncating class names to single character length (4096) erjieyong
[BUG] fix default BaseClusterer._predict_proba for all mtypes (3985) fkiraly
[BUG] constructor of any DL estimator to pass non-default values to underlying Network object (4075) achieveordie
[BUG] fix TimeSince check of inconsistency between time_index and start (4015) KishManani
[BUG] fix multivariate and hierarchical behaviour of Detrender (4053) fkiraly
[BUG] fix _check_soft_dependencies breaking for PEP 440 specifiers without class reference (4044) fkiraly
[BUG] plot_cluster_algorithm: fix error predict_series is undefined if X is passed as np.ndarray (3933) hakim89
Aarthy153, achieveordie, adoherty21, aiwalter, arnavrneo, badrmarani, bethrice44, ciaran-g, dainelli98, danbartl, darshitsharma, erjieyong, fkiraly, hakim89, josuedavalos, KishManani, MatthewMiddlehurst, MichalChromcak, miraep8, patrickzib, tianjiqx, xxl4tomxu98
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
@aiwalter, @aquemy, @badrmarani, @benjaminbluhm, @bethrice44, @chillerobscuro, @ciaran-g, @danbartl, @dsanr, @fkiraly, @GianFree, @KatieBuc, @kcc-lion, @KishManani, @lmmentel, @nilesh05apr, @nshahpazov, @solen0id, @templierw, @TonyBagnall
Full Changelog: https://github.com/sktime/sktime/compare/v0.14.1...v0.15.0
MLflow custom flavor for sktime forecasting ( #3912 , #3915 ) @benjaminbluhm
compatibility with most recent versions of core dependencies sktime 1.2.0and numpy 1.24 ( #3922 ) @fkiraly
TimeBinner transformation for temporal bin aggregation ( #3745 ) @kcc-lion
E-Agglo estimator for hierarchical agglomerative cluster estimation ( #3430 ) @KatieBuc
week-end dummy is_weekend in DateTimeFeatures transformation ( #3844 ) @KishManani
deep learning classifiers migrated from sktime-dl to sktime : ResNet, LSTM-FCN ( #3714 , #3881 ) @nilesh05apr , @solen0id
sktime is now compatible with numpy 1.24 , bound is relaxed to <1.25
sktime is now compatible with sklearn 1.2.0 , bound is relaxed to <1.3.0
pycatch22 is no longer a soft dependency of sktime , due to installation issues. pycatch22 based transformers are still functional if the dependency is installed in the python environment.
statsmodels will change from core dependency to soft dependency in sktime 0.16.0
Comparison by equality for any sktime object now compares identity of parameters, as obtained via get_params , with recursive application if objects/estimators are nested.
statsmodels will change from core dependency to soft dependency in sktime 0.16.0 . To ensure functioning of setups of sktime code dependent on statsmodels based estimators after the deprecation period, ensure to install statsmodels in the environment explicitly, or install the all_extras soft dependency set which will continue to contain statsmodels .
datatypes.check_is_scitype : 2nd return argument (only returned if return_metadata=True ) will be changed from list to dict format (see docstring). The list format is deprecated since 0.14.0, and replaced by dict in 0.15.0. The format is determined by temporary additional arg msg_legacy_interface , which will be the default has now changed to False ( dict format). The msg_legacy_interface argument and the option to return the legacy list format will be removed in 0.16.0.
ExpandingWindowSplitter had start_with_window argument removed. From now on, initial_window=0 should be used instead of start_with_window=False .
the row transformers, SeriesToSeriesRowTransformer and SeriesToPrimitivesRowTransformer have been removed. Row/instance vectorization functionality is natively supported by sktime since 0.11.0 and does not need to be added by these wrappers anymore. Both transformers will be removed in 0.15.0. To migrate, simply remove the row transformer wrappers. In some rarer, ambiguous vectorization cases (e.g., using wrapped functions that are vectorized, such as np.mean ), FunctionTransformer may have to be used instead of SeriesToPrimitivesRowTransformer .
change to public cutoff attribute delayed to 0.16.0: public cutoff attribute of forecasters will change to pd.Index subtype, from index element.
Delayed: the base class of ProbabilityThresholdEarlyClassifier will be changed to BaseEarlyClassifier in 0.16.0. This will change how classification safety decisions are made and returned, see BaseEarlyClassifier or TEASER for the new interface.
transformations.series.compose has been removed in favour of transformations.compose . All estimators in the former have been moved to the latter.
The default of default_fc_parameters in TSFreshFeatureExtractor and TSFreshRelevantFeatureExtractor has beenchanged from "efficient" to "comprehensive" .
The general interface contract test test_methods_do_not_change_state has been renamed to test_non_state_changing_method_contract
[ENH] MLflow custom flavor for sktime forecasting ( #3912 ) @benjaminbluhm
[ENH] equality dunder for BaseObject to compare blueprint ( #3862 ) @fkiraly
[ENH] Check for frequency in hierarchical data, provide utility function to set frequency for hierarchical data ( #3729 ) @danbartl
[ENH] forecasting pipeline get_fitted_params ( #3863 ) @fkiraly
[ENH] E-Agglo estimator for hierarchical agglomerative cluster estimation ( #3430 ) @KatieBuc
[ENH] Migrate LSTM-FCN classifier from sktime-dl to sktime ( #3714 ) @solen0id
[ENH] Migrate ResNetClassifier from sktime-dl to sktime ( #3881 ) @nilesh05apr
[ENH] DummyRegressor for time series regression ( #3968 ) @badrmarani
[ENH] TimeBinner transformation for temporal bin aggregation ( #3745 ) @kcc-lion
[ENH] Add is_weekend option to DateTimeFeatures trafo ( #3844 ) @KishManani
[ENH] Add multiplicative option to Detrender ( #3931 ) @KishManani
[ENH] Add support for plotting intervals in plot_series ( #3825 ) @chillerobscuro
[ENH] Add colors argument to plot_series ( #3908 ) @chillerobscuro
[BUG] in ConformalIntervals , fix update of residuals matrix for sliding window splitter ( #3914 ) @bethrice44
[BUG] fix start_with_window deprecation in ExpandingWindowSplitter ( #3953 ) @fkiraly
[BUG] fix EnsembleForecaster erroneous broadcasting and attribute clash ( #3964 ) @fkiraly
[BUG] fix unreported set_params bug in ClassifierPipeline and RegressorPipeline ( #3857 ) @fkiraly
[BUG] fixes KNN estimators’ kneighbors methods to work with all mtypes ( #3927 ) @fkiraly
[BUG] fix unreported set_params bug in ClassifierPipeline and RegressorPipeline ( #3857 ) @fkiraly
[BUG] fixes KNN estimators’ kneighbors methods to work with all mtypes ( #3927 ) @fkiraly
[BUG] ClearSky doesn’t raise error for range indexes and when X has no set frequency ( #3872 ) @ciaran-g
[BUG] sklearn 1.2.0 compatibility - fix invalid elbow variable selection shrinkage parameter passed to sklearn NearestCentroid ( #3921 ) @fkiraly
[BUG] fix soft dependency check in plotting.plot_correlations ( #3887 ) @dsanr
[DOC] fixed rendering in dependencies doc ( #3846 ) @templierw
[DOC] update transformers extension section in transformers tutorial ( #3860 ) @fkiraly
[DOC] tidying Rocket docstrings ( #3860 ) @TonyBagnall
[DOC] added post-processing in pipelines to forecasting tutorial ( #3878 ) @nshahpazov
[DOC] changing import path for plot_cluster_algorithm ( #3945 ) @GianFree
[MNT] Additional project urls in pyproject.toml (#3864) @lmmentel
[MNT] sklearn 1.2.0 compatibility - remove private _check_weights import in KNeighborsTimeSeriesClassifier and - Regressor ( #3918 ) @fkiraly
[MNT] sklearn 1.2.0 compatibility - cover BaseForest parameter change ( #3919 ) @fkiraly
[MNT] sklearn 1.2.0 compatibility - decouple sklearn.base._pprint ( #3923 ) @fkiraly
[MNT] sklearn 1.2.0 compatibility - remove normalize=False args from RidgeClassifierCV ( #3924 ) @fkiraly
[MNT] sklearn 1.2.0 compatibility - ComposableTimeSeriesForest reserved attribute fix ( #3926 ) @fkiraly
[MNT] remove pycatch22 as a soft dependency ( #3917 ) @fkiraly
[MNT] Update sklearn compatibility to 1.2.x , version bound to <1.3 ( #3922 ) @fkiraly
[MNT] bump numpy version bound to <1.25 and fix compatibility issues ( #3915 ) @aquemy , @fkiraly
[MNT] 0.15.0 deprecation actions ( #3952 ) @fkiraly
[MNT] skip sporadic ResNetClassifier failures ( #3974 ) @fkiraly
@aiwalter , @aquemy , @badrmarani , @benjaminbluhm , @bethrice44 , @chillerobscuro , @ciaran-g , @danbartl , @dsanr , @fkiraly , @GianFree , @KatieBuc , @kcc-lion , @KishManani , @lmmentel , @nilesh05apr , @nshahpazov , @solen0id , @templierw , @TonyBagnall
MLflow custom flavor for sktime forecasting (3912, 3915) benjaminbluhm
compatibility with most recent versions of core dependencies sktime 1.2.0``and ``numpy 1.24 (3922) fkiraly
TimeBinner transformation for temporal bin aggregation (3745) kcc-lion
E-Agglo estimator for hierarchical agglomerative cluster estimation (3430) KatieBuc
week-end dummy is_weekend in DateTimeFeatures transformation (3844) KishManani
deep learning classifiers migrated from sktime-dl to sktime: ResNet, LSTM-FCN (3714, 3881) nilesh05apr, solen0id
sktime is now compatible with numpy 1.24, bound is relaxed to <1.25
sktime is now compatible with sklearn 1.2.0, bound is relaxed to <1.3.0
pycatch22 is no longer a soft dependency of sktime, due to installation issues. pycatch22 based transformers are still functional if the dependency is installed in the python environment.
statsmodels will change from core dependency to soft dependency in sktime 0.16.0
Comparison by equality for any sktime object now compares identity of parameters, as obtained via get_params, with recursive application if objects/estimators are nested.
statsmodels will change from core dependency to soft dependency in sktime 0.16.0. To ensure functioning of setups of sktime code dependent on statsmodels based estimators after the deprecation period, ensure to install statsmodels in the environment explicitly, or install the all_extras soft dependency set which will continue to contain statsmodels.
datatypes.check_is_scitype: 2nd return argument (only returned if return_metadata=True) will be changed from list to dict format (see docstring). The list format is deprecated since 0.14.0, and replaced by dict in 0.15.0. The format is determined by temporary additional arg msg_legacy_interface, which will be the default has now changed to False (dict format). The msg_legacy_interface argument and the option to return the legacy list format will be removed in 0.16.0.
ExpandingWindowSplitter had start_with_window argument removed. From now on, initial_window=0 should be used instead of start_with_window=False.
the row transformers, SeriesToSeriesRowTransformer and SeriesToPrimitivesRowTransformer have been removed. Row/instance vectorization functionality is natively supported by sktime since 0.11.0 and does not need to be added by these wrappers anymore. Both transformers will be removed in 0.15.0. To migrate, simply remove the row transformer wrappers. In some rarer, ambiguous vectorization cases (e.g., using wrapped functions that are vectorized, such as np.mean), FunctionTransformer may have to be used instead of SeriesToPrimitivesRowTransformer.
change to public cutoff attribute delayed to 0.16.0: public cutoff attribute of forecasters will change to pd.Index subtype, from index element.
Delayed: the base class of ProbabilityThresholdEarlyClassifier will be changed to BaseEarlyClassifier in 0.16.0. This will change how classification safety decisions are made and returned, see BaseEarlyClassifier or TEASER for the new interface.
transformations.series.compose has been removed in favour of transformations.compose. All estimators in the former have been moved to the latter.
The default of default_fc_parameters in TSFreshFeatureExtractor and TSFreshRelevantFeatureExtractor has beenchanged from "efficient" to "comprehensive".
The general interface contract test test_methods_do_not_change_state has been renamed to test_non_state_changing_method_contract
[ENH] MLflow custom flavor for sktime forecasting (3912) benjaminbluhm
[ENH] equality dunder for BaseObject to compare blueprint (3862) fkiraly
[ENH] Check for frequency in hierarchical data, provide utility function to set frequency for hierarchical data (3729) danbartl
[ENH] forecasting pipeline get_fitted_params (3863) fkiraly
[ENH] E-Agglo estimator for hierarchical agglomerative cluster estimation (3430) KatieBuc
[ENH] Migrate LSTM-FCN classifier from sktime-dl to sktime (3714) solen0id
[ENH] Migrate ResNetClassifier from sktime-dl to sktime (3881) nilesh05apr
[ENH] DummyRegressor for time series regression (3968) badrmarani
[ENH] TimeBinner transformation for temporal bin aggregation (3745) kcc-lion
[ENH] Add is_weekend option to DateTimeFeatures trafo (3844) KishManani
[ENH] Add multiplicative option to Detrender (3931) KishManani
[ENH] Add support for plotting intervals in plot_series (3825) chillerobscuro
[ENH] Add colors argument to plot_series (3908) chillerobscuro
[BUG] in ConformalIntervals, fix update of residuals matrix for sliding window splitter (3914) bethrice44
[BUG] fix start_with_window deprecation in ExpandingWindowSplitter (3953) fkiraly
[BUG] fix EnsembleForecaster erroneous broadcasting and attribute clash (3964) fkiraly
[BUG] fix unreported set_params bug in ClassifierPipeline and RegressorPipeline (3857) fkiraly
[BUG] fixes KNN estimators' kneighbors methods to work with all mtypes (3927) fkiraly
[BUG] fix unreported set_params bug in ClassifierPipeline and RegressorPipeline (3857) fkiraly
[BUG] fixes KNN estimators' kneighbors methods to work with all mtypes (3927) fkiraly
[BUG] ClearSky doesn't raise error for range indexes and when X has no set frequency (3872) ciaran-g
[BUG] sklearn 1.2.0 compatibility - fix invalid elbow variable selection shrinkage parameter passed to sklearn NearestCentroid (3921) fkiraly
[BUG] fix soft dependency check in plotting.plot_correlations (3887) dsanr
[DOC] fixed rendering in dependencies doc (3846) templierw
[DOC] update transformers extension section in transformers tutorial (3860) fkiraly
[DOC] tidying Rocket docstrings (3860) TonyBagnall
[DOC] added post-processing in pipelines to forecasting tutorial (3878) nshahpazov
[DOC] changing import path for plot_cluster_algorithm (3945) GianFree
[MNT] Additional project urls in pyproject.toml (#3864) lmmentel
[MNT] sklearn 1.2.0 compatibility - remove private _check_weights import in KNeighborsTimeSeriesClassifier and -Regressor (3918) fkiraly
[MNT] sklearn 1.2.0 compatibility - cover BaseForest parameter change (3919) fkiraly
[MNT] sklearn 1.2.0 compatibility - decouple sklearn.base._pprint (3923) fkiraly
[MNT] sklearn 1.2.0 compatibility - remove normalize=False args from RidgeClassifierCV (3924) fkiraly
[MNT] sklearn 1.2.0 compatibility - ComposableTimeSeriesForest reserved attribute fix (3926) fkiraly
[MNT] remove pycatch22 as a soft dependency (3917) fkiraly
[MNT] Update sklearn compatibility to 1.2.x, version bound to <1.3 (3922) fkiraly
[MNT] bump numpy version bound to <1.25 and fix compatibility issues (3915) aquemy, fkiraly
[MNT] 0.15.0 deprecation actions (3952) fkiraly
[MNT] skip sporadic ResNetClassifier failures (3974) fkiraly
aiwalter, aquemy, badrmarani, benjaminbluhm, bethrice44, chillerobscuro, ciaran-g, danbartl, dsanr, fkiraly, GianFree, KatieBuc, kcc-lion, KishManani, lmmentel, nilesh05apr, nshahpazov, solen0id, templierw, TonyBagnall
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
@achieveordie, @aiwalter, @ciaran-g, @danbartl, @eenticott-shell, @fkiraly, @hadifawaz1999, @haskarb, @hoesler, @jorenham, @KishManani, @lmmentel, @matt-wisdom, @MatthewMiddlehurst, @michaelfeil, @RikStarmans, @templierw, @TonyBagnall, @wolph
Full Changelog: https://github.com/sktime/sktime/compare/v0.14.0...v0.14.1
dedicated notebook tutorial for transformers and feature engineering - stay tuned for more at pydata global 2022! ( #1705 ) @fkiraly
documentation & step-by-step guide to add a new dataset loader ( #3805 ) @templierw
new transformer: Catch22Wrapper , direct interface for pycatch22 ( #3431 ) @MatthewMiddlehurst
new transformer: TimeSince for feature engineering, time since fixed date/index ( #3810 ) @KishManani
permutation wrapper Permute for tuning of estimator order in forecatsing pipelines ( #3689 ) @aiwalter @fkiraly
all soft dependencies are now isolated in tests, all tests now run with minimal dependencies ( #3760 ) @fkiraly
dunder method for variable subsetting exogeneous data: my_forecaster[variables] will create a ForecastingPipeline that subsets the exogeneous data to variables
[ENH] default get_params / set_params for _HeterogenousMetaEstimator & [BUG] fix infinite loop in get_params for FeatureUnion , with hoesler ( #3708 ) @fkiraly
[ENH] direct reducer prototype rework based on feedback ( #3382 ) @fkiraly
[ENH] forecast default update warning to point to stream forecasting wrappers ( #3410 ) @fkiraly
[ENH] getitem / square brackets dunder for forecasting ( #3740 ) @fkiraly
[ENH] Add test for global forecasting case ( #3728 ) @danbartl
[ENH] Catch22Transformer update and Catch22Wrapper for pycatch22 ( #3431 ) @MatthewMiddlehurst
[ENH] MinirocketMultivariateVariable transformer, miniROCKET for unequal length time series ( #3786 ) @michaelfeil
[ENH] slightly speed up the tests for ComposableTimeSeriesForestClassifier ( #3762 ) @TonyBagnall
[ENH] Warning rather than error for TDE small series ( #3767 ) @MatthewMiddlehurst
[ENH] Add some get_test_params values to deep learning classifiers and regressors ( #3761 ) @TonyBagnall
[ENH] Add some get_test_params values to deep learning classifiers and regressors ( #3761 ) @TonyBagnall
[ENH] better error message on transform output check fail ( #3724 ) @fkiraly
[ENH] second test case for FeatureUnion , construction without names ( #3792 ) @fkiraly
[ENH] permutation wrapper Permute for tuning of pipeline sequence ( #3689 ) @aiwalter @fkiraly
[ENH] fit_transform for TSFreshRelevantFeatureExtractor ( #3785 ) @MatthewMiddlehurst
[ENH] TimeSince transformer for feature engineering, time since fixed date/index ( #3810 ) @KishManani
[GOV] Add @achieveordie as a core developer ( #3851 ) @achieveordie
[BUG] remove test and add warning to load_solar ( #3771 ) @ciaran-g
[BUG] fix ColumnEnsembleForecaster for hierarchical X ( #3768 ) @RikStarmans @fkiraly
[BUG] decouple forecasting pipeline module from registry ( #3799 ) @fkiraly
[BUG] keras import quick-fix ( #3744 ) @ltsaprounis
[BUG] in TemporalDictionaryEnsemble , set Parallel prefer="threads" , fixes #3788 ( #3808 ) @TonyBagnall
[BUG] in DummyClassifier , fix incorrectly set capability:multivariate tag ( #3858 ) @fkiraly
[BUG] fix behaviour of FourierFeatures with pd.DatetimeIndex ( #3606 ) @eenticott-shell
[BUG] fix infinite loop in get_params for FeatureUnion ( #3708 ) @hoesler @fkiraly
[BUG] SupervisedIntervals bugfixes and clean up ( #3727 ) @MatthewMiddlehurst
[BUG] Reduce size of MultiRocket test example to avoid sporadic MemoryError in testing ( #3813 ) @TonyBagnall
[BUG] fix return index for transformers’ Primitives output in row vectorization case ( #3839 ) @fkiraly
[BUG] in Reconciler , fix summation matrix bug for small hierarchies with one unique ID in outer index ( #3859 ) @ciaran-g
[BUG] Update test_deep_estimator_full to incorporate new versions of tensorflow / keras ( #3820 ) @achieveordie
[DOC] transformers tutorial ( #1705 ) @fkiraly
[DOC] Update documentation for Greedy Gaussian Segmentation ( #3739 ) @lmmentel
[DOC] Compose and deep learning classifier doc tidy ( #3756 ) @TonyBagnall
[DOC] added new slack link ( #3747 ) @hadifawaz1999
[DOC] Updates documentation for channel selection ( #3770 ) @haskarb
[DOC] Update File Format Specifications page to show list of hyperlinked formats ( #3775 ) @achieveordie
[DOC] Examples webpage ( #3653 ) @MatthewMiddlehurst
[DOC] Update CC and CoC and active core-devs lists in team.rst ( #3733 ) @GuzalBulatova
[DOC] Improve ShapeletTransformClassifier docstring ( #3737 ) @MatthewMiddlehurst
[DOC] Improve sklearn classifier docstrings ( #3754 ) @MatthewMiddlehurst
[DOC] Add missing estimators to classification API page ( #3742 ) @MatthewMiddlehurst
[DOC] Updates to regression API reference ( #3751 ) @TonyBagnall
[DOC] Fixed doc typo in RocketClassifier docstring ( #3759 ) @matt-wisdom
[DOC] Include section on unequal length data in classification notebook ( #3809 ) @MatthewMiddlehurst
[DOC] documentation on workflow of adding a new dataset loader ( #3805 ) @templierw
[DOC] add defaults in ScaledLogitTransformer docstring ( #3845 ) @fkiraly
[DOC] Added ForecastByLevel to API docs ( #3837 ) @aiwalter
[DOC] Update CONTRIBUTORS.md ( #3781 ) @achieveordie
[DOC] Docstring improvements to TSFreshRelevantFeatureExtractor ( #3785 ) @MatthewMiddlehurst
[MNT] Converted setup.py to pyproject.toml . Depends on setuptools>61.0.0 ( #3723 ) @jorenham @wolph
[MNT] decouple forecasting pipeline module from registry ( #3799 ) @fkiraly
[MNT] temporary skip of new failure test_deep_estimator_full[keras-adamax] ( #3817 ) @fkiraly
[MNT] isolate soft dependencies in tests ( #3760 ) @fkiraly
[MNT] fix pyproject.toml broken string ( #3797 ) @TonyBagnall
[MNT] exclude TapNet from tests ( #3812 ) @TonyBagnall
[MNT] test soft dependency isolation in non-suite tests ( #3750 ) @fkiraly
[MNT] Address ContinuousIntervalTree and RandomShapeletTransform deprecation warnings ( #3796 ) @MatthewMiddlehurst
[MNT] isolate statsmodels , part 4: isolating statsmodels in non-suite tests ( #3821 ) @fkiraly
@achieveordie , @aiwalter , @ciaran-g , @danbartl , @eenticott-shell , @fkiraly , @hadifawaz1999 , @haskarb , @hoesler , @jorenham , @KishManani , @lmmentel , @matt-wisdom , @MatthewMiddlehurst , @michaelfeil , @RikStarmans , @templierw , @TonyBagnall , @wolph
dedicated notebook tutorial for transformers and feature engineering - stay tuned for more at pydata global 2022! (1705) fkiraly
documentation & step-by-step guide to add a new dataset loader (3805) templierw
new transformer: Catch22Wrapper, direct interface for pycatch22 (3431) MatthewMiddlehurst
new transformer: TimeSince for feature engineering, time since fixed date/index (3810) KishManani
permutation wrapper Permute for tuning of estimator order in forecatsing pipelines (3689) aiwalter fkiraly
all soft dependencies are now isolated in tests, all tests now run with minimal dependencies (3760) fkiraly
dunder method for variable subsetting exogeneous data: my_forecaster[variables] will create a ForecastingPipeline that subsets the exogeneous data to variables
[ENH] default get_params / set_params for _HeterogenousMetaEstimator & [BUG] fix infinite loop in get_params for FeatureUnion, with hoesler (3708) fkiraly
[ENH] direct reducer prototype rework based on feedback (3382) fkiraly
[ENH] forecast default update warning to point to stream forecasting wrappers (3410) fkiraly
[ENH] getitem / square brackets dunder for forecasting (3740) fkiraly
[ENH] Add test for global forecasting case (3728) danbartl
[ENH] Catch22Transformer update and Catch22Wrapper for pycatch22 (3431) MatthewMiddlehurst
[ENH] MinirocketMultivariateVariable transformer, miniROCKET for unequal length time series (3786) michaelfeil
[ENH] slightly speed up the tests for ComposableTimeSeriesForestClassifier (3762) TonyBagnall
[ENH] Warning rather than error for TDE small series (3767) MatthewMiddlehurst
[ENH] Add some get_test_params values to deep learning classifiers and regressors (3761) TonyBagnall
[ENH] Add some get_test_params values to deep learning classifiers and regressors (3761) TonyBagnall
[ENH] better error message on transform output check fail (3724) fkiraly
[ENH] second test case for FeatureUnion, construction without names (3792) fkiraly
[ENH] permutation wrapper Permute for tuning of pipeline sequence (3689) aiwalter fkiraly
[ENH] fit_transform for TSFreshRelevantFeatureExtractor (3785) MatthewMiddlehurst
[ENH] TimeSince transformer for feature engineering, time since fixed date/index (3810) KishManani
[GOV] Add achieveordie as a core developer (3851) achieveordie
[BUG] remove test and add warning to load_solar (3771) ciaran-g
[BUG] fix ColumnEnsembleForecaster for hierarchical X (3768) RikStarmans fkiraly
[BUG] decouple forecasting pipeline module from registry (3799) fkiraly
[BUG] keras import quick-fix (3744) ltsaprounis
[BUG] in TemporalDictionaryEnsemble, set Parallel prefer="threads", fixes #3788 (3808) TonyBagnall
[BUG] in DummyClassifier, fix incorrectly set capability:multivariate tag (3858) fkiraly
[BUG] fix behaviour of FourierFeatures with pd.DatetimeIndex (3606) eenticott-shell
[BUG] fix infinite loop in get_params for FeatureUnion (3708) hoesler fkiraly
[BUG] SupervisedIntervals bugfixes and clean up (3727) MatthewMiddlehurst
[BUG] Reduce size of MultiRocket test example to avoid sporadic MemoryError in testing (3813) TonyBagnall
[BUG] fix return index for transformers' Primitives output in row vectorization case (3839) fkiraly
[BUG] in Reconciler, fix summation matrix bug for small hierarchies with one unique ID in outer index (3859) ciaran-g
[BUG] Update test_deep_estimator_full to incorporate new versions of tensorflow / keras (3820) achieveordie
[DOC] transformers tutorial (1705) fkiraly
[DOC] Update documentation for Greedy Gaussian Segmentation (3739) lmmentel
[DOC] Compose and deep learning classifier doc tidy (3756) TonyBagnall
[DOC] added new slack link (3747) hadifawaz1999
[DOC] Updates documentation for channel selection (3770) haskarb
[DOC] Update File Format Specifications page to show list of hyperlinked formats (3775) achieveordie
[DOC] Examples webpage (3653) MatthewMiddlehurst
[DOC] Update CC and CoC and active core-devs lists in team.rst (3733) GuzalBulatova
[DOC] Improve ShapeletTransformClassifier docstring (3737) MatthewMiddlehurst
[DOC] Improve sklearn classifier docstrings (3754) MatthewMiddlehurst
[DOC] Add missing estimators to classification API page (3742) MatthewMiddlehurst
[DOC] Updates to regression API reference (3751) TonyBagnall
[DOC] Fixed doc typo in RocketClassifier docstring (3759) matt-wisdom
[DOC] Include section on unequal length data in classification notebook (3809) MatthewMiddlehurst
[DOC] documentation on workflow of adding a new dataset loader (3805) templierw
[DOC] add defaults in ScaledLogitTransformer docstring (3845) fkiraly
[DOC] Added ForecastByLevel to API docs (3837) aiwalter
[DOC] Update CONTRIBUTORS.md (3781) achieveordie
[DOC] Docstring improvements to TSFreshRelevantFeatureExtractor (3785) MatthewMiddlehurst
[MNT] Converted setup.py to pyproject.toml. Depends on setuptools>61.0.0 (3723) jorenham wolph
[MNT] decouple forecasting pipeline module from registry (3799) fkiraly
[MNT] temporary skip of new failure test_deep_estimator_full[keras-adamax] (3817) fkiraly
[MNT] isolate soft dependencies in tests (3760) fkiraly
[MNT] fix pyproject.toml broken string (3797) TonyBagnall
[MNT] exclude TapNet from tests (3812) TonyBagnall
[MNT] test soft dependency isolation in non-suite tests (3750) fkiraly
[MNT] Address ContinuousIntervalTree and RandomShapeletTransform deprecation warnings (3796) MatthewMiddlehurst
[MNT] isolate statsmodels, part 4: isolating statsmodels in non-suite tests (3821) fkiraly
achieveordie, aiwalter, ciaran-g, danbartl, eenticott-shell, fkiraly, hadifawaz1999, haskarb, hoesler, jorenham, KishManani, lmmentel, matt-wisdom, MatthewMiddlehurst, michaelfeil, RikStarmans, templierw, TonyBagnall, wolph
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
@achieveordie, @aiwalter, @AnH0ang, @arampuria19, @bethrice44, @canbooo, @chillerobscuro, @chrisholder, @ciaran-g, @danbartl, @fkiraly, @GuzalBulatova, @kcc-lion, @khrapovs, @lmmentel, @MatthewMiddlehurst, @miraep8, @shagn, @TonyBagnall, @topher-lo
Full Changelog: https://github.com/sktime/sktime/compare/v0.13.4...v0.14.0
serialization and deserialization of all sktime objects via save method & base.load ( #3336 , #3425 ) @achieveordie @fkiraly
documented format specification for .ts files ( #3380 ) @achieveordie
new forecaster: modular/configurable Theta forecaster ( #1300 ) @GuzalBulatova
new probabilistic prediction adder for forecasters: squaring residuals ( #3378 ) @kcc-lion
forecasting evaluate now supports hierarchical and panel data and parallelism via dask and joblib ( #3511 , #3542 ) @topher-lo @fkiraly
get_fitted_params now supported for all estimators via defaults ( #3645 ) @fkiraly
all objects and estimators ( BaseObject descendants) now possess a save method for serialization to memory or file. Serialized objects can be deserialized by base.load . Interface contracts on save and load are now tested by the standard test suite (e.g., check_estimator ).
all fittable objects (“estimators”, BaseEstimator descendants) now have a functioning default implementation of get_fitted_params . Interface contracts on get_fitted_params are now tested by the standard test suite (e.g., check_estimator ).
the extender contract for get_fitted_params has changed. For new implementations of sktime estimators, developers should implement _get_fitted_params rather than get_fitted_params directly, similar to fit and _fit . The extension templates have been updated accordingly. Estimators following the old extension contract are still compatible for the time being and will remain compatible at least until 0.15.0.
ExpandingWindowSplitter parameter start_with_window is deprecated and will be removed in 0.15.0. For continued functionality of start_with_window=True , use start_with_window=0 instead. Other values of start_with_window will behave as in the case start_with_window=False .
Isolated pd.timedelta elements should no longer be passed to splitters and ForecastingHorizon , as pandas has deprecated freq for pd.delta . Exceptions will be raised in corner cases where freq as not been passed and cannot be inferred.
change to public cutoff attribute delayed to 0.15.0: public cutoff attribute of forecasters will change to pd.Index subtype, from index element.
The base class of ProbabilityThresholdEarlyClassifier will be changed to BaseEarlyClassifier in 0.15.0. This will change how classification safety decisions are made and returned, see BaseEarlyClassifier or TEASER for the new interface.
The default of default_fc_parameters in TSFreshFeatureExtractor and TSFreshRelevantFeatureExtractor will change from "efficient" to "comprehensive" in 0.15.0.
The name of the test test_methods_do_not_change_state will change to test_non_state_changing_method_contract in 0.15.0. For a safe transition in a case where the old name has been used as part of an argument in check_estimator , use both the new and the old name (in a list) in test/fixture exclusion or inclusion.
[ENH] get_args default handling for keys not present ( #3595 ) @fkiraly
[ENH] improve base class test docstrings and clone test ( #3555 ) @fkiraly
[ENH] get_fitted_params for nested sklearn components ( #3645 ) @fkiraly
[ENH] Serialization and deserialization of estimators ( #3336 ) @fkiraly
[ENH] Serialization and deserialization of deep learning estimators ( #3425 ) @achieveordie
[ENH] support for @targetlabel identifier for .ts files in load_from_tsfile ( #3436 ) @achieveordie
[ENH] refactor/integrate _contrib - datasets ( #3518 ) @fkiraly
[ENH] dask conversion adapters for multi-indexed pandas.DataFrame ( #3513 ) @fkiraly
[ENH] refactor mtype conversion extension utils into one location ( #3514 ) @fkiraly
[ENH] modular/configurable Theta forecaster ( #1300 ) @GuzalBulatova
[ENH] global/local recursive reduction prototype ( #3333 ) @fkiraly
[ENH] Squaring residuals estimator ( #3378 ) @kcc-lion
[ENH] extend recursive strategy in make_reduction to allow global pooling on panel data ( #3451 ) @danbartl
[EHN] Parallelized evaluate with {joblib, dask} ( #3511 ) @topher-lo
[ENH] use statsmodels append in _StatsModelsAdapter._update ( #3527 ) @chillerobscuro
[ENH] extend evaluate to hierarchical and panel data ( #3542 ) @fkiraly
[ENH] numpy integer support for ColumnEnsembleForecaster ( #3557 ) @fkiraly
[ENG] forecast-by-level wrapper ( #3585 ) @fkiraly
[ENH] multivariate test case for EnsembleForecaster ( #3637 ) @fkiraly
[ENH] extend ColumnEnsembleForecaster to allow application of multivariate forecasters ( #3504 ) @fkiraly
[ENH] add forecaster test case with string columns ( #3506 ) @fkiraly
[ENH] extend forecasting grid/random search to hierarchical and panel data ( #3548 ) @fkiraly
[ENH] Make EnsembleForecaster work with multivariate data ( #3623 ) @AnH0ang
[ENH] ExpandingWindowSplitter fix for initial_window=0 and deprecating "start_with_window" ( #3690 ) @chillerobscuro
[ENH] fixed parameter setter estimator ( #3639 ) @fkiraly
[ENH] Information Gain Temporal Segmentation Estimator ( #3399 ) @lmmentel
[ENH] Segmentation metrics ( #3403 ) @lmmentel
[ENH] TapNet DL Model for classification ( #3386 ) @achieveordie
[ENH] refactor/integrate _contrib - diagram_code ( #3519 ) @fkiraly
[ENH] fast test parameters for TapNet estimators and docstring/interface cleanup ( #3544 ) @achieveordie
[ENH] more relevant parameters to CNNRegressor for user flexibility ( #3561 ) @achieveordie
[ENH] allow KNeighborsTimeSeriesClassifier to handle distances between unequal length series ( #3654 ) @fkiraly
[ENH] TapNet DL Model for regression from sktime-dl ( #3481 ) @achieveordie
[ENH] allow KNeighborsTimeSeriesRegressor to handle distances between unequal length series( #3654 ) @fkiraly
[ENH] test that TruncationTransformer preserves index and column names in pd-multiindex ( #3535 ) @fkiraly
[ENH] replace inplace sort by non-inplace sort in Reconciler ( #3553 ) @fkiraly
[ENH] SupervisedIntervals transformer and cleaned numba functions ( #3622 ) @MatthewMiddlehurst
[ENH] TSFreshFeatureExtractor cleanup, tests, and docstring ( #3636 ) @kcc-lion
[ENH] Option to fit Clearsky transformer in parallel ( #3652 ) @ciaran-g
[ENH] tests for get_fitted_params interface contract by estimator ( #3590 ) @fkiraly
[GOV] add @GuzalBulatova to CC ( #3505 ) @GuzalBulatova
[GOV] add @miraep8 to core developers ( #3610 ) @miraep8
[GOV] new CC observers role, update to role holders list ( #3505 ) @GuzalBulatova
[GOV] minor clarifications of governance ( #3581 ) @fkiraly
[GOV] clarifications on algorithm maintainer role ( #3676 ) @fkiraly
[DOC] update docs on releasing conda packages ( #3279 ) @lmmentel
[DOC] Add Format Specification for .ts files. ( #3380 ) @achieveordie
[DOC] clarifications on deprecation notes ( #3411 ) @fkiraly
[DOC] Update CONTRIBUTORS.md ( #3503 ) @shagn
[DOC] sklearn usage examples in classifier notebook ( #3523 ) @MatthewMiddlehurst
[DOC] update extension templates and docstrings for _get_fitted_params ( #3589 ) @fkiraly
[DOC] Replace sphinx-panels with sphinx-design ( #3575 ) @MatthewMiddlehurst
[DOC] fixes outdated points of contact in code of conduct ( #3593 ) @fkiraly
[DOC] fixes incorrect coc issue reporting link in issue tracker and remaining references in coc ( #3594 ) @fkiraly
[DOC] Add API documentation for the annotation subpackage ( #3603 ) @lmmentel
[DOC] invite to fall dev days on website landing page ( #3607 ) @miraep8
[DOC] add recommendations for get_test_params in extension templates ( #3635 ) @achieveordie
[MNT] 0.14.0 deprecation actions ( #3677 ) @fkiraly
[MNT] Bump pre-commit action from 2 to 3 ( #3576 ) @lmmentel
[MNT] Bump setup-python action from 2 to 4 ( #3577 ) @lmmentel
[MNT] Remove ABCMeta inheritance from _HeterogeneousMetaEstimator ( #3569 ) @fkiraly
[MNT] loosen scipy bound to <2.0.0 ( #3587 ) @fkiraly
[MNT] Replace deprecated sphinx-panels with sphinx-design ( #3575 ) @MatthewMiddlehurst
[MNT] Bump checkout action from 2 to 3 ( #3578 ) @lmmentel
[MNT] temporarily remove stochastically failing tapnet from tests ( #3624 ) @fkiraly
[MNT] replace ARIMA used in tests by reducer to remove soft dependency in tests ( #3552 ) @fkiraly
[MNT] replace author names by GitHub ID in author fields, linting ( #3628 ) @fkiraly
[ENH] isolate statsmodels imports ( #3445 ) @fkiraly
[MNT] isolate statsmodels imports, part 2 ( #3515 ) @fkiraly
[MNT] isolate statsmodels , part 3: replace dependent estimators in test parameters ( #3632 ) @fkiraly
[MNT] replace author names by GitHub ID in author fields, linting ( #3628 ) @fkiraly
[ENH] refactor remaining get_fitted_params overrides to _get_fitted_params ( #3591 ) @fkiraly
[BUG] fix get_fitted_params for non-conformant estimators ( #3599 ) @fkiraly
[BUG] fix get_fitted_params default for unfittable components ( #3598 ) @fkiraly
[BUG] fix bug with data loading from timeseriesclassification.com when extract_path is not None ( #3021 ) @TonyBagnall
[BUG] fix error in writing datasets to file in ts format ( #3532 ) @TonyBagnall
[BUG] fix pd.concat in stratified resampling causing error in check_is_scitype ( #3546 ) @TonyBagnall
[BUG] fix check_estimator exclude arguments not working for non-base scitype tests ( #3566 ) @fkiraly
[BUG] fix erroneous asserts in input checkers ( #3556 ) @fkiraly
[BUG] Exclude np.timedelta64 from is_int check ( #3627 ) @khrapovs
[BUG] fix get_cutoff for numpy format ( #3442 ) @fkiraly
[BUG] fix ConformalIntervals update does not update residuals_matrix ( #3460 ) @bethrice44
[BUG] Fix side effect of predict_residuals ( #3475 ) @aiwalter
[BUG] Fix residuals formula in NaiveForecaster.predict_var for non-null window_length ( #3495 ) @topher-lo
[BUG] fix ColumnEnsembleForecaster for str index ( #3504 ) @canbooo @fkiraly
[BUG] Fix pipeline tags for NaN values ( #3549 ) @aiwalter
[BUG] fix conditional requires-fh-in-fit tag in EnsembleForecaster ( #3642 ) @fkiraly
[BUG] Fix PluginParamsForecaster docstring and add dict use example ( #3643 ) @fkiraly
[BUG] Fixing tags typo in BaseHmmLearn ( #3563 ) @guzalbulatova @miraep8
[BUG] Pass all average params to kmeans ( #3486 ) @chrisholder
[BUG] fix KNeighborsTimeSeriesClassifier tag handling dependent on distance component ( #3654 ) @fkiraly
[BUG] Add missing get_test_params to TapNet estimators ( #3541 ) @achieveordie
[BUG] numba / np.median interaction raises error for large data sets run with n_jobs>1 ( #3602 ) @TonyBagnall
[BUG] bug in the interaction between numba and np.zeros identified in #2397 ( #3618 ) @TonyBagnall
[BUG] various small bugfixes ( #3706 ) @MatthewMiddlehurst
[BUG] Fixed msm alignment path ( #3484 ) @chrisholder
[BUG] TWE alignment path fix and refactor ( #3485 ) @chrisholder
[BUG] Fix typo in set_tags call in AggrDist.init ( #3562 ) @aiwalter
[BUG] fix KNeighborsTimeSeriesRegressor tag handling dependent on distance component ( #3654 ) @fkiraly
[BUG] RandomShapeletTransform : floor the maximum number of shapelets to number of classes ( #3564 ) @TonyBagnall
[BUG] ClearSky transformer: fix missing value problem after transform ( #3579 ) @ciaran-g
@achieveordie , @aiwalter , @AnH0ang , @arampuria19 , @bethrice44 , @canbooo , @chillerobscuro , @chrisholder , @ciaran-g , @danbartl , @fkiraly , @GuzalBulatova , @kcc-lion , @khrapovs , @lmmentel , @MatthewMiddlehurst , @miraep8 , @shagn , @TonyBagnall , @topher-lo
serialization and deserialization of all sktime objects via save method & base.load (3336, 3425) achieveordie fkiraly
documented format specification for .ts files (3380) achieveordie
new forecaster: modular/configurable Theta forecaster (1300) GuzalBulatova
new probabilistic prediction adder for forecasters: squaring residuals (3378) kcc-lion
forecasting evaluate now supports hierarchical and panel data and parallelism via dask and joblib (3511, 3542) topher-lo fkiraly
get_fitted_params now supported for all estimators via defaults (3645) fkiraly
all objects and estimators (BaseObject descendants) now possess a save method for serialization to memory or file. Serialized objects can be deserialized by base.load. Interface contracts on save and load are now tested by the standard test suite (e.g., check_estimator).
all fittable objects ("estimators", BaseEstimator descendants) now have a functioning default implementation of get_fitted_params. Interface contracts on get_fitted_params are now tested by the standard test suite (e.g., check_estimator).
the extender contract for get_fitted_params has changed. For new implementations of sktime estimators, developers should implement _get_fitted_params rather than get_fitted_params directly, similar to fit and _fit. The extension templates have been updated accordingly. Estimators following the old extension contract are still compatible for the time being and will remain compatible at least until 0.15.0.
ExpandingWindowSplitter parameter start_with_window is deprecated and will be removed in 0.15.0. For continued functionality of start_with_window=True, use start_with_window=0 instead. Other values of start_with_window will behave as in the case start_with_window=False.
Isolated pd.timedelta elements should no longer be passed to splitters and ForecastingHorizon, as pandas has deprecated freq for pd.delta. Exceptions will be raised in corner cases where freq as not been passed and cannot be inferred.
change to public cutoff attribute delayed to 0.15.0: public cutoff attribute of forecasters will change to pd.Index subtype, from index element.
The base class of ProbabilityThresholdEarlyClassifier will be changed to BaseEarlyClassifier in 0.15.0. This will change how classification safety decisions are made and returned, see BaseEarlyClassifier or TEASER for the new interface.
The default of default_fc_parameters in TSFreshFeatureExtractor and TSFreshRelevantFeatureExtractor will change from "efficient" to "comprehensive" in 0.15.0.
The name of the test test_methods_do_not_change_state will change to test_non_state_changing_method_contract in 0.15.0. For a safe transition in a case where the old name has been used as part of an argument in check_estimator, use both the new and the old name (in a list) in test/fixture exclusion or inclusion.
[ENH] get_args default handling for keys not present (3595) fkiraly
[ENH] improve base class test docstrings and clone test (3555) fkiraly
[ENH] get_fitted_params for nested sklearn components (3645) fkiraly
[ENH] Serialization and deserialization of estimators (3336) fkiraly
[ENH] Serialization and deserialization of deep learning estimators (3425) achieveordie
[ENH] support for @targetlabel identifier for .ts files in load_from_tsfile (3436) achieveordie
[ENH] refactor/integrate _contrib - datasets (3518) fkiraly
[ENH] dask conversion adapters for multi-indexed pandas.DataFrame (3513) fkiraly
[ENH] refactor mtype conversion extension utils into one location (3514) fkiraly
[ENH] modular/configurable Theta forecaster (1300) GuzalBulatova
[ENH] global/local recursive reduction prototype (3333) fkiraly
[ENH] Squaring residuals estimator (3378) kcc-lion
[ENH] extend recursive strategy in make_reduction to allow global pooling on panel data (3451) danbartl
[EHN] Parallelized evaluate with {joblib, dask} (3511) topher-lo
[ENH] use statsmodels append in _StatsModelsAdapter._update (3527) chillerobscuro
[ENH] extend evaluate to hierarchical and panel data (3542) fkiraly
[ENH] numpy integer support for ColumnEnsembleForecaster (3557) fkiraly
[ENG] forecast-by-level wrapper (3585) fkiraly
[ENH] multivariate test case for EnsembleForecaster (3637) fkiraly
[ENH] extend ColumnEnsembleForecaster to allow application of multivariate forecasters (3504) fkiraly
[ENH] add forecaster test case with string columns (3506) fkiraly
[ENH] extend forecasting grid/random search to hierarchical and panel data (3548) fkiraly
[ENH] Make EnsembleForecaster work with multivariate data (3623) AnH0ang
[ENH] ExpandingWindowSplitter fix for initial_window=0 and deprecating "start_with_window" (3690) chillerobscuro
[ENH] fixed parameter setter estimator (3639) fkiraly
[ENH] Information Gain Temporal Segmentation Estimator (3399) lmmentel
[ENH] Segmentation metrics (3403) lmmentel
[ENH] TapNet DL Model for classification (3386) achieveordie
[ENH] refactor/integrate _contrib - diagram_code (3519) fkiraly
[ENH] fast test parameters for TapNet estimators and docstring/interface cleanup (3544) achieveordie
[ENH] more relevant parameters to CNNRegressor for user flexibility (3561) achieveordie
[ENH] allow KNeighborsTimeSeriesClassifier to handle distances between unequal length series (3654) fkiraly
[ENH] TapNet DL Model for regression from sktime-dl (3481) achieveordie
[ENH] allow KNeighborsTimeSeriesRegressor to handle distances between unequal length series(3654) fkiraly
[ENH] test that TruncationTransformer preserves index and column names in pd-multiindex (3535) fkiraly
[ENH] replace inplace sort by non-inplace sort in Reconciler (3553) fkiraly
[ENH] SupervisedIntervals transformer and cleaned numba functions (3622) MatthewMiddlehurst
[ENH] TSFreshFeatureExtractor cleanup, tests, and docstring (3636) kcc-lion
[ENH] Option to fit Clearsky transformer in parallel (3652) ciaran-g
[ENH] tests for get_fitted_params interface contract by estimator (3590) fkiraly
[GOV] add GuzalBulatova to CC (3505) GuzalBulatova
[GOV] add miraep8 to core developers (3610) miraep8
[GOV] new CC observers role, update to role holders list (3505) GuzalBulatova
[GOV] minor clarifications of governance (3581) fkiraly
[GOV] clarifications on algorithm maintainer role (3676) fkiraly
[DOC] update docs on releasing conda packages (3279) lmmentel
[DOC] Add Format Specification for .ts files. (3380) achieveordie
[DOC] clarifications on deprecation notes (3411) fkiraly
[DOC] Update CONTRIBUTORS.md (3503) shagn
[DOC] sklearn usage examples in classifier notebook (3523) MatthewMiddlehurst
[DOC] update extension templates and docstrings for _get_fitted_params (3589) fkiraly
[DOC] Replace sphinx-panels with sphinx-design (3575) MatthewMiddlehurst
[DOC] fixes outdated points of contact in code of conduct (3593) fkiraly
[DOC] fixes incorrect coc issue reporting link in issue tracker and remaining references in coc (3594) fkiraly
[DOC] Add API documentation for the annotation subpackage (3603) lmmentel
[DOC] invite to fall dev days on website landing page (3607) miraep8
[DOC] add recommendations for get_test_params in extension templates (3635) achieveordie
[MNT] 0.14.0 deprecation actions (3677) fkiraly
[MNT] Bump pre-commit action from 2 to 3 (3576) lmmentel
[MNT] Bump setup-python action from 2 to 4 (3577) lmmentel
[MNT] Remove ABCMeta inheritance from _HeterogeneousMetaEstimator (3569) fkiraly
[MNT] loosen scipy bound to <2.0.0 (3587) fkiraly
[MNT] Replace deprecated sphinx-panels with sphinx-design (3575) MatthewMiddlehurst
[MNT] Bump checkout action from 2 to 3 (3578) lmmentel
[MNT] temporarily remove stochastically failing tapnet from tests (3624) fkiraly
[MNT] replace ARIMA used in tests by reducer to remove soft dependency in tests (3552) fkiraly
[MNT] replace author names by GitHub ID in author fields, linting (3628) fkiraly
[ENH] isolate statsmodels imports (3445) fkiraly
[MNT] isolate statsmodels imports, part 2 (3515) fkiraly
[MNT] isolate statsmodels, part 3: replace dependent estimators in test parameters (3632) fkiraly
[MNT] replace author names by GitHub ID in author fields, linting (3628) fkiraly
[ENH] refactor remaining get_fitted_params overrides to _get_fitted_params (3591) fkiraly
[BUG] fix get_fitted_params for non-conformant estimators (3599) fkiraly
[BUG] fix get_fitted_params default for unfittable components (3598) fkiraly
[BUG] fix bug with data loading from timeseriesclassification.com when extract_path is not None (3021) TonyBagnall
[BUG] fix error in writing datasets to file in ts format (3532) TonyBagnall
[BUG] fix pd.concat in stratified resampling causing error in check_is_scitype (3546) TonyBagnall
[BUG] fix check_estimator exclude arguments not working for non-base scitype tests (3566) fkiraly
[BUG] fix erroneous asserts in input checkers (3556) fkiraly
[BUG] Exclude np.timedelta64 from is_int check (3627) khrapovs
[BUG] fix get_cutoff for numpy format (3442) fkiraly
[BUG] fix ConformalIntervals update does not update residuals_matrix (3460) bethrice44
[BUG] Fix side effect of predict_residuals (3475) aiwalter
[BUG] Fix residuals formula in NaiveForecaster.predict_var for non-null window_length (3495) topher-lo
[BUG] fix ColumnEnsembleForecaster for str index (3504) canbooo fkiraly
[BUG] Fix pipeline tags for NaN values (3549) aiwalter
[BUG] fix conditional requires-fh-in-fit tag in EnsembleForecaster (3642) fkiraly
[BUG] Fix PluginParamsForecaster docstring and add dict use example (3643) fkiraly
[BUG] Fixing tags typo in BaseHmmLearn (3563) guzalbulatova miraep8
[BUG] Pass all average params to kmeans (3486) chrisholder
[BUG] fix KNeighborsTimeSeriesClassifier tag handling dependent on distance component (3654) fkiraly
[BUG] Add missing get_test_params to TapNet estimators (3541) achieveordie
[BUG] numba / np.median interaction raises error for large data sets run with n_jobs>1 (3602) TonyBagnall
[BUG] bug in the interaction between numba and np.zeros identified in #2397 (3618) TonyBagnall
[BUG] various small bugfixes (3706) MatthewMiddlehurst
[BUG] Fixed msm alignment path (3484) chrisholder
[BUG] TWE alignment path fix and refactor (3485) chrisholder
[BUG] Fix typo in set_tags call in AggrDist.__init__ (3562) aiwalter
[BUG] fix KNeighborsTimeSeriesRegressor tag handling dependent on distance component (3654) fkiraly
[BUG] RandomShapeletTransform: floor the maximum number of shapelets to number of classes (3564) TonyBagnall
[BUG] ClearSky transformer: fix missing value problem after transform (3579) ciaran-g
achieveordie, aiwalter, AnH0ang, arampuria19, bethrice44, canbooo, chillerobscuro, chrisholder, ciaran-g, danbartl, fkiraly, GuzalBulatova, kcc-lion, khrapovs, lmmentel, MatthewMiddlehurst, miraep8, shagn, TonyBagnall, topher-lo
Maintenance release - moves sktime repository to sktime org from alan-turing-institute org.
Maintenance release - moves sktime repository to sktime org from alan-turing-institute org.
Incremental to 0.13.3. Please see our changelog for a description of all changes.
Maintenance release - moved sktime repository to sktime org from alan-turing-institute org ( #2926 )
Forks and links should be redirected, governance remains unchanged.
In case of any problems, please contact us via the issue tracker or discussion forum .
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
@achieveordie, @aiwalter, @AurumnPegasus, @benHeid, @bethrice44, @bugslayer-332, @fkiraly, @ilkersigirci, @KatieBuc, @khrapovs, @lmmentel, @ltsaprounis, @miraep8, @patrickzib, @paulbauriegel, @shagn, @stepinski, @topher-lo
Full Changelog: https://github.com/alan-turing-institute/sktime/compare/v0.13.2...v0.13.3
new DL based time series classifiers: FCNClassifier , MLPClassifier ( #3232 , #3233 ) @AurumnPegasus
new transformers: Fourier features, DOBIN basis features ( #3373 , #3374 ) @KatieBuc , @ltsaprounis
new annotation estimators: GGS, HIDAlgo, STRAY ( #2744 , #3158 , #3338 ) @lmmentel , @KatieBuc
annotation: hmmlearn interface ( #3362 ) @miraep8
fully documented tags in forecaster and transformer extension templates ( #3334 , #3440 ) @fkiraly
sktime is now compatible with pmdarima 2.0.0 , bound is relaxed to <3.0.0
sktime is now compatible with pandas 1.5.0 , bound is relaxed to <1.6.0
datatypes.check_is_scitype : 2nd return argument (only returned if return_metadata=True ) will be changed from list to dict format (see docstring). list format will be deprecated from 0.14.0, and replaced by dict in 0.15.0. The format will be determined by temporary additional arg msg_legacy_interface , which will be introduced in 0.14.0, default changed to False in 0.15.0, and removed in 0.16.0.
[ENH] support for xarray DataArray & mtypes ( #3255 ) @benHeid
[ENH] avoid metadata computation in scitype utility ( #3357 ) @fkiraly
[ENH] check_is_scitype error message return changed to dict ( #3466 ) @fkiraly
[ENH] soft dependency handling for mtypes ( #3408 ) @fkiraly
[ENH] Optimize from_3d_numpy_to_nested converter function ( #3339 ) @paulbauriegel
[ENH] simplify convert_to_scitype logic, fix export and docstring omissions in scitype converter module ( #3358 ) @fkiraly
[ENH] test for correct return type of load_basic_motions ( #3458 ) @fkiraly
[ENH] pmdarima 2.0.0 compatibility fix - use absolute index in return ( #3302 ) @fkiraly
[ENH] global/local setting for DirectReductionForecaster ( #3327 ) @fkiraly
[ENH] consistent sp handling in parameter estimators and AutoARIMA ( #3367 ) @fkiraly
[ENH] enable default get_fitted_params for forecasters and delegated estimators ( #3381 ) @fkiraly
[ENH] prevent vectorization in forecaster multiplexer ( #3391 ) @fkiraly
[ENH] prevent vectorization in update wrappers and ForecastX ( #3393 ) @fkiraly
[ENH] added missing data input check in forecasters ( #3405 ) @fkiraly
[ENH] Add parallel fit and predict_residuals for calculation of residuals_matrix in ConformalIntervals ( #3414 ) @bethrice44
[ENH] predictive variance and quantiles for naive forecaster ( #3435 ) @topher-lo
[ENH] Greedy Gaussian Segmentation ( #2744 ) @lmmentel
[ENH] HIDAlgo annotation ( #3158 ) @KatieBuc
[ENH] hmmlearn interface ( #3362 ) @miraep8
[ENH] STRAY anomaly detection ( #3338 ) @KatieBuc
[ENH] Dictionary classifiers speedup ( #3216 , #3360 ) @patrickzib
[ENH] new classifier: MLPClassifier ( #3232 ) @AurumnPegasus
[ENH] new classifier: FCNClassifier ( #3233 ) @AurumnPegasus
[ENG] Weights in scipy distance ( #1940 ) @stepinski
[ENH] distance features transformer ( #3356 ) @fkiraly
[ENH] signature kernel from (Kiraly et al, 2016) ( #3355 ) @fkiraly
[ENH] option to keep column names in Lag ( #3343 ) @fkiraly
[ENH] BaseTransformer data memory - enabled by tag ( #3307 ) @fkiraly
[ENH] Fourier features transformer ( #3374 ) @ltsaprounis
[ENH] prevent vectorization in tramsformer multiplexer ( #3391 ) @fkiraly
[ENH] added scale , offset parameters to LogTransformer ( #3354 ) @bugslayer-332
[ENH] pandas 1.5.0 compatibility fix: use infer_freq in Lag if no freq passed or specified ( #3456 ) @fkiraly
[ENH] refactor inheritance of PAA , SAX , SFA ( #3308 ) @fkiraly
[ENH] DOBIN basis transformation ( #3373 ) @KatieBuc
[ENH] testing transformers with transform data different from fit data ( #3341 ) @fkiraly
[ENH] reduce legacy logic in test framework and refactor to scenarios ( #3342 ) @fkiraly
[ENH] second param sets for selected estimators ( #3428 ) @fkiraly
[BUG] ensure nested_univ metadata inference passes for scalar columns present ( #3463 ) @fkiraly
[BUG] Fix default conformal intervals initial_window parameter ( #3383 ) @bethrice44
[BUG] fixing HMM last read bug ( #3366 ) @miraep8
[BUG] Fix for hmm sporadic test failure ( #3396 ) @miraep8
[BUG] fixes missing super.init call in MLPNetwork ( #3350 ) @fkiraly
[BUG] fixes incorrect warning condition in InvertTransform ( #3352 ) @fkiraly
[BUG] ensure Differencer always inverts properly ( #3346 ) @fkiraly , @ilkersigirci
[MNT] skip CNNClassifier doctest ( #3305 ) @fkiraly
[MNT] Retry url request after HTTPError ( #3242 ) @khrapovs
[MNT] skip ClearSky doctest to avoid load_solar crash ( #3376 ) @fkiraly
[MNT] skip sporadic failure in testing HMM ( #3395 ) @fkiraly
[MNT] isolate soft dependency in MLPClassifier doctest ( #3409 ) @fkiraly
[MNT] Small refactoring changes ( #3418 ) @lmmentel
[MNT] replaces deprecated pandas is_monotonic by is_monotonic_increasing ( #3455 ) @fkiraly
[MNT] update test_interpolate to be pandas 1.5.0 compatible ( #3467 ) @fkiraly
[MNT] pandas 1.5.0 compatibility ( #3457 ) @fkiraly
[DOC] updated extension templates - tags explained, soft dependencies ( #3334 ) @fkiraly
[DOC] API reference for dists_kernels module ( #3312 ) @fkiraly
[DOC] fix notebook/example symlinks ( #3379 ) @khrapovs
[DOC] Some tips on getting virtual environments to work ( #3331 ) @miraep8
[DOC] changed wrong docstring default value of start_with_window in SlidingWindowSplitter to actual default value ( #3340 ) @bugslayer-332
[DOC] Correct minor typos in examples/AA_datatypes_and_datasets.ipynb ( #3349 ) @achieveordie
[DOC] updated extension templates - transformer tags explained ( #3377 ) @fkiraly
[DOC] correcting and clarifying BaseSplitter docstrings ( #3440 ) @fkiraly
[DOC] Fix docstring of TransformerPipeline ( #3401 ) @aiwalter
[DOC] Expired slack link under “Where to ask questions” ( #3449 ) @topher-lo
[DOC] Instructions for how to skip tests for new soft dependencies. ( #3416 ) @miraep8
[DOC] replace legacy estimator overview with links ( #3407 ) @fkiraly
[DOC] Update core dev list ( #3415 ) @aiwalter
[DOC] Expired slack link under “Where to ask questions” ( #3449 ) @topher-lo
[DOC] Added example to plot_series & fixed example for plot_lags ( #3400 ) @shagn
@achieveordie , @aiwalter , @AurumnPegasus , @benHeid , @bethrice44 , @bugslayer-332 , @fkiraly , @ilkersigirci , @KatieBuc , @khrapovs , @lmmentel , @ltsaprounis , @miraep8 , @patrickzib , @paulbauriegel , @shagn , @stepinski , @topher-lo
new DL based time series classifiers: FCNClassifier, MLPClassifier (3232, 3233) AurumnPegasus
new transformers: Fourier features, DOBIN basis features (3373, 3374) KatieBuc, ltsaprounis
new annotation estimators: GGS, HIDAlgo, STRAY (2744, 3158, 3338) lmmentel, KatieBuc
annotation: hmmlearn interface (3362) miraep8
fully documented tags in forecaster and transformer extension templates (3334, 3440) fkiraly
sktime is now compatible with pmdarima 2.0.0, bound is relaxed to <3.0.0
sktime is now compatible with pandas 1.5.0, bound is relaxed to <1.6.0
datatypes.check_is_scitype: 2nd return argument (only returned if return_metadata=True) will be changed from list to dict format (see docstring). list format will be deprecated from 0.14.0, and replaced by dict in 0.15.0. The format will be determined by temporary additional arg msg_legacy_interface, which will be introduced in 0.14.0, default changed to False in 0.15.0, and removed in 0.16.0.
[ENH] support for xarray DataArray & mtypes (3255) benHeid
[ENH] avoid metadata computation in scitype utility (3357) fkiraly
[ENH] check_is_scitype error message return changed to dict (3466) fkiraly
[ENH] soft dependency handling for mtypes (3408) fkiraly
[ENH] Optimize from_3d_numpy_to_nested converter function (3339) paulbauriegel
[ENH] simplify convert_to_scitype logic, fix export and docstring omissions in scitype converter module (3358) fkiraly
[ENH] test for correct return type of load_basic_motions (3458) fkiraly
[ENH] pmdarima 2.0.0 compatibility fix - use absolute index in return (3302) fkiraly
[ENH] global/local setting for DirectReductionForecaster (3327) fkiraly
[ENH] consistent sp handling in parameter estimators and AutoARIMA (3367) fkiraly
[ENH] enable default get_fitted_params for forecasters and delegated estimators (3381) fkiraly
[ENH] prevent vectorization in forecaster multiplexer (3391) fkiraly
[ENH] prevent vectorization in update wrappers and ForecastX (3393) fkiraly
[ENH] added missing data input check in forecasters (3405) fkiraly
[ENH] Add parallel fit and predict_residuals for calculation of residuals_matrix in ConformalIntervals (3414) bethrice44
[ENH] predictive variance and quantiles for naive forecaster (3435) topher-lo
[ENH] Greedy Gaussian Segmentation (2744) lmmentel
[ENH] HIDAlgo annotation (3158) KatieBuc
[ENH] hmmlearn interface (3362) miraep8
[ENH] STRAY anomaly detection (3338) KatieBuc
[ENH] Dictionary classifiers speedup (3216, 3360) patrickzib
[ENH] new classifier: MLPClassifier (3232) AurumnPegasus
[ENH] new classifier: FCNClassifier (3233) AurumnPegasus
[ENG] Weights in scipy distance (1940) stepinski
[ENH] distance features transformer (3356) fkiraly
[ENH] signature kernel from (Kiraly et al, 2016) (3355) fkiraly
[ENH] option to keep column names in Lag (3343) fkiraly
[ENH] BaseTransformer data memory - enabled by tag (3307) fkiraly
[ENH] Fourier features transformer (3374) ltsaprounis
[ENH] prevent vectorization in tramsformer multiplexer (3391) fkiraly
[ENH] added scale, offset parameters to LogTransformer (3354) bugslayer-332
[ENH] pandas 1.5.0 compatibility fix: use infer_freq in Lag if no freq passed or specified (3456) fkiraly
[ENH] refactor inheritance of PAA, SAX, SFA (3308) fkiraly
[ENH] DOBIN basis transformation (3373) KatieBuc
[ENH] testing transformers with transform data different from fit data (3341) fkiraly
[ENH] reduce legacy logic in test framework and refactor to scenarios (3342) fkiraly
[ENH] second param sets for selected estimators (3428) fkiraly
[BUG] ensure nested_univ metadata inference passes for scalar columns present (3463) fkiraly
[BUG] Fix default conformal intervals initial_window parameter (3383) bethrice44
[BUG] fixing HMM last read bug (3366) miraep8
[BUG] Fix for hmm sporadic test failure (3396) miraep8
[BUG] fixes missing super.__init__ call in MLPNetwork (3350) fkiraly
[BUG] fixes incorrect warning condition in InvertTransform (3352) fkiraly
[BUG] ensure Differencer always inverts properly (3346) fkiraly, ilkersigirci
[MNT] skip CNNClassifier doctest (3305) fkiraly
[MNT] Retry url request after HTTPError (3242) khrapovs
[MNT] skip ClearSky doctest to avoid load_solar crash (3376) fkiraly
[MNT] skip sporadic failure in testing HMM (3395) fkiraly
[MNT] isolate soft dependency in MLPClassifier doctest (3409) fkiraly
[MNT] Small refactoring changes (3418) lmmentel
[MNT] replaces deprecated pandas is_monotonic by is_monotonic_increasing (3455) fkiraly
[MNT] update test_interpolate to be pandas 1.5.0 compatible (3467) fkiraly
[MNT] pandas 1.5.0 compatibility (3457) fkiraly
[DOC] updated extension templates - tags explained, soft dependencies (3334) fkiraly
[DOC] API reference for dists_kernels module (3312) fkiraly
[DOC] fix notebook/example symlinks (3379) khrapovs
[DOC] Some tips on getting virtual environments to work (3331) miraep8
[DOC] changed wrong docstring default value of start_with_window in SlidingWindowSplitter to actual default value (3340) bugslayer-332
[DOC] Correct minor typos in examples/AA_datatypes_and_datasets.ipynb (3349) achieveordie
[DOC] updated extension templates - transformer tags explained (3377) fkiraly
[DOC] correcting and clarifying BaseSplitter docstrings (3440) fkiraly
[DOC] Fix docstring of TransformerPipeline (3401) aiwalter
[DOC] Expired slack link under "Where to ask questions" (3449) topher-lo
[DOC] Instructions for how to skip tests for new soft dependencies. (3416) miraep8
[DOC] replace legacy estimator overview with links (3407) fkiraly
[DOC] Update core dev list (3415) aiwalter
[DOC] Expired slack link under "Where to ask questions" (3449) topher-lo
[DOC] Added example to plot_series & fixed example for plot_lags (3400) shagn
achieveordie, aiwalter, AurumnPegasus, benHeid, bethrice44, bugslayer-332, fkiraly, ilkersigirci, KatieBuc, khrapovs, lmmentel, ltsaprounis, miraep8, patrickzib, paulbauriegel, shagn, stepinski, topher-lo
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
@achieveordie, @aiwalter, @chillerobscuro, @chrisholder, @fkiraly, @haskarb, @KatieBuc, @kcc-lion, @KishManani, @miraep8, @patrickzib, @paulbauriegel
Full Changelog: https://github.com/alan-turing-institute/sktime/compare/v0.13.1...v0.13.2
new forecaster: statsmodels ARDL interface ( #3209 ) @kcc-lion
new transformer: channel/variable selection (Dhariyal et al 2021) for multivariate time series classification ( #3248 ) @haskarb
new dunders: trafo ** forecaster = apply to exogeneous data; -trafo = OptionalPassthrough ; ~trafo = invert ( #3243 , #3273 , #3274 ) @fkiraly
pairwise transformations (time series distances, kernels) are now fully integrated with the check_estimator utility ( #3254 ) @fkiraly
pmdarima is bounded <2.0.0 until compatibility issues are resolved
dunder method for pipelining transformers to exogeneous data: my_trafo ** my_forecaster will create a ForecastingPipeline Note: ** has precedence over * (apply to endogeneous data)
the default value for the ignores-exogeneous-X tag is set to the safer value False . This does not affect sktime forecasters, but may affect sktime compatible forecasters in which an explicit setting of the tag has been omitted, in that X is now passed to all internal functions _fit , predict , etc. This is breaking only under the condition that (a) the tag has been erroneously omitted, (b) the internal functions are broken, i.e., will cause an exception only if the error (a) was masking a bug (b).
dunder method for pipelining ordinary transformers with pairwise transformers: my_trafo ** distance will create a PwTrafoPanelPipeline , same as “apply my_trafo.fit_transform to both inputs first, then apply distance ”
dunder method for applying OptionalPassthrough : -my_trafo is the same as OptionalPassthrough(my_trafo)
dunder method for inverting transformer: ~my_trafo has transform and inverse_transform switched
deprecated: transformations.series.compose is deprecated in favour of transformations.compose . All estimators in the former are moved to the latter, and will no longer be accessible in transformations.series.compose from 0.15.0.
deprecated: the row transformers, SeriesToSeriesRowTransformer and SeriesToPrimitivesRowTransformer have been deprecated. Row/instance vectorization functionality is natively supported by sktime since 0.11.0 and does not need to be added by these wrappers anymore. Both transformers will be removed in 0.15.0. To migrate, simply remove the row transformer wrappers. In some rarer, ambiguous vectorization cases (e.g., using wrapped functions that are vectorized, such as np.mean ), FunctionTransformer may have to be used instead of SeriesToPrimitivesRowTransformer .
[ENH] robustify BaseObject.set_tags against forgotten init ( #3226 ) @fkiraly
[ENH] treat non nested cols in conversion nested_univ to pd-multiindex ( #3250 ) @fkiraly
[ENH] statsmodels ARDL interface ( #3209 ) @kcc-lion
[ENH] ** dunder for applying transformers to exogeneous data in forecasters ( #3243 ) @fkiraly
[ENH] test pd.Series with name attribute in forecasters ( #3297 , #3323 ) @fkiraly
[ENH] set default ignores-exogeneous-X to False ( #3260 ) @fkiraly
[ENH] forecasting pipeline test case with Detrender ( #3270 ) @fkiraly
[ENH] test hierarchical forecasters with hierarchical data ( #3321 ) @fkiraly
[ENH] Data generator for annotation - normal multivariate mean shift ( #3114 ) @KatieBuc
[ENH] MSM distance clean-up ( #2964 ) @chrisholder
[ENH] panel distance from flattened tabular distance ( #3249 ) @fkiraly
[ENH] test class integration for pairwise transformers ( #3254 ) @fkiraly
[ENH] expose edit distances as sklearn compatible objects ( #3251 ) @fkiraly
[ENH] pipeline composition for pairwise panel transformers ( #3263 ) @fkiraly
[ENH] arithmetic combinations of distances/kernel transformers ( #3264 ) @fkiraly
[ENH] constant distance dummy ( #3266 ) @fkiraly
[ENH] channel selection (Dhariyal et al 2021) for multivariate time series classification ( #3248 ) @haskarb
[ENH] channel selection (Dhariyal et al 2021) - compatibility with arbitrary distance ( #3256 ) @fkiraly
[ENH] in Lag , make column naming consistent between single-lag and multi-lag case ( #3261 ) @KishManani
[ENH] deprecate transformations.series.compose in favour of transformations.compose ( #3271 ) @fkiraly
[ENH] inversion of transformer wrapper and dunder ( #3274 ) @fkiraly
[ENH] correctness test for OptionalPassthrough ( #3276 ) @aiwalter
[ENH] OptionalPassthrough wrapping via neg dunder ( #3273 ) @fkiraly
[ENH] refactor of OptionalPassthrough as a delegator ( #3272 ) @fkiraly
[ENH] test super.init call in objects and estimators ( #3309 ) @fkiraly
[GOV] sktime as a “library”, not a “curated selection” ( #3155 ) @fkiraly
[BUG] Fix write_ndarray_to_tsfile for classLabel = False ( #3303 ) @paulbauriegel
[BUG] fix failure of some conversions in _load_provided_dataset() ( #3231 ) @achieveordie
[BUG] fix recurring instances of forgotten list comprehension brackets inside np.all ( #3245 ) @achieveordie , @fkiraly
[BUG] fix _enforce_infer_freq private utility for short time series ( #3287 ) @fkiraly
[BUG] Delay trimming in ForecastingGridSearchCV until after transforming ( #3132 ) @miraep8
[BUG] Fix tag in DirectReductionForecaster ( #3257 ) @KishManani
[BUG] ensure that forecasters do not add pd.Series.name attribute ( #3290 ) @fkiraly
[BUG] removes superfluous UserWarning in AutoETS.fit if auto=True and additive_only=True #3311 ( #3317 ) @chillerobscuro
[BUG] fix ColumnEnsembleForecaster for hierarchical input ( #3324 ) @fkiraly
[BUG] fix bug where default forecaster _update empties converter store ( #3325 ) @fkiraly
[BUG] (temporary fix) remove hierarchical datatypes from recursive reduction forecasters ( #3326 ) @fkiraly
[BUG] fixed concat dunder for ParamFitterPipeline ( #3262 ) @fkiraly
[BUG] ClaSP Segmentation fixes ( #3217 ) @patrickzib
[BUG] fix Deseasonalizer._update ( #3268 ) @fkiraly
[MNT] Deprecation of row transformers ( #2370 ) @fkiraly
[MNT] add soft dependency tag to CNNClassifier ( #3252 ) @fkiraly
[MNT] bound pmdarima < 2.0.0 ( #3301 ) @fkiraly
[MNT] fix merge accident that deleted DtwDist export ( #3304 ) @fkiraly
[MNT] move transformers in transformations.series.compose to transformations.compose ( #3310 ) @fkiraly
@achieveordie , @aiwalter , @chillerobscuro , @chrisholder , @fkiraly , @haskarb , @KatieBuc , @kcc-lion , @KishManani , @miraep8 , @patrickzib , @paulbauriegel
new forecaster: statsmodels ARDL interface (3209) kcc-lion
new transformer: channel/variable selection (Dhariyal et al 2021) for multivariate time series classification (3248) haskarb
new dunders: trafo ** forecaster = apply to exogeneous data; -trafo = OptionalPassthrough; ~trafo = invert (3243, 3273, 3274) fkiraly
pairwise transformations (time series distances, kernels) are now fully integrated with the check_estimator utility (3254) fkiraly
pmdarima is bounded <2.0.0 until compatibility issues are resolved
dunder method for pipelining transformers to exogeneous data: my_trafo ** my_forecaster will create a ForecastingPipeline Note: ** has precedence over * (apply to endogeneous data)
the default value for the ignores-exogeneous-X tag is set to the safer value False. This does not affect sktime forecasters, but may affect sktime compatible forecasters in which an explicit setting of the tag has been omitted, in that X is now passed to all internal functions _fit, predict, etc. This is breaking only under the condition that (a) the tag has been erroneously omitted, (b) the internal functions are broken, i.e., will cause an exception only if the error (a) was masking a bug (b).
dunder method for pipelining ordinary transformers with pairwise transformers: my_trafo ** distance will create a PwTrafoPanelPipeline, same as "apply my_trafo.fit_transform to both inputs first, then apply distance"
dunder method for applying OptionalPassthrough: -my_trafo is the same as OptionalPassthrough(my_trafo)
dunder method for inverting transformer: ~my_trafo has transform and inverse_transform switched
deprecated: transformations.series.compose is deprecated in favour of transformations.compose. All estimators in the former are moved to the latter, and will no longer be accessible in transformations.series.compose from 0.15.0.
deprecated: the row transformers, SeriesToSeriesRowTransformer and SeriesToPrimitivesRowTransformer have been deprecated. Row/instance vectorization functionality is natively supported by sktime since 0.11.0 and does not need to be added by these wrappers anymore. Both transformers will be removed in 0.15.0. To migrate, simply remove the row transformer wrappers. In some rarer, ambiguous vectorization cases (e.g., using wrapped functions that are vectorized, such as np.mean), FunctionTransformer may have to be used instead of SeriesToPrimitivesRowTransformer.
[ENH] robustify BaseObject.set_tags against forgotten __init__ (3226) fkiraly
[ENH] treat non nested cols in conversion nested_univ to pd-multiindex (3250) fkiraly
[ENH] statsmodels ARDL interface (3209) kcc-lion
[ENH] ** dunder for applying transformers to exogeneous data in forecasters (3243) fkiraly
[ENH] test pd.Series with name attribute in forecasters (3297, 3323) fkiraly
[ENH] set default ignores-exogeneous-X to False (3260) fkiraly
[ENH] forecasting pipeline test case with Detrender (3270) fkiraly
[ENH] test hierarchical forecasters with hierarchical data (3321) fkiraly
[ENH] Data generator for annotation - normal multivariate mean shift (3114) KatieBuc
[ENH] MSM distance clean-up (2964) chrisholder
[ENH] panel distance from flattened tabular distance (3249) fkiraly
[ENH] test class integration for pairwise transformers (3254) fkiraly
[ENH] expose edit distances as sklearn compatible objects (3251) fkiraly
[ENH] pipeline composition for pairwise panel transformers (3263) fkiraly
[ENH] arithmetic combinations of distances/kernel transformers (3264) fkiraly
[ENH] constant distance dummy (3266) fkiraly
[ENH] channel selection (Dhariyal et al 2021) for multivariate time series classification (3248) haskarb
[ENH] channel selection (Dhariyal et al 2021) - compatibility with arbitrary distance (3256) fkiraly
[ENH] in Lag, make column naming consistent between single-lag and multi-lag case (3261) KishManani
[ENH] deprecate transformations.series.compose in favour of transformations.compose (3271) fkiraly
[ENH] inversion of transformer wrapper and dunder (3274) fkiraly
[ENH] correctness test for OptionalPassthrough (3276) aiwalter
[ENH] OptionalPassthrough wrapping via neg dunder (3273) fkiraly
[ENH] refactor of OptionalPassthrough as a delegator (3272) fkiraly
[ENH] test super.__init__ call in objects and estimators (3309) fkiraly
[GOV] sktime as a "library", not a "curated selection" (3155) fkiraly
[BUG] Fix write_ndarray_to_tsfile for classLabel = False (3303) paulbauriegel
[BUG] fix failure of some conversions in _load_provided_dataset() (3231) achieveordie
[BUG] fix recurring instances of forgotten list comprehension brackets inside np.all (3245) achieveordie, fkiraly
[BUG] fix _enforce_infer_freq private utility for short time series (3287) fkiraly
[BUG] Delay trimming in ForecastingGridSearchCV until after transforming (3132) miraep8
[BUG] Fix tag in DirectReductionForecaster (3257) KishManani
[BUG] ensure that forecasters do not add pd.Series.name attribute (3290) fkiraly
[BUG] removes superfluous UserWarning in AutoETS.fit if auto=True and additive_only=True #3311 (3317) chillerobscuro
[BUG] fix ColumnEnsembleForecaster for hierarchical input (3324) fkiraly
[BUG] fix bug where default forecaster _update empties converter store (3325) fkiraly
[BUG] (temporary fix) remove hierarchical datatypes from recursive reduction forecasters (3326) fkiraly
[BUG] fixed concat dunder for ParamFitterPipeline (3262) fkiraly
[BUG] ClaSP Segmentation fixes (3217) patrickzib
[BUG] fix Deseasonalizer._update (3268) fkiraly
[MNT] Deprecation of row transformers (2370) fkiraly
[MNT] add soft dependency tag to CNNClassifier (3252) fkiraly
[MNT] bound pmdarima < 2.0.0 (3301) fkiraly
[MNT] fix merge accident that deleted DtwDist export (3304) fkiraly
[MNT] move transformers in transformations.series.compose to transformations.compose (3310) fkiraly
achieveordie, aiwalter, chillerobscuro, chrisholder, fkiraly, haskarb, KatieBuc, kcc-lion, KishManani, miraep8, patrickzib, paulbauriegel
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
@achieveordie, @aiwalter, @AnH0ang, @Arvind644, @AurumnPegasus, @benHeid, @bethrice44, @C-mmon, @ciaran-g, @danbartl, @eenticott-shell, @fkiraly, @jelc53, @kcc-lion, @khrapovs, @lbventura, @lmmentel, @Lovkush-A, @ltsaprounis, @mariamjabara, @MatthewMiddlehurst, @miraep8, @shchur, @soma2000-lang, @sveameyer13, @TNTran92, @tobiasweede, @ZiyaoWei
Full Changelog: https://github.com/alan-turing-institute/sktime/compare/v0.13.0...v0.13.1
forecasting reducers constructed via make_reduction now fully support global/hierarchical forecasting ( #2486 ) @danbartl
forecasting metric classes now fully support hierarchical data and hierarchy averaging via multilevel argument ( #2601 ) @fkiraly
probabilistic forecasting functionality for DynamicFactor , VAR and VECM ( #2925 , #3105 ) @AurumnPegasus , @lbventura
update features for AutoARIMA , BATS , TBATS , and forecasting tuners ( #3055 , #3068 , #3086 ) @fkiraly , @jelc53
new transformer: ClearSky transformer for solar irradiance time series ( #3130 ) @ciaran-g
new transformer: Filter transformer for low/high-pass and band filtering, interfaces mne filter_data ( #3067 ) @fkiraly , @sveameyer13
new soft dependency mne , from Filter transformer
new developer dependency pytest-randomly
get_fitted_params now has a private implementer interface _get_fitted_params , similar to fit / _fit etc
the undocumented _required_parameters parameter is no longer required (to be present in certain estimators)
forecasting metric classes now fully support hierarchical data and hierarchy averaging via multilevel argument
new estimator type - parameter estimators, base class BaseParamFitter
[ENH] remove custom repr from BaseTask , inherit from BaseObject ( #3049 ) @fkiraly
[ENH] default implementation for get_fitted_params and nested fitted params interface ( #3077 ) @fkiraly
[ENH] remove _required_parameters interface point from BaseObject ( #3152 ) @fkiraly
[ENH] ensure unique instance index in sktime datasets ( #3029 ) @fkiraly
[ENH] Rework of data loaders ( #3109 ) @achieveordie
[ENH] add check for unique column indices to mtype checks ( #2971 ) @fkiraly
[ENH] Adapter from pd-multiindex to gluonts ListDataset ( #2976 ) @TNTran92
[ENH] add check for non-duplicate indices in nested_univ mtype ( #3029 ) @fkiraly
[BUG] Remove redundant computations in datatypes._utilities.get_cutoff ( #3070 ) @shchur
[ENH] Reworked make_reduction for global forecasting ( #2486 ) @danbartl
[ENH] flexible update behaviour of forecasting tuners ( #3055 ) @fkiraly
[ENH] flexible update behaviour of AutoARIMA ( #3068 ) @fkiraly
[ENH] Reducer prototype rework - experimental ( #2833 ) @fkiraly
[ENH] better ForecastingHorizon construction error message ( #3236 ) @fkiraly
[ENH] metrics rework part IV - hierarchical metrics ( #2601 ) @fkiraly
[ENH] Reducer prototype rework - experimental ( #2833 ) @fkiraly
[ENH] predict_interval capability for VECM ( #2925 ) @AurumnPegasus
[ENH] “dont refit or update” option in evaluate ( #2954 ) @fkiraly
[ENH] regular update for stream forecasting, and “no update” wrappers ( #2955 ) @fkiraly
[ENH] Implement get_fitted_params for tuning forecasters ( #2975 ) @ZiyaoWei
[ENH] allow sp=None in the NaiveForecaster ( #3043 ) @fkiraly
[MNT] remove custom repr from BaseSplitter ( #3048 ) @fkiraly
[ENH] dedicated update for BATS and TBATS ( #3086 ) @jelc53
[ENH] DynamicFactor predict_interval and predict_quantiles ( #3105 ) @lbventura
[ENH] Added error_score to evaluate and forecasting tuners ( #3135 ) @aiwalter
[ENH] Refactor CutoffSplitter using get_window function ( #3145 ) @khrapovs
[ENH] Refactor SingleWindowSplitter using get_window function ( #3146 ) @khrapovs
[ENH] Allow lists to be cutoff argument in CutoffSplitter ( #3147 ) @khrapovs
[ENH] Adding VAR._predict_intervals ( #3149 ) @lbventura
[ENH] Parameter estimators and “plug in parameter” compositors ( #3041 ) @fkiraly
[ENH] HMM annotation estimator ( #2855 ) @miraep8
[ENH] Data generator for annotation ( #2996 ) @lmmentel
[ENH] refactored KNeighborsTimeSeriesClassifier ( #1998 ) @fkiraly
[ENH] move vector classifiers from _contrib to classification module ( #2951 ) @MatthewMiddlehurst
[ENH] Various improvements to CNN Classifier base class ( #2991 ) @AurumnPegasus
[ENH] weighted ensemble compositor for classifiers to allow users to build their own HIVE-COTE like ensembles ( #3036 ) @fkiraly
[ENH] classifier fit_predict methods and default _predict ( #3038 ) @fkiraly
[ENH] remove unused methods from ClassifierPipeline ( #3042 ) @fkiraly
[ENH] refactor RocketClassifier to pipeline delegate ( #3102 ) @fkiraly
[ENH] refactor Catch22Classifier to pipeline delegate ( #3112 ) @fkiraly
[ENH] classifier runtime profiling utility ( #3076 ) @fkiraly
[ENH] deprecate ProbabilityThresholdEarlyClassifier ( #3133 ) @MatthewMiddlehurst
[ENH] classifier single class handling ( #3140 ) @fkiraly
[ENH] classification evaluation utility ( #3173 ) @TNTran92
[ENH] Adding CNNRegressor and BaseDeepRegressor ( #2902 ) @AurumnPegasus
[ENH] RocketRegressor ( #3126 ) @fkiraly
[ENH] regressor pipelines, regressor delegators ( #3126 ) @fkiraly
[ENH] refactored ColumnConcatenator , rewrite using pd-multiindex inner mtype ( #2379 ) @fkiraly
[ENH] getitem aka [ ] dunder for transformers, column subsetting ( #2907 ) @fkiraly
[ENH] YtoX transformer to use transform endogeneous data as exogegneous ( #2922 ) @fkiraly
[BUG] fixes RandomIntervalFeatureExtractor to have unique column names ( #3001 ) @fkiraly
[BUG] fix for Differencer.inverse_transform not having access to data index freq ( #3007 ) @fkiraly
[ENH] Refactor transformers in _deseasonalize module ( #3040 ) @fkiraly
[ENH] Filter transformer from sktime-neuro ( #3067 ) @fkiraly
[ENH] increase stateless scope of FunctionTransformer and TabularToSeriesAdaptor ( #3087 ) @fkiraly
[ENH] ClearSky transformer for solar irradiance time series ( #3130 ) @ciaran-g
[ENH] move simple ShapeletTransform from _contrib to transformations module ( #3136 ) @fkiraly
[ENH] test that transformer output columns are unique ( #2969 ) @fkiraly
[ENH] test estimator fit without soft dependencies ( #3039 ) @fkiraly
[ENH] test all BaseObject descendants for sklearn compatibility ( #3122 ) @fkiraly
[ENH] functools wrapper to preserve docstrings in estimators wrapped by make_mock_estimator ( #3228 ) @ltsaprounis
[ENH] refactoring test params for FittedParamExtractor to get_test_params ( #2995 ) @mariamjabara
[ENH] refactored test params for ColumnTransformer ( #3008 ) @kcc-lion
[ENH] complete refactor of all remaining test params left in _config to get_test_params ( #3123 ) @fkiraly
[ENH] partition design for test matrix to reduce test time to a third ( #3137 ) @fkiraly
[DOC] expanding content in testing section of “adding estimator” developer docs ( #2544 ) @aiwalter
[DOC] add multivariate CNN example from sktime-dl ( #3002 ) @tobiasweede
[DOC] parameter checking and move of super.init in extension templates ( #3010 ) @fkiraly
[DOC] proba forecasting notebook from pydata Berlin 2022 ( #3016 ) @ciaran-g , @eenticott-shell , @fkiraly
[DOC] added docstring example for make_reduction ( #3054 ) @aiwalter
[DOC] fix typo in segmentation_with_clasp.ipynb ( #3060 ) @soma2000-lang
[DOC] improve splitters docstrings ( #3075 ) @khrapovs
[DOC] code quality docs expanded with instructions for local code quality checking set-up ( #3089 ) @fkiraly
[DOC] added NumFOCUS to sponsors website ( #3093 ) @aiwalter
[DOC] added Python 3.10 reference to installation docs ( #3098 ) @aiwalter
[DOC] improvements on local linting/precommit setup developer documentation ( #3111 ) @C-mmon
[DOC] changed sktime logo on README ( #3143 ) @aiwalter
[DOC] clarifications in the Deseasonalizer docstring ( #3157 ) @fkiraly
[DOC] fix references ( #3170 ) @aiwalter
[DOC] added docstring examples and cleaning ( #3174 ) @aiwalter
[DOC] added more detail to step 4 of high-level steps to implementing an es… ( #3200 ) @kcc-lion
[DOC] improved STLForecaster docstring ( #3203 ) @fkiraly
[DOC] added notebook cell output for notebooks shown in website ( #3215 ) @aiwalter
[DOC] hierarchical forecasting notebook from pydata London 2022 ( #3227 ) @danbartl , @fkiraly
[DOC] cleaned up user docs and tutorials page ( #3240 ) @fkiraly
[BUG] fix stray args in one from_multi_index_to_3d_numpy ( #3239 ) @fkiraly
[BUG] fix forecaster default predict_quantiles for multivariate data ( #3106 ) @fkiraly
[BUG] ExpandingWindowSplitter constructor sklearn conformance fix ( #3121 ) @fkiraly
[BUG] fix override/defaulting of “prediction intervals” adders ( #3129 ) @bethrice44
[BUG] fix check_equal_time_index with numpy arrays as input ( #3160 , #3167 ) @benHeid
[BUG] fix broken AutoEnsembleForecaster inverse variance method ( #3208 ) @AnH0ang
[BUG] fixing bugs in metrics base classes and custom performance metric ( #3225 ) @fkiraly
[BUG] fix HIVE-COTE2 sporadic test failure ( #3094 ) @MatthewMiddlehurst
[BUG] fixes to BaseClassifier._predict_proba default and SklearnClassifierPipeline in case predict_proba is not implemented ( #3104 ) @fkiraly
[BUG] allowing single class case in sklearn classifiers (trees/forests) ( #3204 ) @fkiraly
[BUG] skip check for no. estimators in contracted classifiers ( #3207 ) @fkiraly
[BUG] fixed inverse transform logic in transformer pipelines ( #3085 ) @fkiraly
[BUG] fixed DateTimeFeatures inconsistent output type formats ( #3223 ) @danbartl
[BUG] fixed Datetimefeatures day_of_year option not working ( #3223 ) @danbartl
[BUG] address shadowing of object in _check_soft_dependencies ( #3116 ) @fkiraly
[BUG] prevent circular imports in all_estimators ( #3198 ) @fkiraly
[MNT] removal of pytest pyargs in CI/CD ( #2928 ) @fkiraly
[MNT] fix broken Slack invite links ( #3017 , #3066 ) @aiwalter , @Arvind644
[MNT] removed hcrystalball from all_extras dependency set ( #3091 ) @aiwalter
[MNT] cleaning up CI workflow ( #2896 ) @lmmentel
[MNT] add testdir to .gitignore ( #3019 ) @Lovkush-A
[MNT] xfail known sporadic test failure #2368 ( #3030` ) @fkiraly
[MNT] Update codecov github action from v2 to v3 ( #3050 ) @miraep8
[MNT] bump MacOS GitHub actions host to MacOS-11 ( #3107 ) @lmmentel
[MNT] temporarily exclude RandomShapeletTransform from tests ( #3139 ) @fkiraly
[MNT] temporary fix for Mac CI failures: skip recurringly failing estimators ( #3134 ) @fkiraly
[MNT] reduce test verbosity ( #3074 ) @lmmentel
[MNT] isolate soft dependencies ( #3081 ) @fkiraly
[MNT] reduce expected test time by making tests conditional on no-softdeps ( #3092 ) @fkiraly
[MNT] temporarily exclude RandomShapeletTransform from tests ( #3139 ) @fkiraly
[MNT] restrict changelog generator to changes to main branch ( #3168 ) @lmmentel
[MNT] skip known failure case for VARMAX ( #3178 ) @fkiraly
[MNT] added pytest-randomly ( #3187 ) @aiwalter
[MNT] updated social links and badges, added LinkedIn badge ( #3195 ) @aiwalter
[MNT] reactivate tests for TSFreshRelevantFeatureExtractor ( #3196 ) @fkiraly
@achieveordie , @aiwalter , @AnH0ang , @Arvind644 , @AurumnPegasus , @benHeid , @bethrice44 , @C-mmon , @ciaran-g , @danbartl , @eenticott-shell , @fkiraly , @jelc53 , @kcc-lion , @khrapovs , @lbventura , @lmmentel , @Lovkush-A , @ltsaprounis , @mariamjabara , @MatthewMiddlehurst , @miraep8 , @shchur , @soma2000-lang , @sveameyer13 , @TNTran92 , @tobiasweede , @ZiyaoWei
forecasting reducers constructed via make_reduction now fully support global/hierarchical forecasting (2486) danbartl
forecasting metric classes now fully support hierarchical data and hierarchy averaging via multilevel argument (2601) fkiraly
probabilistic forecasting functionality for DynamicFactor, VAR and VECM (2925, 3105) AurumnPegasus, lbventura
update features for AutoARIMA, BATS, TBATS, and forecasting tuners (3055, 3068, 3086) fkiraly, jelc53
new transformer: ClearSky transformer for solar irradiance time series (3130) ciaran-g
new transformer: Filter transformer for low/high-pass and band filtering, interfaces mne filter_data (3067) fkiraly, sveameyer13
new soft dependency mne, from Filter transformer
new developer dependency pytest-randomly
get_fitted_params now has a private implementer interface _get_fitted_params, similar to fit / _fit etc
the undocumented _required_parameters parameter is no longer required (to be present in certain estimators)
forecasting metric classes now fully support hierarchical data and hierarchy averaging via multilevel argument
new estimator type - parameter estimators, base class BaseParamFitter
Interfaces will not be downwards compatible.
[ENH] remove custom __repr__ from BaseTask, inherit from BaseObject (3049) fkiraly
[ENH] default implementation for get_fitted_params and nested fitted params interface (3077) fkiraly
[ENH] remove _required_parameters interface point from BaseObject (3152) fkiraly
[ENH] ensure unique instance index in sktime datasets (3029) fkiraly
[ENH] Rework of data loaders (3109) achieveordie
[ENH] add check for unique column indices to mtype checks (2971) fkiraly
[ENH] Adapter from pd-multiindex to gluonts ListDataset (2976) TNTran92
[ENH] add check for non-duplicate indices in nested_univ mtype (3029) fkiraly
[BUG] Remove redundant computations in datatypes._utilities.get_cutoff (3070) shchur
[ENH] Reworked make_reduction for global forecasting (2486) danbartl
[ENH] flexible update behaviour of forecasting tuners (3055) fkiraly
[ENH] flexible update behaviour of AutoARIMA (3068) fkiraly
[ENH] Reducer prototype rework - experimental (2833) fkiraly
[ENH] better ForecastingHorizon construction error message (3236) fkiraly
[ENH] metrics rework part IV - hierarchical metrics (2601) fkiraly
[ENH] Reducer prototype rework - experimental (2833) fkiraly
[ENH] predict_interval capability for VECM (2925) AurumnPegasus
[ENH] "dont refit or update" option in evaluate (2954) fkiraly
[ENH] regular update for stream forecasting, and "no update" wrappers (2955) fkiraly
[ENH] Implement get_fitted_params for tuning forecasters (2975) ZiyaoWei
[ENH] allow sp=None in the NaiveForecaster (3043) fkiraly
[MNT] remove custom __repr__ from BaseSplitter (3048) fkiraly
[ENH] dedicated update for BATS and TBATS (3086) jelc53
[ENH] DynamicFactor predict_interval and predict_quantiles (3105) lbventura
[ENH] Added error_score to evaluate and forecasting tuners (3135) aiwalter
[ENH] Refactor CutoffSplitter using get_window function (3145) khrapovs
[ENH] Refactor SingleWindowSplitter using get_window function (3146) khrapovs
[ENH] Allow lists to be cutoff argument in CutoffSplitter (3147) khrapovs
[ENH] Adding VAR._predict_intervals (3149) lbventura
[ENH] Parameter estimators and "plug in parameter" compositors (3041) fkiraly
[ENH] HMM annotation estimator (2855) miraep8
[ENH] Data generator for annotation (2996) lmmentel
[ENH] refactored KNeighborsTimeSeriesClassifier (1998) fkiraly
[ENH] move vector classifiers from _contrib to classification module (2951) MatthewMiddlehurst
[ENH] Various improvements to CNN Classifier base class (2991) AurumnPegasus
[ENH] weighted ensemble compositor for classifiers to allow users to build their own HIVE-COTE like ensembles (3036) fkiraly
[ENH] classifier fit_predict methods and default _predict (3038) fkiraly
[ENH] remove unused methods from ClassifierPipeline (3042) fkiraly
[ENH] refactor RocketClassifier to pipeline delegate (3102) fkiraly
[ENH] refactor Catch22Classifier to pipeline delegate (3112) fkiraly
[ENH] classifier runtime profiling utility (3076) fkiraly
[ENH] deprecate ProbabilityThresholdEarlyClassifier (3133) MatthewMiddlehurst
[ENH] classifier single class handling (3140) fkiraly
[ENH] classification evaluation utility (3173) TNTran92
[ENH] Adding CNNRegressor and BaseDeepRegressor (2902) AurumnPegasus
[ENH] RocketRegressor (3126) fkiraly
[ENH] regressor pipelines, regressor delegators (3126) fkiraly
[ENH] refactored ColumnConcatenator, rewrite using pd-multiindex inner mtype (2379) fkiraly
[ENH] __getitem__ aka [ ] dunder for transformers, column subsetting (2907) fkiraly
[ENH] YtoX transformer to use transform endogeneous data as exogegneous (2922) fkiraly
[BUG] fixes RandomIntervalFeatureExtractor to have unique column names (3001) fkiraly
[BUG] fix for Differencer.inverse_transform not having access to data index freq (3007) fkiraly
[ENH] Refactor transformers in _deseasonalize module (3040) fkiraly
[ENH] Filter transformer from sktime-neuro (3067) fkiraly
[ENH] increase stateless scope of FunctionTransformer and TabularToSeriesAdaptor (3087) fkiraly
[ENH] ClearSky transformer for solar irradiance time series (3130) ciaran-g
[ENH] move simple ShapeletTransform from _contrib to transformations module (3136) fkiraly
[ENH] test that transformer output columns are unique (2969) fkiraly
[ENH] test estimator fit without soft dependencies (3039) fkiraly
[ENH] test all BaseObject descendants for sklearn compatibility (3122) fkiraly
[ENH] functools wrapper to preserve docstrings in estimators wrapped by make_mock_estimator (3228) ltsaprounis
[ENH] refactoring test params for FittedParamExtractor to get_test_params (2995) mariamjabara
[ENH] refactored test params for ColumnTransformer (3008) kcc-lion
[ENH] complete refactor of all remaining test params left in _config to get_test_params (3123) fkiraly
[ENH] partition design for test matrix to reduce test time to a third (3137) fkiraly
[DOC] expanding content in testing section of "adding estimator" developer docs (2544) aiwalter
[DOC] add multivariate CNN example from sktime-dl (3002) tobiasweede
[DOC] parameter checking and move of super.__init__ in extension templates (3010) fkiraly
[DOC] proba forecasting notebook from pydata Berlin 2022 (3016) ciaran-g, eenticott-shell, fkiraly
[DOC] added docstring example for make_reduction (3054) aiwalter
[DOC] fix typo in segmentation_with_clasp.ipynb (3060) soma2000-lang
[DOC] improve splitters docstrings (3075) khrapovs
[DOC] code quality docs expanded with instructions for local code quality checking set-up (3089) fkiraly
[DOC] added NumFOCUS to sponsors website (3093) aiwalter
[DOC] added Python 3.10 reference to installation docs (3098) aiwalter
[DOC] improvements on local linting/precommit setup developer documentation (3111) C-mmon
[DOC] changed sktime logo on README (3143) aiwalter
[DOC] clarifications in the Deseasonalizer docstring (3157) fkiraly
[DOC] fix references (3170) aiwalter
[DOC] added docstring examples and cleaning (3174) aiwalter
[DOC] added more detail to step 4 of high-level steps to implementing an es… (3200) kcc-lion
[DOC] improved STLForecaster docstring (3203) fkiraly
[DOC] added notebook cell output for notebooks shown in website (3215) aiwalter
[DOC] hierarchical forecasting notebook from pydata London 2022 (3227) danbartl, fkiraly
[DOC] cleaned up user docs and tutorials page (3240) fkiraly
[BUG] fix stray args in one from_multi_index_to_3d_numpy (3239) fkiraly
[BUG] fix forecaster default predict_quantiles for multivariate data (3106) fkiraly
[BUG] ExpandingWindowSplitter constructor sklearn conformance fix (3121) fkiraly
[BUG] fix override/defaulting of "prediction intervals" adders (3129) bethrice44
[BUG] fix check_equal_time_index with numpy arrays as input (3160, 3167) benHeid
[BUG] fix broken AutoEnsembleForecaster inverse variance method (3208) AnH0ang
[BUG] fixing bugs in metrics base classes and custom performance metric (3225) fkiraly
[BUG] fix HIVE-COTE2 sporadic test failure (3094) MatthewMiddlehurst
[BUG] fixes to BaseClassifier._predict_proba default and SklearnClassifierPipeline in case predict_proba is not implemented (3104) fkiraly
[BUG] allowing single class case in sklearn classifiers (trees/forests) (3204) fkiraly
[BUG] skip check for no. estimators in contracted classifiers (3207) fkiraly
[BUG] fixed inverse transform logic in transformer pipelines (3085) fkiraly
[BUG] fixed DateTimeFeatures inconsistent output type formats (3223) danbartl
[BUG] fixed Datetimefeatures day_of_year option not working (3223) danbartl
[BUG] address shadowing of object in _check_soft_dependencies (3116) fkiraly
[BUG] prevent circular imports in all_estimators (3198) fkiraly
[MNT] removal of pytest pyargs in CI/CD (2928) fkiraly
[MNT] fix broken Slack invite links (3017, 3066) aiwalter, Arvind644
[MNT] removed hcrystalball from all_extras dependency set (3091) aiwalter
[MNT] cleaning up CI workflow (2896) lmmentel
[MNT] add testdir to .gitignore (3019) Lovkush-A
[MNT] xfail known sporadic test failure #2368 (3030`) fkiraly
[MNT] Update codecov github action from v2 to v3 (3050) miraep8
[MNT] bump MacOS GitHub actions host to MacOS-11 (3107) lmmentel
[MNT] temporarily exclude RandomShapeletTransform from tests (3139) fkiraly
[MNT] temporary fix for Mac CI failures: skip recurringly failing estimators (3134) fkiraly
[MNT] reduce test verbosity (3074) lmmentel
[MNT] isolate soft dependencies (3081) fkiraly
[MNT] reduce expected test time by making tests conditional on no-softdeps (3092) fkiraly
[MNT] temporarily exclude RandomShapeletTransform from tests (3139) fkiraly
[MNT] restrict changelog generator to changes to main branch (3168) lmmentel
[MNT] skip known failure case for VARMAX (3178) fkiraly
[MNT] added pytest-randomly (3187) aiwalter
[MNT] updated social links and badges, added LinkedIn badge (3195) aiwalter
[MNT] reactivate tests for TSFreshRelevantFeatureExtractor (3196) fkiraly
achieveordie, aiwalter, AnH0ang, Arvind644, AurumnPegasus, benHeid, bethrice44, C-mmon, ciaran-g, danbartl, eenticott-shell, fkiraly, jelc53, kcc-lion, khrapovs, lbventura, lmmentel, Lovkush-A, ltsaprounis, mariamjabara, MatthewMiddlehurst, miraep8, shchur, soma2000-lang, sveameyer13, TNTran92, tobiasweede, ZiyaoWei
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
@a-pasos-ruiz, @aiwalter, @AurumnPegasus, @ciaran-g, @fkiraly, @haskarb, @jlopezpena, @KatieBuc, @khrapovs, @lbventura, @lmmentel, @ltsaprounis, @MatthewMiddlehurst, @ris-bali, @TNTran92, @tobiasweede, @TonyBagnall
Full Changelog: https://github.com/alan-turing-institute/sktime/compare/v.0.12.1...v.0.13.0
sktime is now python 3.10 compatible, including the developer suite
all forecasters and transformers can deal with multivariate data, by vectorization ( #2864 , #2865 , #2867 , #2937 ) @fkiraly
BaggingForecaster for adding forecast intervals via bagging ( #2248 ) @ltsaprounis
ReconcilerForecaster with more options for hierarchical reconciliation ( #2940 ) @ciaran-g
new forecasters: VARMAX , VECM , DynamicFactor ( #2763 , #2829 , #2859 ) @KatieBuc @AurumnPegasus @lbventura @ris-bali
Python requirements and soft dependencies are now isolated to estimator classes where possible, see below.
sktime now allows numpy 1.22 .
prophet soft dependency now must be above 1.1, where it no longer depends on pystan .
indirect soft dependency on pystan has been removed.
soft dependency on hcrystalball has been removed.
VectorizedDF now supports vectorization over columns
Python requirements and soft dependencies are now isolated to estimator classes via the python_version and python_dependencies tags. This allows to bundle algorithms together with their dependency requirements.
all forecasters can now make mulivariate forecasts. Univariate forecasters do so by iterating/vectorizing over variables. In that case, individual forecasters, for variables, are stored in the forecasters_ attribute.
ForecastingHorizon now stores frequency information in the freq attribute. It can be set in the constructor via the new freq argument, and is inferred/updated any time data is passed.
all transformers can now transform multivariate time series. Univariate transformers do so by iterating/vectorizing over variables. In that case, individual transformers, for variables, are stored in the transformers_ attribute.
deprecated: use of ForecastingHorizon methods with pd.Timestamp carrying freq is deprecated and will raise exception from 0.14.0. Use of pd.Timestamp will remain possible. This due to deprecation of the freq attribute of pd.Timestamp in pandas .
from 0.14.0, public cutoff attribute of forecasters will change to pd.Index subtype, from index element.
removed: class HCrystalBallForecaster , see #2677 .
removed: func and name args from all performance metric constructors.
changed: the greater_is_better property is replaced by the greater_is_better tag.
removed: "capability:early_prediction" tag from BaseClassifier descendants. Early classifiers are their own estimator type now. In order to search for early classifiers, use the early-classifier scitype string instead of the tag.
removed: Differencer - drop_na argument has been removed. Default of na_handling changed to fill_zero
removed: lag_config argument in WindowSummarizer , please use lag_feature argument instead.
[ENH] VectorizedDF to support vectorization across columns/variables ( #2864 ) @fkiraly
[ENH] preserve index.freq in get_cutoff ( #2908 ) @fkiraly
[ENH] extend get_cutoff to pd.Index input ( #2939 ) @fkiraly
[ENH] BaggingForecaster for adding forecast intervals via bagging ( #2248 ) @ltsaprounis
[ENH] auto-vectorization over columns for univariate estimators - forecasters ( #2865 ) @fkiraly
[ENH] auto-vectorization over columns for univariate estimators - transformers ( #2867 , #2937 ) @fkiraly
[ENH] turn private cutoff of forecasters into an index that carries freq ( #2909 ) @fkiraly
[ENH] VECM forecasting model ( #2829 ) @AurumnPegasus
[ENH] addressing freq deprecation in ForecastingHorizon ( #2932 ) @khrapovs @fkiraly
[ENH] statsmodels DynamicFactor interface ( #2859 ) @lbventura @ris-bali
[ENH] ReconcilerForecaster and hierarchical transformers update ( #2940 ) @ciaran-g
[ENH] Avoid accessing .freq from pd.Timestamp by converting cutoff to pd.Index ( #2965 ) @khrapovs
[ENH] statsmodels VARMAX adapter ( #2763 ) @KatieBuc
[ENH] add check for forecast to have correct columns ( #2972 ) @fkiraly
[ENH] extend ColumnSelect to work for scalar columns parameter ( #2906 ) @fkiraly
[ENH] transformer vectorization: ensure unique column names if unvectorized output is multivariate ( #2958 ) @fkiraly
[BUG] load_UCR_UEA_dataset checks for existence of files rather than just directories ( #2899 ) @TonyBagnall
[BUG] fixing get_time_index for 1D and 2D numpy formats ( #2852 ) @fkiraly
[BUG] Fixing broken conversions from nested data frame ( #2375 ) @fkiraly
[BUG] preserve pd-multiindex index names ( #2999 ) @fkiraly
[BUG] loosen index check related tags and fix incorrect pipeline tag inference ( #2842 ) @fkiraly
[BUG] remove non-standard score function in BaseGridSearch ( #2752 ) @fkiraly
[BUG] fix Prophet to have correct output column names ( #2973 ) @fkiraly
[BUG] fixing grid/random search broken delegation ( #2945 ) @fkiraly
[BUG] forecaster vectorization for update and proba prediction, bugfixes ( #2960 ) @fkiraly
[BUG] fix pipeline vectorization for univariate estimators ( #2959 ) @fkiraly
[BUG] fix bug in verbose mode in CNN TSC models ( #2882 ) @tobiasweede
[BUG] Early classification test fixes ( #2980 ) @MatthewMiddlehurst
[BUG] ensure IntervalSegmenter unique column output ( #2970 ) @fkiraly
[BUG] fix NaN columns in bootstrap transformers ( #2974 ) @fkiraly
[BUG] ensure TruncationTransformer.transform output now has same columns as input ( #2999 ) @fkiraly
[ENH] NaiveForecaster : remove manual vectorization layer in favour of base class vectorization ( #2874 ) @fkiraly
[ENH] remove old multiindex-df index convention hack from VectorizedDF ( #2863 ) @fkiraly
[ENH] delete duplicate classifier tests ( #2912 ) @fkiraly
[MNT] upgrade the all modules to automatic retrieval ( #2845 ) @fkiraly
[MNT] Upgrade prophet to >=1.1 and remove pystan from all_extras dependencies ( #2887 ) @khrapovs
[MNT] Remove cmdstanpy from all_extras ( #2900 ) @khrapovs
[MNT] estimator upper bound tag for selective version compatibility, test exclusion ( #2660 ) @fkiraly
[MNT] python 3.10 upgrade with estimator version tag ( #2661 ) @fkiraly
[MNT] package dependency tags ( #2915 , #2994 ) @fkiraly
[MNT] soft dependency testing ( #2920 ) @fkiraly
[MNT] remove Azure build tools and dependency handling instructions ( #2917 ) @fkiraly
[MNT] Fix changelog generator ( #2892 ) @lmmentel
[MNT] Update numpy version bound to <=1.22 ( #2979 ) @jlopezpena
[MNT] 0.13.0 deprecation actions ( #2895 ) @fkiraly
[MNT] set number of pytest-xdist workers to auto ( #2992 ) @fkiraly
[MNT] Remove hcrystalball dependency ( #2858 ) @aiwalter
[DOC] updated forecasting tutorial with multivariate vectorization ( #3000 ) @fkiraly
[DOC] all_estimators authors variable ( #2861 ) @fkiraly
[DOC] added missing credits in naive.py ( #2876 ) @fkiraly
[DOC] add _is_vectorized to forecaster extension template exclusion list ( #2878 ) @fkiraly
[DOC] replace AyushmaanSeth name with GitHub ID ( #2911 ) @fkiraly
[DOC] Added docstrings code showing example of using metrics with evaluate ( #2850 ) @TNTran92
[DOC] updated release process to current de-facto process ( #2927 ) @fkiraly
@a-pasos-ruiz , @aiwalter , @AurumnPegasus , @ciaran-g , @fkiraly , @haskarb , @jlopezpena , @KatieBuc , @khrapovs , @lbventura , @lmmentel , @ltsaprounis , @MatthewMiddlehurst , @ris-bali , @TNTran92 , @tobiasweede , @TonyBagnall
sktime is now python 3.10 compatible, including the developer suite
all forecasters and transformers can deal with multivariate data, by vectorization (2864, 2865, 2867, 2937) fkiraly
BaggingForecaster for adding forecast intervals via bagging (2248) ltsaprounis
ReconcilerForecaster with more options for hierarchical reconciliation (2940) ciaran-g
new forecasters: VARMAX, VECM, DynamicFactor (2763, 2829, 2859) KatieBuc AurumnPegasus lbventura ris-bali
Python requirements and soft dependencies are now isolated to estimator classes where possible, see below.
sktime now allows numpy 1.22.
prophet soft dependency now must be above 1.1, where it no longer depends on pystan.
indirect soft dependency on pystan has been removed.
soft dependency on hcrystalball has been removed.
VectorizedDF now supports vectorization over columns
Python requirements and soft dependencies are now isolated to estimator classes via the python_version and python_dependencies tags. This allows to bundle algorithms together with their dependency requirements.
all forecasters can now make mulivariate forecasts. Univariate forecasters do so by iterating/vectorizing over variables. In that case, individual forecasters, for variables, are stored in the forecasters_ attribute.
ForecastingHorizon now stores frequency information in the freq attribute. It can be set in the constructor via the new freq argument, and is inferred/updated any time data is passed.
all transformers can now transform multivariate time series. Univariate transformers do so by iterating/vectorizing over variables. In that case, individual transformers, for variables, are stored in the transformers_ attribute.
deprecated: use of ForecastingHorizon methods with pd.Timestamp carrying freq is deprecated and will raise exception from 0.14.0. Use of pd.Timestamp will remain possible. This due to deprecation of the freq attribute of pd.Timestamp in pandas.
from 0.14.0, public cutoff attribute of forecasters will change to pd.Index subtype, from index element.
removed: class HCrystalBallForecaster, see 2677.
removed: func and name args from all performance metric constructors.
changed: the greater_is_better property is replaced by the greater_is_better tag.
removed: "capability:early_prediction" tag from BaseClassifier descendants. Early classifiers are their own estimator type now. In order to search for early classifiers, use the early-classifier scitype string instead of the tag.
removed: Differencer - drop_na argument has been removed. Default of na_handling changed to fill_zero
removed: lag_config argument in WindowSummarizer, please use lag_feature argument instead.
[ENH] VectorizedDF to support vectorization across columns/variables (2864) fkiraly
[ENH] preserve index.freq in get_cutoff (2908) fkiraly
[ENH] extend get_cutoff to pd.Index input (2939) fkiraly
[ENH] BaggingForecaster for adding forecast intervals via bagging (2248) ltsaprounis
[ENH] auto-vectorization over columns for univariate estimators - forecasters (2865) fkiraly
[ENH] auto-vectorization over columns for univariate estimators - transformers (2867, 2937) fkiraly
[ENH] turn private cutoff of forecasters into an index that carries freq (2909) fkiraly
[ENH] VECM forecasting model (2829) AurumnPegasus
[ENH] addressing freq deprecation in ForecastingHorizon (2932) khrapovs fkiraly
[ENH] statsmodels DynamicFactor interface (2859) lbventura ris-bali
[ENH] ReconcilerForecaster and hierarchical transformers update (2940) ciaran-g
[ENH] Avoid accessing .freq from pd.Timestamp by converting cutoff to pd.Index (2965) khrapovs
[ENH] statsmodels VARMAX adapter (2763) KatieBuc
[ENH] add check for forecast to have correct columns (2972) fkiraly
[ENH] extend ColumnSelect to work for scalar columns parameter (2906) fkiraly
[ENH] transformer vectorization: ensure unique column names if unvectorized output is multivariate (2958) fkiraly
[BUG] load_UCR_UEA_dataset checks for existence of files rather than just directories (2899) TonyBagnall
[BUG] fixing get_time_index for 1D and 2D numpy formats (2852) fkiraly
[BUG] Fixing broken conversions from nested data frame (2375) fkiraly
[BUG] preserve pd-multiindex index names (2999) fkiraly
[BUG] loosen index check related tags and fix incorrect pipeline tag inference (2842) fkiraly
[BUG] remove non-standard score function in BaseGridSearch (2752) fkiraly
[BUG] fix Prophet to have correct output column names (2973) fkiraly
[BUG] fixing grid/random search broken delegation (2945) fkiraly
[BUG] forecaster vectorization for update and proba prediction, bugfixes (2960) fkiraly
[BUG] fix pipeline vectorization for univariate estimators (2959) fkiraly
[BUG] fix bug in verbose mode in CNN TSC models (2882) tobiasweede
[BUG] Early classification test fixes (2980) MatthewMiddlehurst
[BUG] ensure IntervalSegmenter unique column output (2970) fkiraly
[BUG] fix NaN columns in bootstrap transformers (2974) fkiraly
[BUG] ensure TruncationTransformer.transform output now has same columns as input (2999) fkiraly
[ENH] NaiveForecaster: remove manual vectorization layer in favour of base class vectorization (2874) fkiraly
[ENH] remove old multiindex-df index convention hack from VectorizedDF (2863) fkiraly
[ENH] delete duplicate classifier tests (2912) fkiraly
[MNT] upgrade the all modules to automatic retrieval (2845) fkiraly
[MNT] Upgrade prophet to >=1.1 and remove pystan from all_extras dependencies (2887) khrapovs
[MNT] Remove cmdstanpy from all_extras (2900) khrapovs
[MNT] estimator upper bound tag for selective version compatibility, test exclusion (2660) fkiraly
[MNT] python 3.10 upgrade with estimator version tag (2661) fkiraly
[MNT] package dependency tags (2915, 2994) fkiraly
[MNT] soft dependency testing (2920) fkiraly
[MNT] remove Azure build tools and dependency handling instructions (2917) fkiraly
[MNT] Fix changelog generator (2892) lmmentel
[MNT] Update numpy version bound to <=1.22 (2979) jlopezpena
[MNT] 0.13.0 deprecation actions (2895) fkiraly
[MNT] set number of pytest-xdist workers to auto (2992) fkiraly
[MNT] Remove hcrystalball dependency (2858) aiwalter
[DOC] updated forecasting tutorial with multivariate vectorization (3000) fkiraly
[DOC] all_estimators authors variable (2861) fkiraly
[DOC] added missing credits in naive.py (2876) fkiraly
[DOC] add _is_vectorized to forecaster extension template exclusion list (2878) fkiraly
[DOC] replace AyushmaanSeth name with GitHub ID (2911) fkiraly
[DOC] Added docstrings code showing example of using metrics with evaluate (2850) TNTran92
[DOC] updated release process to current de-facto process (2927) fkiraly
a-pasos-ruiz, aiwalter, AurumnPegasus, ciaran-g, fkiraly, haskarb, jlopezpena, KatieBuc, khrapovs, lbventura, lmmentel, ltsaprounis, MatthewMiddlehurst, ris-bali, TNTran92, tobiasweede, TonyBagnall
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
@aiwalter, @AurumnPegasus, @bethrice44, @ciaran-g, @fkiraly, @khrapovs, @miraep8
Full Changelog: https://github.com/alan-turing-institute/sktime/compare/v0.12.0...v0.12.1
new ReconcilerForecaster estimator for reconciling forecasts using base model residuals ( #2830 ) @ciaran-g
| dunder for multiplexing and autoML, shorthand for MultiplexTransformer ( #2810 ) @miraep8
lagging transformer Lag for easy generation of lags ( #2783 ) @fkiraly
upper bound prophet < 1.1 due to cmdstanpy incompatibility
set_params now behaves identically to init call with corresponding parameters, including dynamic setting of tags. This is to fully comply with the sklearn interface assumption that this is the case. ( #2835 ) @fkiraly
[ENH] set_params to call reset , to comply with sklearn parameter interface assumptions ( #2835 ) @fkiraly
[ENH] make get_cutoff compatible with all time series formats, fix bug for VectorizedDF input ( #2870 ) @fkiraly
[ENH] more informative error messages to diagnose wrong input format to forecasters ( #2824 ) @fkiraly
[ENH] subsetting transformations ( #2831 ) @fkiraly
[BUG] fixed forecasters not updating cutoff when in vectorization mode ( #2870 ) @fkiraly
[BUG] Fixing type conversion bug for probabilistic interval wrappers NaiveVariance and ConformalInterval ( #2815 ) @bethrice44
[BUG] fix Lag transformer when numpy.int was passed as lag integers ( #2832 ) @fkiraly
[ENH] fix get_window utility when window_length was None ( #2866 ) @fkiraly
[BUG] Vectorization in transformers overwrote y with X if y was passed ( #2844 ) @fkiraly
[BUG] output type check fix for ambiguous return types in vectorized Panel case ( #2843 ) @fkiraly
[DOC] add missing Sajaysurya references ( #2800 ) @fkiraly
[DOC] add missing TonyBagnall to contributors of 0.12.0 in changelog ( #2803 ) @fkiraly
[DOC] adds solution to “no matches found” to troubleshoot section of install guide ( #2786 ) @AurumnPegasus
[DOC] cleaning up transformer API reference ( #2818 ) @fkiraly
[DOC] team update: remove TonyBagnall from CC ( #2794 ) @fkiraly
[DOC] Added diviner by Databricks and statsforecast by Nixtla to related software ( #2873 ) @aiwalter
[MNT] test univariate forecasting with pd.DataFrame input and longer fh ( #2581 ) @fkiraly
[MNT] Address FutureWarnings from numpy ( #2847 ) @khrapovs
[MNT] Fix loop reassignment ( #2840 ) @khrapovs
@aiwalter , @AurumnPegasus , @bethrice44 , @ciaran-g , @fkiraly , @khrapovs , @miraep8
new ReconcilerForecaster estimator for reconciling forecasts using base model residuals (2830) ciaran-g
| dunder for multiplexing and autoML, shorthand for MultiplexTransformer (2810) miraep8
lagging transformer Lag for easy generation of lags (2783) fkiraly
upper bound prophet < 1.1 due to cmdstanpy incompatibility
set_params now behaves identically to __init__ call with corresponding parameters, including dynamic setting of tags. This is to fully comply with the sklearn interface assumption that this is the case. (2835) fkiraly
[ENH] set_params to call reset, to comply with sklearn parameter interface assumptions (2835) fkiraly
[ENH] make get_cutoff compatible with all time series formats, fix bug for VectorizedDF input (2870) fkiraly
[ENH] more informative error messages to diagnose wrong input format to forecasters (2824) fkiraly
[ENH] subsetting transformations (2831) fkiraly
[BUG] fixed forecasters not updating cutoff when in vectorization mode (2870) fkiraly
[BUG] Fixing type conversion bug for probabilistic interval wrappers NaiveVariance and ConformalInterval (2815) bethrice44
[BUG] fix Lag transformer when numpy.int was passed as lag integers (2832) fkiraly
[ENH] fix get_window utility when window_length was None (2866) fkiraly
[BUG] Vectorization in transformers overwrote y with X if y was passed (2844) fkiraly
[BUG] output type check fix for ambiguous return types in vectorized Panel case (2843) fkiraly
[DOC] add missing Sajaysurya references (2800) fkiraly
[DOC] add missing TonyBagnall to contributors of 0.12.0 in changelog (2803) fkiraly
[DOC] adds solution to "no matches found" to troubleshoot section of install guide (2786) AurumnPegasus
[DOC] cleaning up transformer API reference (2818) fkiraly
[DOC] team update: remove TonyBagnall from CC (2794) fkiraly
[DOC] Added diviner by Databricks and statsforecast by Nixtla to related software (2873) aiwalter
[MNT] test univariate forecasting with pd.DataFrame input and longer fh (2581) fkiraly
[MNT] Address FutureWarnings from numpy (2847) khrapovs
[MNT] Fix loop reassignment (2840) khrapovs
aiwalter, AurumnPegasus, bethrice44, ciaran-g, fkiraly, khrapovs, miraep8
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
@aiwalter, @asattiraju13, @bethrice44, @chrisholder, @ciaran-g, @DBCerigo, @dougollerenshaw, @eenticott-shell, @fkiraly, @k1m190r, @keepersas, @khrapovs, @lbventura, @lielleravid, @ltsaprounis, @miraep8, @NoaBenAmi, @Ris-Bali, @TonyBagnall, @ZiyaoWei
Full Changelog: https://github.com/alan-turing-institute/sktime/compare/v0.11.4...v0.12.0
Time series classification: deep learning based algorithms, port of sktime-dl into sktime ( #2447 ) @TonyBagnall
forecasting data splitters now support hierarchical data ( #2599 ) @fkiraly
Updated forecasting and classification notebooks ( #2620 , #2641 ) @fkiraly
frequently requested algorithm: Kalman filter transformers ( #2611 ) @NoaWegerhoff @lielleravid
frequently requested algorithm: top-down reconciler based on forecast proportions ( #2664 ) @ciaran-g
frequently requested algorithm: empirical and conformal prediction intervals after Stankeviciute et al, 2021 ( #2542 , #2706 ) @bethrice44 @fkiraly
new soft dependencies: pykalman and filterpy (for Kalman filter transformers)
all estimators now reset and execute init at the start of fit ( #2562 ) @fkiraly . Pre fit initialization and checks can therefore also be written at the end of init now.
all estimators now possess a clone method which is function equivalent to sklearn ’s’ clone ( #2565 ) @fkiraly .
ExpandingWindowSplitter with data individually added is now default cv in BaseForecaster.update_predict ( #2679 ) @fkiraly . Previously, not specifying cv would result in an error.
performance metrics have a new base class design and inheritance structure. See BaseForecastingErrorMetric docstring documentation. Changes to the interface are downwards compatible and lay the groundwork for further refactoring.
TSR base class was updated to an interface that parallels BaseClassifier ( #2647 ) @fkiraly . See the base class docstrings for specification details.
removed: instance_index and time_index args from from_multi_index_to_3d_numpy . Use convert or convert_to instead.
removed: tag fit-in-predict , now subsumed under fit_is_empty
deprecated: HCrystalBallForecaster , will be removed in 0.13.0. See #2677 .
changed: set symmetric hyper-parameter default to True in all relative performance metrics.
deprecated: func and name args will be removed from all performance metric constructors in 0.13.0. If these attributes are needed, they should be object or class attributes, and can be optional constructor arguments. However, it will no longer be required that all performance metrics have func and name as constructor arguments.
deprecated: the greater_is_better property will be replaced by the greater_is_better tag, in 0.13.0. Until then, implementers should set the greater_is_better tag. Users can still call the greater_is_better property until 0.13.0, which will alias the greater_is_better tag, if set.
deprecated: "capability:early_prediction" will be removed in 0.13.0 from BaseClassifier descendants. Early classifiers should inherit from the learning task specific base class BaseEarlyClassifier instead.
removed: tag fit-in-transform , now subsumed under fit_is_empty
removed: FeatureUnion ’s preserve_dataframe parameter
removed: series_as_features.compose module, contents are in transformations.compose
removed: transformations.series.window_summarize module, contents are in transformations.series.summarize
changed: "drift" , "mean" , "median" , "random" methods of Imputer now use the training set ( fit arguments) to compute parameters. For pre-0.12.0 behaviour, i.e., using the transform set, wrap the Imputer in the FitInTransform compositor.
[ENH] add reset at the start of all fit ( #2562 ) @fkiraly
[ENH] move clone to BaseObject ( #2565 ) @fkiraly
[ENH] Add support to get_slice for multi-index and hierarchical data ( #2761 ) @bethrice44
[ENH] TWE switch to use euclidean distance ( #2639 ) @chrisholder
[ENH] early fit for NaiveVariance ( #2546 ) @fkiraly
[ENH] empirical and conformal probabilistic forecast intervals (Stankeviciute et al, 2021) ( #2542 #2706 ) @bethrice44 @fkiraly
[ENH] BaseSplitter extension: hierarchical data, direct splitting of series ( #2599 ) @fkiraly
[ENH] Top-down reconciler based on forecast proportions ( #2664 ) @ciaran-g
[ENH] HCrystalBallForecaster deprecation ( #2675 ) @aiwalter
[ENH] add int handling to Prophet ( #2709 ) @fkiraly
[ENH] Compositor for forecasting of exogeneous data before using in exogeneous forecaster ( #2674 ) @fkiraly
[ENH] add ExpandingWindowSplitter as default cv in BaseForecaster.update_predict ( #2679 ) @fkiraly
[ENH] new probabilistic metrics for interval forecasts - empirical coverage, constraint violation ( #2383 ) @eenticott-shell
[ENH] metrics rework part II - metrics internal interface refactor ( #2500 ) @fkiraly
[ENH] metrics rework part III - folding metric mixins into intermediate class, interface consolidation ( #2502 ) @fkiraly
[ENH] tests for probabilistic metrics ( #2683 ) @eenticott-shell
[ENH] make_pipeline utility to create linear pipelines of any type ( #2643 ) @fkiraly
[ENH] Transfer deep learning classifiers and regressors from sktime-dl ( #2447 ) @TonyBagnall
[ENH] Proximity forest, removal of legacy conversion ( #2518 ) @fkiraly
[ENH] update TSR base class, kNN time series regression ( #2647 ) @fkiraly
[ENH] DummyClassifier , naive classifier baseline ( #2707 ) @ZiyaoWei
[ENH] pipeline for time series classification from sktime transformers and sklearn classifiers ( #2718 ) @fkiraly
[ENH] Kalman filter - transformers ( #2611 ) @NoaWegerhoff @lielleravid
[ENH] transformer adaptor for pandas native methods ( #2699 ) @fkiraly
[ENH] testing hierarchical input to transformers ( #2721 ) @fkiraly
[ENH] MultiplexTransformer for multiplexing transformers ( #2738 , #2778 , #2780 ) @miraep8
[ENH] allow different import and package names in soft dependency check ( #2545 ) @fkiraly
[ENH] option to exclude tests/fixtures in check_estimator ( #2756 ) @fkiraly
[ENH] make_mock_estimator passing constructor args for the mocked class ( #2686 ) @ltsaprounis
[ENH] test_update_predict_predicted_index for continuous data ( #2701 ) @ltsaprounis
[ENH] interface compliance test to ensure sklearn compliance of constructor ( #2732 ) @fkiraly
[ENH] check_estimators to run without soft dependencies ( #2779 ) @fkiraly
[ENH] forecasting pipeline test which triggers conversions and failure condition in #2739 ( #2790 ) @fkiraly
[ENH] expose estimator method iteration in TestAllEstimators as test fixture ( #2781 ) @fkiraly
[DOC] Add khrapovs to core devs ( #2743 ) @khrapovs
[DOC] core dev & gsoc mentor contributions badges ( #2684 ) @fkiraly
[BUG] fixed constructor non-compliance with sklearn: TimeSeriesKMeans ( #2773 ) @fkiraly
[BUG] fix pd.Series to pd.DataFrame mtype conversion in case series has a name ( #2607 ) @fkiraly
[BUG] corrected Series to Panel conversion for numpy formats ( #2638 ) @fkiraly
[BUG] fixed bug with distance factory 1d arrays ( #2691 ) @chrisholder
[BUG] fixed constructor non-compliance with sklearn: ShapeDTW ( #2773 ) @fkiraly
[BUG] Fix incorrect update_predict arg default and docstring on cv arg ( #2589 ) @aiwalter
[BUG] Fix Prophet with logistic growth #1079 ( #2609 ) @k1m190r
[BUG] ignores-exogeneous-X tag correction for UnobservedComponents ( #2666 ) @fkiraly
[BUG] fixed StackingForecaster for exogeneous data ( #2667 ) @fkiraly
[BUG] fixed pmdarima interface index handling if X index set is strictly larger than y index set ( #2673 ) @fkiraly
[BUG] Fix duration to int coercion for pd.tseries.offsets.BaseOffset ( #2726 ) @khrapovs
[BUG] fixed overlap in NaiveVariance train/test set due to inclusive indexing for timestamp limits ( #2760 ) @bethrice44
[BUG] fixed constructor non-compliance with sklearn: AutoETS ( #2736 ) @fkiraly
[BUG] fixed constructor non-compliance with sklearn: UnobservedComponents ( #2773 ) @fkiraly
[BUG] fixed sarimax_kwargs in ARIMA and AutoARIMA being incompliant with scikit-learn interface ( #2731 , #2773 ) @fkiraly
[BUG] add patch to ensure column/name preservation in NaiveForecaster ( #2793 ) @fkiraly
[BUG] fixing constructor non-compliance with sklearn: KNeighborsTimeSeriesClassifier and KNeighborsTimeSeriesRegressor ( #2737 , #2773 ) @fkiraly
[BUG] Fixed fit method of Imputer ( #2362 ) @aiwalter
[BUG] fix typo in author variable for boxcox module ( #2642 ) @fkiraly
[BUG] TransformerPipeline fix for vectorization edge cases and sklearn transformers ( #2644 ) @fkiraly
[BUG] SummaryTransformer multivariate output fix and tests for series-to-primitives transform output ( #2720 ) @fkiraly
[BUG] fixing constructor non-compliance with sklearn: PCATransformer ( #2734 ) @fkiraly
[MNT] Added pytest flags to setup.cfg ( #2535 ) @aiwalter
[MNT] Added deprecation warning for HCrystalBallForecaster ( #2675 ) @aiwalter
[MNT] Replace deprecated argument squeeze with the method .squeeze(“columns”) in pd.read_csv ( #2693 ) @khrapovs
[MNT] Replace pandas.DataFrame.append with pandas.concat to address future deprecation ( #2723 ) @khrapovs
[MNT] Add [MNT] tag to PR template ( #2727 ) @khrapovs
[MNT] Removed redundant todo from transformer_simple extension template ( #2740 ) @NoaWegerhoff
[MNT] Address various future warnings from pandas and numpy ( #2725 ) @khrapovs
[MNT] testing sktime without softdeps ( #2719 ) @fkiraly
[MNT] remove accidental codecov overwrite from nosoftdeps ( #2782 ) @fkiraly
[MNT] deprecation actions scheduled for 0.12.0 release ( #2747 ) @fkiraly
[ENH] refactored dunder concatenation logic ( #2575 ) @fkiraly
[ENH] get_test_params refactor for PyODAnnotator ( #2755 ) @fkiraly
[DOC] Forecasting notebook update ( #2620 ) @fkiraly
[DOC] Links to extension_templates folder ( #2623 ) @Ris-Bali
[DOC] Classification notebook clean-up, added new pipelines ( #2641 ) @fkiraly
[DOC] Text changes example notebooks ( #2648 ) @lbventura
[DOC] update doc location of TimeSeriesForestClassifier from kernel_based to interval_based in get_started.rst ( #2722 ) @dougollerenshaw
[DOC] update_predict docstrings corrected ( #2671 ) @fkiraly
[DOC] Fixes in class description ExpandingWindowSplitter ( #2676 ) @keepersas
[DOC] Fixed A Few Links on the Website ( #2688 ) @asattiraju13
[DOC] updated utility API docs ( #2703 ) @fkiraly
[DOC] Added list of interns to website ( #2708 ) @aiwalter
[DOC] reserved variables listed in extension templates ( #2769 ) @fkiraly
[DOC] Fix broken link to governance website page in governance.md ( #2795 ) @DBCerigo
[DOC] cleaning up forecasting API reference ( #2798 ) @fkiraly
@aiwalter , @asattiraju13 , @bethrice44 , @chrisholder , @ciaran-g , @DBCerigo , @dougollerenshaw , @eenticott-shell , @fkiraly , @k1m190r , @keepersas , @khrapovs , @lbventura , @lielleravid , @ltsaprounis , @miraep8 , @NoaWegerhoff , @Ris-Bali , @TonyBagnall , @ZiyaoWei
Time series classification: deep learning based algorithms, port of sktime-dl into sktime (2447) TonyBagnall
forecasting data splitters now support hierarchical data (2599) fkiraly
Updated forecasting and classification notebooks (2620, 2641) fkiraly
frequently requested algorithm: Kalman filter transformers (2611) NoaWegerhoff lielleravid
frequently requested algorithm: top-down reconciler based on forecast proportions (2664) ciaran-g
frequently requested algorithm: empirical and conformal prediction intervals after Stankeviciute et al, 2021 (2542, 2706) bethrice44 fkiraly
new soft dependencies: pykalman and filterpy (for Kalman filter transformers)
all estimators now reset and execute __init__ at the start of fit (2562) fkiraly. Pre fit initialization and checks can therefore also be written at the end of __init__ now.
all estimators now possess a clone method which is function equivalent to sklearn's' clone (2565) fkiraly.
ExpandingWindowSplitter with data individually added is now default cv in BaseForecaster.update_predict (2679) fkiraly. Previously, not specifying cv would result in an error.
performance metrics have a new base class design and inheritance structure. See BaseForecastingErrorMetric docstring documentation. Changes to the interface are downwards compatible and lay the groundwork for further refactoring.
TSR base class was updated to an interface that parallels BaseClassifier (2647) fkiraly. See the base class docstrings for specification details.
removed: instance_index and time_index args from from_multi_index_to_3d_numpy. Use convert or convert_to instead.
removed: tag fit-in-predict, now subsumed under fit_is_empty
deprecated: HCrystalBallForecaster, will be removed in 0.13.0. See 2677.
changed: set symmetric hyper-parameter default to True in all relative performance metrics.
deprecated: func and name args will be removed from all performance metric constructors in 0.13.0. If these attributes are needed, they should be object or class attributes, and can be optional constructor arguments. However, it will no longer be required that all performance metrics have func and name as constructor arguments.
deprecated: the greater_is_better property will be replaced by the greater_is_better tag, in 0.13.0. Until then, implementers should set the greater_is_better tag. Users can still call the greater_is_better property until 0.13.0, which will alias the greater_is_better tag, if set.
deprecated: "capability:early_prediction" will be removed in 0.13.0 from BaseClassifier descendants. Early classifiers should inherit from the learning task specific base class BaseEarlyClassifier instead.
removed: tag fit-in-transform, now subsumed under fit_is_empty
removed: FeatureUnion's preserve_dataframe parameter
removed: series_as_features.compose module, contents are in transformations.compose
removed: transformations.series.window_summarize module, contents are in transformations.series.summarize
changed: "drift", "mean", "median", "random" methods of Imputer now use the training set (fit arguments) to compute parameters. For pre-0.12.0 behaviour, i.e., using the transform set, wrap the Imputer in the FitInTransform compositor.
[ENH] add reset at the start of all fit (2562) fkiraly
[ENH] move clone to BaseObject (2565) fkiraly
[ENH] Add support to get_slice for multi-index and hierarchical data (2761) bethrice44
[ENH] TWE switch to use euclidean distance (2639) chrisholder
[ENH] early fit for NaiveVariance (2546) fkiraly
[ENH] empirical and conformal probabilistic forecast intervals (Stankeviciute et al, 2021) (2542 2706) bethrice44 fkiraly
[ENH] BaseSplitter extension: hierarchical data, direct splitting of series (2599) fkiraly
[ENH] Top-down reconciler based on forecast proportions (2664) ciaran-g
[ENH] HCrystalBallForecaster deprecation (2675) aiwalter
[ENH] add int handling to Prophet (2709) fkiraly
[ENH] Compositor for forecasting of exogeneous data before using in exogeneous forecaster (2674) fkiraly
[ENH] add ExpandingWindowSplitter as default cv in BaseForecaster.update_predict (2679) fkiraly
[ENH] new probabilistic metrics for interval forecasts - empirical coverage, constraint violation (2383) eenticott-shell
[ENH] metrics rework part II - metrics internal interface refactor (2500) fkiraly
[ENH] metrics rework part III - folding metric mixins into intermediate class, interface consolidation (2502) fkiraly
[ENH] tests for probabilistic metrics (2683) eenticott-shell
[ENH] make_pipeline utility to create linear pipelines of any type (2643) fkiraly
[ENH] Transfer deep learning classifiers and regressors from sktime-dl (2447) TonyBagnall
[ENH] Proximity forest, removal of legacy conversion (2518) fkiraly
[ENH] update TSR base class, kNN time series regression (2647) fkiraly
[ENH] DummyClassifier, naive classifier baseline (2707) ZiyaoWei
[ENH] pipeline for time series classification from sktime transformers and sklearn classifiers (2718) fkiraly
[ENH] Kalman filter - transformers (2611) NoaWegerhoff lielleravid
[ENH] transformer adaptor for pandas native methods (2699) fkiraly
[ENH] testing hierarchical input to transformers (2721) fkiraly
[ENH] MultiplexTransformer for multiplexing transformers (2738, 2778, 2780) miraep8
[ENH] allow different import and package names in soft dependency check (2545) fkiraly
[ENH] option to exclude tests/fixtures in check_estimator (2756) fkiraly
[ENH] make_mock_estimator passing constructor args for the mocked class (2686) ltsaprounis
[ENH] test_update_predict_predicted_index for continuous data (2701) ltsaprounis
[ENH] interface compliance test to ensure sklearn compliance of constructor (2732) fkiraly
[ENH] check_estimators to run without soft dependencies (2779) fkiraly
[ENH] forecasting pipeline test which triggers conversions and failure condition in #2739 (2790) fkiraly
[ENH] expose estimator method iteration in TestAllEstimators as test fixture (2781) fkiraly
[DOC] Add khrapovs to core devs (2743) khrapovs
[DOC] core dev & gsoc mentor contributions badges (2684) fkiraly
[BUG] fixed constructor non-compliance with sklearn: TimeSeriesKMeans (2773) fkiraly
[BUG] fix pd.Series to pd.DataFrame mtype conversion in case series has a name (2607) fkiraly
[BUG] corrected Series to Panel conversion for numpy formats (2638) fkiraly
[BUG] fixed bug with distance factory 1d arrays (2691) chrisholder
[BUG] fixed constructor non-compliance with sklearn: ShapeDTW (2773) fkiraly
[BUG] Fix incorrect update_predict arg default and docstring on cv arg (2589) aiwalter
[BUG] Fix Prophet with logistic growth #1079 (2609) k1m190r
[BUG] ignores-exogeneous-X tag correction for UnobservedComponents (2666) fkiraly
[BUG] fixed StackingForecaster for exogeneous data (2667) fkiraly
[BUG] fixed pmdarima interface index handling if X index set is strictly larger than y index set (2673) fkiraly
[BUG] Fix duration to int coercion for pd.tseries.offsets.BaseOffset (2726) khrapovs
[BUG] fixed overlap in NaiveVariance train/test set due to inclusive indexing for timestamp limits (2760) bethrice44
[BUG] fixed constructor non-compliance with sklearn: AutoETS (2736) fkiraly
[BUG] fixed constructor non-compliance with sklearn: UnobservedComponents (2773) fkiraly
[BUG] fixed sarimax_kwargs in ARIMA and AutoARIMA being incompliant with scikit-learn interface (2731, 2773) fkiraly
[BUG] add patch to ensure column/name preservation in NaiveForecaster (2793) fkiraly
[BUG] fixing constructor non-compliance with sklearn: KNeighborsTimeSeriesClassifier and KNeighborsTimeSeriesRegressor (2737, 2773) fkiraly
[BUG] Fixed fit method of Imputer (2362) aiwalter
[BUG] fix typo in author variable for boxcox module (2642) fkiraly
[BUG] TransformerPipeline fix for vectorization edge cases and sklearn transformers (2644) fkiraly
[BUG] SummaryTransformer multivariate output fix and tests for series-to-primitives transform output (2720) fkiraly
[BUG] fixing constructor non-compliance with sklearn: PCATransformer (2734) fkiraly
[MNT] Added pytest flags to setup.cfg (2535) aiwalter
[MNT] Added deprecation warning for HCrystalBallForecaster (2675) aiwalter
[MNT] Replace deprecated argument squeeze with the method .squeeze("columns") in pd.read_csv (2693) khrapovs
[MNT] Replace pandas.DataFrame.append with pandas.concat to address future deprecation (2723) khrapovs
[MNT] Add [MNT] tag to PR template (2727) khrapovs
[MNT] Removed redundant todo from transformer_simple extension template (2740) NoaWegerhoff
[MNT] Address various future warnings from pandas and numpy (2725) khrapovs
[MNT] testing sktime without softdeps (2719) fkiraly
[MNT] remove accidental codecov overwrite from nosoftdeps (2782) fkiraly
[MNT] deprecation actions scheduled for 0.12.0 release (2747) fkiraly
[ENH] refactored dunder concatenation logic (2575) fkiraly
[ENH] get_test_params refactor for PyODAnnotator (2755) fkiraly
[DOC] Forecasting notebook update (2620) fkiraly
[DOC] Links to extension_templates folder (2623) Ris-Bali
[DOC] Classification notebook clean-up, added new pipelines (2641) fkiraly
[DOC] Text changes example notebooks (2648) lbventura
[DOC] update doc location of TimeSeriesForestClassifier from kernel_based to interval_based in get_started.rst (2722) dougollerenshaw
[DOC] update_predict docstrings corrected (2671) fkiraly
[DOC] Fixes in class description ExpandingWindowSplitter (2676) keepersas
[DOC] Fixed A Few Links on the Website (2688) asattiraju13
[DOC] updated utility API docs (2703) fkiraly
[DOC] Added list of interns to website (2708) aiwalter
[DOC] reserved variables listed in extension templates (2769) fkiraly
[DOC] Fix broken link to governance website page in governance.md (2795) DBCerigo
[DOC] cleaning up forecasting API reference (2798) fkiraly
aiwalter, asattiraju13, bethrice44, chrisholder, ciaran-g, DBCerigo, dougollerenshaw, eenticott-shell, fkiraly, k1m190r, keepersas, khrapovs, lbventura, lielleravid, ltsaprounis, miraep8, NoaWegerhoff, Ris-Bali, TonyBagnall, ZiyaoWei
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
@chrisholder, @ciaran-g, @fkiraly, @khrapovs, @miraep8, @phershbe, @Ris-Bali, @TonyBagnall
Full Changelog: https://github.com/alan-turing-institute/sktime/compare/v0.11.3...v0.11.4
maintenance update for compatibility with recent scikit-learn 1.1.0 release
Added defensive upper bound scikit-learn<1.2.0
[MNT] fix incompatibility with sklearn 1.1.0 ( #2632 , #2633 ) @fkiraly
[MNT] clean-up of test_random_state ( #2593 ) @Ris-Bali
[MNT] fix side effects in check_estimator utility ( #2597 ) @fkiraly
[MNT] _check_dl_dependencies warning option ( #2627 ) @fkiraly
[ENH] components retrieval utility and default BaseForecaster._update(update_params=False) for composites ( #2596 ) @fkiraly
[ENH] Dynamic Time Warping Barycenter Averaging (DBA) ( #2582 ) @chrisholder
[ENH] more informative error message from mtype if no mtype can be identified ( #2606 ) @fkiraly
[ENH] Twe distance ( #2553 ) @chrisholder
[ENH] Extended sliding and expanding window splitters to allow timedelta forecasting horizon ( #2551 ) @khrapovs
[ENH] Removed interval_width parameter of Prophet ( #2630 ) @phershbe
decrease ensemble size for DrCIF ( #2595 ) @TonyBagnall
[ENH] Created _DelegatedTransformer ( #2612 ) @miraep8
[ENH] transformer reconcilers - add tests and improve ( #2577 ) @ciaran-g
[BUG] BaseObject.reset to return self ( #2613 ) @fkiraly
[BUG] typo fix in tag deprecation message ( #2616 ) @fkiraly
[BUG] Clustering lloyds algorithm early exit incorrectly ( #2572 ) @chrisholder
[BUG] fixed bug where no average params passed ( #2592 ) @chrisholder
[BUG] Twe distance running slow due to numpy and numba interaction ( #2605 ) @chrisholder
[BUG] Forecasting pipeline get/set params fixed for dunder generated pipelines ( #2619 ) @fkiraly
[BUG] fixing side effects between test runs of the same test in the test suite ( #2558 ) @fkiraly
@chrisholder , @ciaran-g , @fkiraly , @khrapovs , @miraep8 , @phershbe , @Ris-Bali , @TonyBagnall
maintenance update for compatibility with recent scikit-learn 1.1.0 release
Added defensive upper bound scikit-learn<1.2.0
[MNT] fix incompatibility with sklearn 1.1.0 (2632, 2633) fkiraly
[MNT] clean-up of test_random_state (2593) Ris-Bali
[MNT] fix side effects in check_estimator utility (2597) fkiraly
[MNT] _check_dl_dependencies warning option (2627) fkiraly
[ENH] components retrieval utility and default BaseForecaster._update(update_params=False) for composites (2596) fkiraly
[ENH] Dynamic Time Warping Barycenter Averaging (DBA) (2582) chrisholder
[ENH] more informative error message from mtype if no mtype can be identified (2606) fkiraly
[ENH] Twe distance (2553) chrisholder
[ENH] Extended sliding and expanding window splitters to allow timedelta forecasting horizon (2551) khrapovs
[ENH] Removed interval_width parameter of Prophet (2630) phershbe
decrease ensemble size for DrCIF (2595) TonyBagnall
[ENH] Created _DelegatedTransformer (2612) miraep8
[ENH] transformer reconcilers - add tests and improve (2577) ciaran-g
[BUG] BaseObject.reset to return self (2613) fkiraly
[BUG] typo fix in tag deprecation message (2616) fkiraly
[BUG] Clustering lloyds algorithm early exit incorrectly (2572) chrisholder
[BUG] fixed bug where no average params passed (2592) chrisholder
[BUG] Twe distance running slow due to numpy and numba interaction (2605) chrisholder
[BUG] Forecasting pipeline get/set params fixed for dunder generated pipelines (2619) fkiraly
[BUG] fixing side effects between test runs of the same test in the test suite (2558) fkiraly
chrisholder, ciaran-g, fkiraly, khrapovs, miraep8, phershbe, Ris-Bali, TonyBagnall
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
@aiwalter, @chrisholder, @ciaran-g, @danbartl, @eenticott-shell, @fkiraly, @GuzalBulatova, @juanitorduz, @KatieBuc, @khrapovs, @lmmentel, @ltsaprounis, @MatthewMiddlehurst, @miraep8, @ris-bali, @Samuel-Oyeneye, @tarpas, @Tomiiwa
Full Changelog: https://github.com/alan-turing-institute/sktime/compare/v0.11.2...v0.11.3
sktime is now compatible with scipy 1.8.X versions ( #2468 , #2474 ) @fkiraly
dunder method for forecasting pipelines: write trafo * forecaster * my_postproc for TransformedTargetForecaster pipeline ( #2404 ) @fkiraly
dunder method for multiplexing/autoML: write forecaster1 | forecaster2 | forecaster3 for MultiplexForecaster , used in tuning over forecasters ( #2540 ) @miraep8
dunders combine with existing transformer pipeline and feature union, e.g., trafo1 * trafo2 * forecaster or (trafo1 + trafo2) * forecaster
prediction intervals for UnobservedComponents forecaster ( #2454 ) @juanitorduz
new argument return_tags of all_estimators allows listing estimators together with selected tags ( #2410 ) @miraep8
Upper bound on scipy relaxed to scipy<1.9.0 , sktime is now compatible with scipy 1.8.X versions.
All estimators now have a reset method which resets objects a clean post-init state, keeping hyper-parameters. Equivalent to clone but overwrites self .
Forecasters have two new dunder methods. Invoke dunders for easy creation of a pipeline object:
| with another forecaster creates a multiplexer, e.g., forecaster1 | forecaster2 | forecaster 3 . Result is of class MultiplexForecaster which can be combined with grid search for autoML style tuning.
Dunder methods are compatible with existing transformer dunders * (pipeline) and + (feature union).
Forecaster update_predict now accepts an additional boolean argument reset_forecaster . If reset_forecaster = True (default and current intended behaviour), forecaster state does not change. If reset_forecaster = False , then update , predict sequence updates state.
In 0.13.0, the default will change to reset_forecaster = False .
Forecaster update_predict default behaviour will change from reset_forecaster = True to reset_forecaster = False , from 0.13.0 (see above).
Differencer : drop_na argument will be deprecated from 0.12.0 and removed in 0.13.0. It will be replaced bz the na_handling argument and a default of "fill_zero" .
WindowSummarizer : lag_config will be deprecated from 0.12.0 and removed in 0.13.0. It will be replaced by the lag_feature argument and new specification syntax for it.
[ENH] BaseObject reset functionality ( #2531 ) @fkiraly
[ENH] new _make_panel utility, separate from _make_panel_X , with arbitrary return mtype ( #2505 ) @fkiraly
[ENH] prediction intervals for UnobservedComponents forecaster ( #2454 ) @juanitorduz
[ENH] remove error message on exogeneous X from DirRec reducer ( #2463 ) @fkiraly
[ENH] replace np.arange by np.arghwere in splitters to enable time based indexing and selection ( #2394 ) @khrapovs
[ENH] Test SingleWindowSplitter with Timedelta forecasting horizon ( #2392 ) @khrapovs
[ENH] Aggregator : remove index naming requirement ( #2479 ) @ciaran-g
[ENH] MultiplexForecaster compatibility with multivariate, probabilistic and hierarchical forecasting ( #2458 ) @fkiraly
[ENH] Differencer NA handling - “fill zero” parameter ( #2487 ) @fkiraly
[ENH] Add random_state to statsmodels adapter and estimators ( #2440 ) @ris-bali
[ENH] Added tests for MultiplexForecaster ( #2520 ) @miraep8
[ENH] Added | dunder method for MultiplexForecaster ( #2540 ) @miraep8
[ENH] add new argument return_tags to all_estimators ( #2410 ) @miraep8
[ENH] unequal length classifier scenario ( #2516 ) @fkiraly
[ENH] Tests for multiple classifier input mtypes ( #2508 , #2523 ) @fkiraly
[ENH] more forecaster scenarios for testing: using X ( #2462 ) @fkiraly
[ENH] Logger update - init removal, private log attribute ( #2533 ) @fkiraly
[ENH] Added FitInTransform transformer ( #2534 ) @aiwalter
[BUG] Fixed medoids in kmedoids being taken across all data instead of cluster-wise ( #2548 ) @chrisholder
[BUG] fixing direct conversions from/to numpyflat mtype being overridden by indirect ones ( #2517 ) @fkiraly
[BUG] Distances fixed bug where bounding matrix was being rounded incorrectly ( #2549 ) @chrisholder
[BUG] refactor _predict_moving_cutoff and bugfix, outer update_predict_single should be called ( #2466 ) @fkiraly
[BUG] fix ThetaForecaster.predict_quantiles breaking on pd.DataFrame input ( #2529 ) @fkiraly
[BUG] bugfix for default _predict_var implementation ( #2538 ) @fkiraly
[BUG] ensure row index names are preserved in hierarchical forecasting when vectorizing ( #2489 ) @fkiraly
[BUG] Fix type checking error due to pipeline type polymorphism when constructing nested pipelines ( #2456 ) @fkiraly
[BUG] fix for update_predict state handling bug, replace detached cutoff by deepcopy ( #2557 ) @fkiraly
[BUG] Fixes the index name dependencies in WindowSummarizer ( #2567 ) @ltsaprounis
[BUG] Fix non-compliant output of ColumnEnsembleForecaster.pred_quantiles , pred_interval ( #2512 ) @eenticott-shell
[BUG] fixed ColumnEnsembleClassifier handling of unequal length data ( #2513 ) @fkiraly
[BUG] remove alpha arg from _boxcox , remove private method dependencies, ensure scipy 1.8.0 compatibility ( #2468 ) @fkiraly
[BUG] fix random state overwrite in MiniRocketMultivariate ( #2563 ) @fkiraly
[BUG] fix accidental overwrite of default method/arg sequences in test scenarios ( #2457 ) @fkiraly
[ENH] changed references to fit-in-transform to fit_is_empty ( #2494 ) @fkiraly
[ENH] cleaning up _panel._convert module ( #2519 ) @fkiraly
[ENH] Legacy test refactor - move test_data_processing , mtype handling in test_classifier_output ( #2506 ) @fkiraly
[ENH] MockForecaster without logging, MockUnivariateForecaster clean-up ( #2539 ) @fkiraly
[ENH] metrics rework part I - output format tests ( #2496 ) @fkiraly
[ENH] simplify load_from_tsfile , support more mtypes ( #2521 ) @fkiraly
[ENH] removing dead args and functions post _predict_moving_cutoff refactor ( #2470 ) @fkiraly
[MNT] upgrade codecov uploader and cleanup coverage reporting ( #2389 ) @tarpas
[MNT] fix soft dependency handling for esig imports ( #2414 ) @fkiraly
[MNT] Make the contrib module private ( #2422 ) @MatthewMiddlehurst
[MNT] disabling aggressive dtw_python import message ( #2439 ) @KatieBuc
[MNT] loosen strict upper bound on scipy to 1.9.0 ( #2474 ) @fkiraly
[MNT] Remove accidentally committed prob integration notebook ( #2476 ) @eenticott-shell
[MNT] speed up Facebook Prophet tests ( #2497 ) @fkiraly
[MNT] Proximity forest faster test param settings ( #2525 ) @fkiraly
[MNT] Fix tests to prevent all guaranteed check_estimator failures ( #2411 ) @danbartl
[MNT] added pytest-timeout time limit of 10 minutes ( #2532 , #2541 ) @fkiraly
[MNT] turn on tests for no state change in transform , predict ( #2536 ) @fkiraly
[MNT] switch scipy mirror to anaconda on windows to resolve gfortran FileNotFoundError in all CI/CD ( #2561 ) @fkiraly
[MNT] Add a script to generate changelog in rst format ( #2449 ) @lmmentel
[DOC] Added clustering module to API docs ( #2429 ) @aiwalter
[DOC] updated datatypes notebook ( #2492 ) @fkiraly
[DOC] Broken Links in Testing Framework Doc ( #2450 ) @Tomiiwa
[DOC] remove GSoC announcement from landing page after GSoC deadline ( #2543 ) @GuzalBulatova
[DOC] fix typo in sktime install instructions, causes “invalid requirement error” if followed verbatim ( #2503 ) @Samuel-Oyeneye
@aiwalter , @chrisholder , @ciaran-g , @danbartl , @eenticott-shell , @fkiraly , @GuzalBulatova , @juanitorduz , @KatieBuc , @khrapovs , @lmmentel , @ltsaprounis , @MatthewMiddlehurst , @miraep8 , @ris-bali , @Samuel-Oyeneye , @tarpas , @Tomiiwa
sktime is now compatible with scipy 1.8.X versions (2468, 2474) fkiraly
dunder method for forecasting pipelines: write trafo * forecaster * my_postproc for TransformedTargetForecaster pipeline (2404) fkiraly
dunder method for multiplexing/autoML: write forecaster1 | forecaster2 | forecaster3 for MultiplexForecaster, used in tuning over forecasters (2540) miraep8
dunders combine with existing transformer pipeline and feature union, e.g., trafo1 * trafo2 * forecaster or (trafo1 + trafo2) * forecaster
prediction intervals for UnobservedComponents forecaster (2454) juanitorduz
new argument return_tags of all_estimators allows listing estimators together with selected tags (2410) miraep8
Upper bound on scipy relaxed to scipy<1.9.0, sktime is now compatible with scipy 1.8.X versions.
All estimators now have a reset method which resets objects a clean post-init state, keeping hyper-parameters. Equivalent to clone but overwrites self.
Forecasters have two new dunder methods. Invoke dunders for easy creation of a pipeline object:
* with a transformer creates forecasting pipeline, e.g., my_trafo1 * my_forecaster * my_postproc. Transformers before the forecaster are used for pre-processing in a TransformedTargetForecaster. Transformers after the forecaster are used for post-processing in a TransformedTargetForecaster.
| with another forecaster creates a multiplexer, e.g., forecaster1 | forecaster2 | forecaster 3. Result is of class MultiplexForecaster which can be combined with grid search for autoML style tuning.
Dunder methods are compatible with existing transformer dunders * (pipeline) and + (feature union).
Forecaster update_predict now accepts an additional boolean argument reset_forecaster. If reset_forecaster = True (default and current intended behaviour), forecaster state does not change. If reset_forecaster = False, then update, predict sequence updates state.
In 0.13.0, the default will change to reset_forecaster = False.
Forecaster update_predict default behaviour will change from reset_forecaster = True to reset_forecaster = False, from 0.13.0 (see above).
Differencer: drop_na argument will be deprecated from 0.12.0 and removed in 0.13.0. It will be replaced bz the na_handling argument and a default of "fill_zero".
WindowSummarizer: lag_config will be deprecated from 0.12.0 and removed in 0.13.0. It will be replaced by the lag_feature argument and new specification syntax for it.
[ENH] BaseObject reset functionality (2531) fkiraly
[ENH] new _make_panel utility, separate from _make_panel_X, with arbitrary return mtype (2505) fkiraly
[ENH] prediction intervals for UnobservedComponents forecaster (2454) juanitorduz
[ENH] remove error message on exogeneous X from DirRec reducer (2463) fkiraly
[ENH] replace np.arange by np.arghwere in splitters to enable time based indexing and selection (2394) khrapovs
[ENH] Test SingleWindowSplitter with Timedelta forecasting horizon (2392) khrapovs
[ENH] Aggregator: remove index naming requirement (2479) ciaran-g
[ENH] MultiplexForecaster compatibility with multivariate, probabilistic and hierarchical forecasting (2458) fkiraly
[ENH] Differencer NA handling - "fill zero" parameter (2487) fkiraly
[ENH] Add random_state to statsmodels adapter and estimators (2440) ris-bali
[ENH] Added tests for MultiplexForecaster (2520) miraep8
[ENH] Added | dunder method for MultiplexForecaster (2540) miraep8
[ENH] add new argument return_tags to all_estimators (2410) miraep8
[ENH] unequal length classifier scenario (2516) fkiraly
[ENH] Tests for multiple classifier input mtypes (2508, 2523) fkiraly
[ENH] more forecaster scenarios for testing: using X (2462) fkiraly
[ENH] Logger update - __init__ removal, private log attribute (2533) fkiraly
[ENH] Added FitInTransform transformer (2534) aiwalter
[BUG] Fixed medoids in kmedoids being taken across all data instead of cluster-wise (2548) chrisholder
[BUG] fixing direct conversions from/to numpyflat mtype being overridden by indirect ones (2517) fkiraly
[BUG] Distances fixed bug where bounding matrix was being rounded incorrectly (2549) chrisholder
[BUG] refactor _predict_moving_cutoff and bugfix, outer update_predict_single should be called (2466) fkiraly
[BUG] fix ThetaForecaster.predict_quantiles breaking on pd.DataFrame input (2529) fkiraly
[BUG] bugfix for default _predict_var implementation (2538) fkiraly
[BUG] ensure row index names are preserved in hierarchical forecasting when vectorizing (2489) fkiraly
[BUG] Fix type checking error due to pipeline type polymorphism when constructing nested pipelines (2456) fkiraly
[BUG] fix for update_predict state handling bug, replace detached cutoff by deepcopy (2557) fkiraly
[BUG] Fixes the index name dependencies in WindowSummarizer (2567) ltsaprounis
[BUG] Fix non-compliant output of ColumnEnsembleForecaster.pred_quantiles, pred_interval (2512) eenticott-shell
[BUG] fixed ColumnEnsembleClassifier handling of unequal length data (2513) fkiraly
[BUG] remove alpha arg from _boxcox, remove private method dependencies, ensure scipy 1.8.0 compatibility (2468) fkiraly
[BUG] fix random state overwrite in MiniRocketMultivariate (2563) fkiraly
[BUG] fix accidental overwrite of default method/arg sequences in test scenarios (2457) fkiraly
[ENH] changed references to fit-in-transform to fit_is_empty (2494) fkiraly
[ENH] cleaning up _panel._convert module (2519) fkiraly
[ENH] Legacy test refactor - move test_data_processing, mtype handling in test_classifier_output (2506) fkiraly
[ENH] MockForecaster without logging, MockUnivariateForecaster clean-up (2539) fkiraly
[ENH] metrics rework part I - output format tests (2496) fkiraly
[ENH] simplify load_from_tsfile, support more mtypes (2521) fkiraly
[ENH] removing dead args and functions post _predict_moving_cutoff refactor (2470) fkiraly
[MNT] upgrade codecov uploader and cleanup coverage reporting (2389) tarpas
[MNT] fix soft dependency handling for esig imports (2414) fkiraly
[MNT] Make the contrib module private (2422) MatthewMiddlehurst
[MNT] disabling aggressive dtw_python import message (2439) KatieBuc
[MNT] loosen strict upper bound on scipy to 1.9.0 (2474) fkiraly
[MNT] Remove accidentally committed prob integration notebook (2476) eenticott-shell
[MNT] speed up Facebook Prophet tests (2497) fkiraly
[MNT] Proximity forest faster test param settings (2525) fkiraly
[MNT] Fix tests to prevent all guaranteed check_estimator failures (2411) danbartl
[MNT] added pytest-timeout time limit of 10 minutes (2532, 2541) fkiraly
[MNT] turn on tests for no state change in transform, predict (2536) fkiraly
[MNT] switch scipy mirror to anaconda on windows to resolve gfortran FileNotFoundError in all CI/CD (2561) fkiraly
[MNT] Add a script to generate changelog in rst format (2449) lmmentel
[DOC] Added clustering module to API docs (2429) aiwalter
[DOC] updated datatypes notebook (2492) fkiraly
[DOC] Broken Links in Testing Framework Doc (2450) Tomiiwa
[DOC] remove GSoC announcement from landing page after GSoC deadline (2543) GuzalBulatova
[DOC] fix typo in sktime install instructions, causes "invalid requirement error" if followed verbatim (2503) Samuel-Oyeneye
aiwalter, chrisholder, ciaran-g, danbartl, eenticott-shell, fkiraly, GuzalBulatova, juanitorduz, KatieBuc, khrapovs, lmmentel, ltsaprounis, MatthewMiddlehurst, miraep8, ris-bali, Samuel-Oyeneye, tarpas, Tomiiwa
<!-- Release notes generated using configuration in .github/release.yml at main -->
<!-- Release notes generated using configuration in .github/release.yml at main -->
ColumnEnsembleForecaster by @fkiraly in https://github.com/alan-turing-institute/sktime/pull/2436Full Changelog: https://github.com/alan-turing-institute/sktime/compare/v0.11.1...v0.11.2
[BUG] temp workaround for unnamed levels in hierarchical X passed to aggregator ( #2432 ) @fkiraly
[BUG] forecasting pipeline dunder fix by ( #2431 ) @fkiraly
[BUG] fix erroneous direct passthrough in ColumnEnsembleForecaster ( #2436 ) @fkiraly
[BUG] Incorrect indices returned by make_reduction on hierarchical data fixed by ( #2438 ) @danbartl
[BUG] temp workaround for unnamed levels in hierarchical X passed to aggregator (2432) fkiraly
[BUG] forecasting pipeline dunder fix by (2431) fkiraly
[BUG] fix erroneous direct passthrough in ColumnEnsembleForecaster (2436) fkiraly
[BUG] Incorrect indices returned by make_reduction on hierarchical data fixed by (2438) danbartl
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
@0saurabh0, @aiwalter, @ciaran-g, @danbartl, @eenticott-shell, @fkiraly, @katiebuc, @khrapovs, @lmmentel, @ltsaprounis, @MatthewMiddlehurst, @NoaBenAmi, @RISHIKESHAVAN, @TNTran92
Full Changelog: https://github.com/alan-turing-institute/sktime/compare/v0.11.0...v0.11.1
GSoC 2022 application instructions - apply by Apr 19 for GSoC with sktime! ( #2373 ) @lmmentel @Lovkush-A @fkiraly
enhancements and bugfixes for probabilistic and hierarchical forecasting features introduced in 0.11.0
reconciliation transformers for hierarchical predictions ( #2287 , #2292 ) @ciaran-g
pipeline, tuning and evaluation compatibility for probabilistic forecasting ( #2234 , #2318 ) @eenticott-shell @fkiraly
interface to statsmodels SARIMAX ( #2400 ) @TNTran92
reduction with transform-on-y predictors (e.g., lags, window summaries), and for hierarchical data ( #2396 ) @danbartl
the pd-multiindex mtype was relaxed to allow arbitrary level names
probabilistic forecasting interface now also available for auto-vectorization cases
probabilistic forecasting interface now compatible with hierarchical forecasting interface
[ENH] tsf loader to allow specification of return mtype ( #2103 ) @ltsaprounis
[ENH] relax name rules for multiindex - fixed omission in from_multi_index_to_nested ( #2384 ) @ltsaprounis
[ENH] require uniqueness from multiple alpha/coverage in interval/quantile forecasts ( #2326 ) @fkiraly
[ENH] Adding fit parameters to VAR constructor #1850 ( #2304 ) @TNTran92
[ENH] vectorization for probabilistic forecasting methods that return pd.DataFrame ( #2355 ) @fkiraly
[ENH] adding compatibility with probabilistic and hierarchical forecasts to ForecastingPipeline and TransformedTargetForecaster ( #2318 ) @fkiraly
[ENH] Allow pd.Timedelta values in ForecastingHorizon ( #2333 ) @khrapovs
[ENH] probabilistic methods for ColumnEnsembleForecaster (except predict_proba ) ( #2356 ) @fkiraly
[ENH] NaiveVariance : verbose arg and extended docstring ( #2395 ) @fkiraly
[ENH] Grid search with probabilistic metrics ( #2234 ) @eenticott-shell
[ENH] wrapper for stream forecasting ( update_predict use) to trigger regular refit ( #2305 ) @fkiraly
[ENH] post-processing in TransformedTargetForecaster , dunder method for (transformed y ) forecasting pipelines ( #2404 ) @fkiraly
[ENH] suppressing deprecation messages in all_estimators estimator retrieval, address dtw import message ( #2418 ) @katiebuc
[ENH] improved error message in forecasters when receiving an incompatible input ( #2314 ) @fkiraly
[ENH] NaiveVariance : verbose arg and extended docstring ( #2395 ) @fkiraly
[ENH] Prohibit incompatible splitter parameters ( #2328 ) @khrapovs
[ENH] added interface to statsmodels SARIMAX ( #2400 ) @TNTran92
[ENH] extending reducers to hierarchical data, adding transformation ( #2396 ) @danbartl
[ENH] Faster classifier example parameters ( #2378 ) @MatthewMiddlehurst
[ENH] BaseObject.is_composite utility, relax errors in BaseClassifier input checks to warnings for composites ( #2366 ) @fkiraly
[ENH] Capability inference for transformer and classifier pipelines ( #2367 ) @fkiraly
[ENH] Implement reconcilers for hierarchical predictions - transformers ( #2287 ) @ciaran-g
[ENH] Hierarchy aggregation transformer ( #2292 ) @ciaran-g
[ENH] memory for WindowSummarizer to enable transform windows to reach into the fit time period ( #2325 ) @fkiraly
[MNT] Remove jinja2 version ( #2330 ) @aiwalter
[ENH] test generation error to raise and not return ( #2298 ) @fkiraly
[ENH] Remove pd.Int64Index due to impending deprecation ( #2339 , #2390 ) @khrapovs
[MNT] removing unused imports from tests._config ( #2358 ) @fkiraly
[ENH] scenarios for hierarchical forecasting and tests for probabilistic forecast methods ( #2359 ) @fkiraly
[MNT] fixing click/black incompatibility in CI ( #2353 , #2372 ) @fkiraly
[ENH] tests for check_estimator` tests passing ( #2408 ) @fkiraly
[ENH] Fix tests to prevent guaranteed check_estimator failure ( #2405 ) @danbartl
[ENH] remove non-compliant fit_params kwargs throughout the code base ( #2343 ) @fkiraly
[ENH] Classification expected output test updates ( #2295 ) @MatthewMiddlehurst
[ENH] Transformers module full refactor - part III, panel module (2nd batch) ( #2253 ) @fkiraly
[ENH] Transformers module full refactor - part IV, panel module (3rd batch) ( #2369 ) @fkiraly
[ENH] test parameter refactor: TSInterpolator ( #2342 ) @NoaWegerhoff
[ENH] move “sktime forecaster tests” into TestAllForecasters class ( #2311 ) @fkiraly
[ENH] upgrade BasePairwiseTransformer to use datatypes input conversions and checks ( #2363 ) @fkiraly
[ENH] extend _HeterogeneousMetaEstimator estimator to allow mixed tuple/estimator list ( #2406 ) @fkiraly
[MNT] test parameter refactor: forecasting reducers and ColumnEnsembleClassifier ( #2223 ) @fkiraly
[ENH] refactoring test_all_transformers to test class architecture ( #2252 ) @fkiraly
[BUG] fix _update default for late fh pass case ( #2362 ) @fkiraly
[ENH] Extract cached ForecastingHorizon methods to functions and avoid B019 error ( #2364 ) @khrapovs
[ENH] AutoETS prediction intervals simplification ( #2320 ) @fkiraly
[BUG] fixed get_time_index for most mtypes ( #2380 ) @fkiraly
[BUG] TSInterpolator and nested_univ check fix ( #2259 ) @fkiraly
[BUG][ENH] WindowSummarizer offset fix, easier lag specification ( #2316 ) @danbartl
[BUG] FeatureUnion output column names fixed ( #2324 ) @fkiraly
[ENH][BUG] fixes and implementations of missing inverse_transform in transformer compositions ( #2322 ) @fkiraly
[DOC] fix 0.11.0 release note highlights formatting ( #2310 ) @fkiraly
[DOC] typo fix constructor -> constructor in extension templates ( #2348 ) @fkiraly
[DPC] fixed the issue with 'docs/source/developer_guide/testing_framework.rst' ( #2335 ) @0saurabh0
[DOC] Updated conda installation instructions ( #2365 ) @RISHIKESHAVAN
[DOC] updated extension templates: link to docs and reference to check_estimator ( #2303 ) @fkiraly
[DOC] Improved docstrings in forecasters ( #2314 ) @fkiraly
[DOC] Added docstring examples to load data functions ( #2393 ) @aiwalter
[DOC] Added platform badge to README ( #2398 ) @aiwalter
[DOC] Add GSoC 2022 landing page and announcement ( #2373 ) @lmmentel
[DOC] In interval_based_classification example notebook, use multivariate dataset for the multivariate examples ( #1822 ) @ksachdeva
@0saurabh0 , @aiwalter , @ciaran-g , @danbartl , @eenticott-shell , @fkiraly , @katiebuc , @khrapovs , @ksachdeva , @lmmentel , @ltsaprounis , @MatthewMiddlehurst , @NoaWegerhoff , @RISHIKESHAVAN , @TNTran92
GSoC 2022 application instructions - apply by Apr 19 for GSoC with sktime! (2373) lmmentel Lovkush-A fkiraly
enhancements and bugfixes for probabilistic and hierarchical forecasting features introduced in 0.11.0
reconciliation transformers for hierarchical predictions (2287, 2292) ciaran-g
pipeline, tuning and evaluation compatibility for probabilistic forecasting (2234, 2318) eenticott-shell fkiraly
interface to statsmodels SARIMAX (2400) TNTran92
reduction with transform-on-y predictors (e.g., lags, window summaries), and for hierarchical data (2396) danbartl
the pd-multiindex mtype was relaxed to allow arbitrary level names
probabilistic forecasting interface now also available for auto-vectorization cases
probabilistic forecasting interface now compatible with hierarchical forecasting interface
[ENH] tsf loader to allow specification of return mtype (2103) ltsaprounis
[ENH] relax name rules for multiindex - fixed omission in from_multi_index_to_nested (2384) ltsaprounis
[ENH] require uniqueness from multiple alpha/coverage in interval/quantile forecasts (2326) fkiraly
[ENH] Adding fit parameters to VAR constructor #1850 (2304) TNTran92
[ENH] vectorization for probabilistic forecasting methods that return pd.DataFrame (2355) fkiraly
[ENH] adding compatibility with probabilistic and hierarchical forecasts to ForecastingPipeline and TransformedTargetForecaster (2318) fkiraly
[ENH] Allow pd.Timedelta values in ForecastingHorizon (2333) khrapovs
[ENH] probabilistic methods for ColumnEnsembleForecaster (except predict_proba) (2356) fkiraly
[ENH] NaiveVariance: verbose arg and extended docstring (2395) fkiraly
[ENH] Grid search with probabilistic metrics (2234) eenticott-shell
[ENH] wrapper for stream forecasting (update_predict use) to trigger regular refit (2305) fkiraly
[ENH] post-processing in TransformedTargetForecaster, dunder method for (transformed y) forecasting pipelines (2404) fkiraly
[ENH] suppressing deprecation messages in all_estimators estimator retrieval, address dtw import message (2418) katiebuc
[ENH] improved error message in forecasters when receiving an incompatible input (2314) fkiraly
[ENH] NaiveVariance: verbose arg and extended docstring (2395) fkiraly
[ENH] Prohibit incompatible splitter parameters (2328) khrapovs
[ENH] added interface to statsmodels SARIMAX (2400) TNTran92
[ENH] extending reducers to hierarchical data, adding transformation (2396) danbartl
[ENH] Faster classifier example parameters (2378) MatthewMiddlehurst
[ENH] BaseObject.is_composite utility, relax errors in BaseClassifier input checks to warnings for composites (2366) fkiraly
[ENH] Capability inference for transformer and classifier pipelines (2367) fkiraly
[ENH] Implement reconcilers for hierarchical predictions - transformers (2287) ciaran-g
[ENH] Hierarchy aggregation transformer (2292) ciaran-g
[ENH] memory for WindowSummarizer to enable transform windows to reach into the fit time period (2325) fkiraly
[MNT] Remove jinja2 version (2330) aiwalter
[ENH] test generation error to raise and not return (2298) fkiraly
[ENH] Remove pd.Int64Index due to impending deprecation (2339, 2390) khrapovs
[MNT] removing unused imports from tests._config (2358) fkiraly
[ENH] scenarios for hierarchical forecasting and tests for probabilistic forecast methods (2359) fkiraly
[MNT] fixing click/black incompatibility in CI (2353, 2372) fkiraly
[ENH] tests for check_estimator` tests passing (2408) fkiraly
[ENH] Fix tests to prevent guaranteed check_estimator failure (2405) danbartl
[ENH] remove non-compliant fit_params kwargs throughout the code base (2343) fkiraly
[ENH] Classification expected output test updates (2295) MatthewMiddlehurst
[ENH] Transformers module full refactor - part III, panel module (2nd batch) (2253) fkiraly
[ENH] Transformers module full refactor - part IV, panel module (3rd batch) (2369) fkiraly
[ENH] test parameter refactor: TSInterpolator (2342) NoaWegerhoff
[ENH] move "sktime forecaster tests" into TestAllForecasters class (2311) fkiraly
[ENH] upgrade BasePairwiseTransformer to use datatypes input conversions and checks (2363) fkiraly
[ENH] extend _HeterogeneousMetaEstimator estimator to allow mixed tuple/estimator list (2406) fkiraly
[MNT] test parameter refactor: forecasting reducers and ColumnEnsembleClassifier (2223) fkiraly
[ENH] refactoring test_all_transformers to test class architecture (2252) fkiraly
[BUG] fix _update default for late fh pass case (2362) fkiraly
[ENH] Extract cached ForecastingHorizon methods to functions and avoid B019 error (2364) khrapovs
[ENH] AutoETS prediction intervals simplification (2320) fkiraly
[BUG] fixed get_time_index for most mtypes (2380) fkiraly
[BUG] TSInterpolator and nested_univ check fix (2259) fkiraly
[BUG][ENH] WindowSummarizer offset fix, easier lag specification (2316) danbartl
[BUG] FeatureUnion output column names fixed (2324) fkiraly
[ENH][BUG] fixes and implementations of missing inverse_transform in transformer compositions (2322) fkiraly
[DOC] fix 0.11.0 release note highlights formatting (2310) fkiraly
[DOC] typo fix constructor -> constructor in extension templates (2348) fkiraly
[DPC] fixed the issue with 'docs/source/developer_guide/testing_framework.rst' (2335) 0saurabh0
[DOC] Updated conda installation instructions (2365) RISHIKESHAVAN
[DOC] updated extension templates: link to docs and reference to check_estimator (2303) fkiraly
[DOC] Improved docstrings in forecasters (2314) fkiraly
[DOC] Added docstring examples to load data functions (2393) aiwalter
[DOC] Added platform badge to README (2398) aiwalter
[DOC] Add GSoC 2022 landing page and announcement (2373) lmmentel
[DOC] In interval_based_classification example notebook, use multivariate dataset for the multivariate examples (1822) ksachdeva
0saurabh0, aiwalter, ciaran-g, danbartl, eenticott-shell, fkiraly, katiebuc, khrapovs, ksachdeva, lmmentel, ltsaprounis, MatthewMiddlehurst, NoaWegerhoff, RISHIKESHAVAN, TNTran92
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
@aiwalter, @cdahlin, @chrisholder, @ciaran-g, @danbartl, @dionysisbacchus, @eenticott-shell, @FedericoGarza, @fkiraly, @hmtbgc, @IlyasMoutawwakil, @kejsitake, @KishenSharma6, @lielleravid, @lmmentel, @ltsaprounis, @MatthewMiddlehurst, @mikofski, @RafaAyGar, @theanorak, @Tomiiwa, @TonyBagnall, @Vasudeva-bit
Full Changelog: https://github.com/alan-turing-institute/sktime/compare/v0.10.1...v0.11.0
multivariate forecasting, probabilistic forecasting section in forecasting tutorial ( #2041 ) @kejsitake
hierarchical & global forecasting: forecaster and transformer interfaces are now compatible with hierarchical data, automatically vectorize over hierarchy levels ( #2110 , #2115 , #2219 ) @danbartl @fkiraly
probabilistic forecasting: predict_var (variance forecast) and predict_proba (full distribution forecast) interfaces; performance metrics for interval and quantile forecasts ( #2100 , #2130 , #2232 ) @eenticott-shell @fkiraly @kejsitake
dunder methods for transformer and classifier pipelines: write my_trafo1 * my_trafo2 for pipeline, my_trafo1 + my_trafo2 for FeatureUnion ( #2090 , #2251 ) @fkiraly
Frequently requested: AutoARIMA from statsforecast package available as StatsforecastAutoARIMA ( #2251 ) @FedericoGarza
for extenders: detailed “creating sktime compatible estimator” guide
for extenders: simplified extension templates for forecasters and transformers ( #2161 ) @fkiraly
sktime has a new optional dependency set for deep learning, consisting of tensorflow and tensorflow-probability
new soft dependency: tslearn (required for tslearn clusterers)
new soft dependency: statsforecast (required for StatsforecastAutoARIMA )
new Hierarchical scientific type for hierarchical time series data, with mtype format pd_multiindex_hier (row-multiindexed series)
new Table scientific type for “ordinary” tabular (2D data frame like) data which is not time series or sequential
multiple mtype formats for the Table scientific type: numpy1D , numpy2D , pd_DataFrame_Table , pd_Series_Table , list_of_dict
new Proba scientific type for distributions and distribution like objects (used in probabilistic forecasting)
forecasters now also accept inputs of Panel type (panel and global forecasters) and Hierarchical type (hierarchical forecasters)
when a forecaster is given Panel or Hierarchical input, and only Series logic is defined, the forecaster will automatically loop over (series) instances
when a forecaster is given Hierarchical input, and only Panel or Series logic is defined, the forecaster will automatically loop over (panel) instances
new probabilistic forecasting interface for probabilistic forecasts:
new method predict_var(fh, X, cov=False) for variance forecasts, returns time series of predictive variances
new method predict_proba(fh, X, marginal=True) for distribution forecasts, returns tensorflow Distribution
dunder method for pipelining classifier and transformers: my_trafo1 * my_trafo2 * my_clf will create a ClassifierPipeline ( sklearn compatible)
transformers now also accept inputs of Panel type (panel and global transformers) and Hierarchical type (hierarchical transformers)
when a transformer is given Panel or Hierarchical input, and only Series logic is defined, the transformer will automatically loop over (series) instances
when a transformer is given Hierarchical input, and only Panel or Series logic is defined, the transformer will automatically loop over (panel) instances
Table scientific type is used as output of transformers returning “primitives”
dunder method for pipelining transformers: my_trafo1 * my_trafo2 * my_trafo3 will create a (single) TransformerPipeline ( sklearn compatible)
dunder method for FeatureUnion of transformers: my_trafo1 + my_trafo2 + my_trafo3 will create a (single) FeatureUnion ( sklearn compatible)
transformer dunder pipeline is compatible with sklearn transformers, automatically wrapped in a TabularToSeriesAdaptor
removed: check_is , renamed to check_is_mtype ( #1692 ) @mloning
removed: return_pred_int argument in forecaster predict , fit_predict , update_predict_single . Replaced by predict_interval and predict_quantiles interface.
deprecated: fit-in-predict tag is deprecated and renamed to fit_is_empty . Old tag fit-in-predict can be used until 0.12.0 when it will be removed.
deprecated: forecasting metrics symmetric argument default will be changed to False in 0.12.0. Until then the default is True .
removed: series transformers no longer accept a Z argument - use first argument X instead ( #1365 , #1730 )
deprecated: fit-in-transform tag is deprecated and renamed to fit_is_empty . Old tag fit-in-transform can be used until 0.12.0 when it will be removed.
deprecated: old location in series_as_features of FeatureUnion , has moved to transformations.compose . Old location is still importable from until 0.12.0.
deprecated: preserve_dataframe argument of FeatureUnion , will be removed in 0.12.0.
deprecated: old location in transformations.series.windows_summarizer of WindowSummarizer , has moved to transformations.series.summarize . Old location is still importable from until 0.12.0.
[ENH] cutoff getter for Series, Panel, and Hierarchical mtypes ( #2115 ) @fkiraly
[ENH] Gettimeindex to access index of hierarchical data ( #2110 ) @danbartl
[ENH] datatypes support for interval and quantile based probabilistic predictions ( #2130 ) @fkiraly
[ENH] sklearn typing util ( #2208 ) @fkiraly
[ENH] Relaxing pd-multiindex mtype to allow string instance index ( #2262 ) @fkiraly
[ENH] hierarchical mtype generator ( #2093 ) @ltsaprounis
[ENH] tslearn added as soft dependency and used to add new clusterers. ( #2048 ) @chrisholder
[ENH] Add user option to determine return type in single problem clustering/classification problems ( #2139 ) @TonyBagnall
[ENH] minor changes to Lcss distance ( #2119 ) @TonyBagnall
[ENH] factory to add 3D capability to all distances exported by distances module ( #2051 ) @fkiraly
[ENH] Add AutoARIMA from StatsForecast ( #2251 ) @FedericoGarza
[ENH] Naive variance prediction estimator/wrapper ( #1865 ) @IlyasMoutawwakil
[ENH] predict_proba for forecasters, tensorflow-probability dependency ( #2100 ) @fkiraly
[ENH] Probabilistic forecasting metrics ( #2232 ) @eenticott-shell
[ENH] _predict_fixed_cutoff for Hierarchical data ( #2094 ) @danbartl
[ENH] Change default of percentage error functions to symmetric=False ( #2069 ) @ciaran-g
[ENH] Add user option to determine return type in single problem clustering/classification problems ( #2139 ) @TonyBagnall
[ENH] TEASER early classification implementation ( #2162 ) @MatthewMiddlehurst
[ENH] Classifier pipeline and dunder method ( #2164 ) @fkiraly
[ENH] Introduce classifier_type tag ( #2165 ) @MatthewMiddlehurst
[ENH] sklearn model selection tests for classification ( #2180 ) @MatthewMiddlehurst
[ENH] Rocket transformer: changed precision to float32 ( #2135 ) @RafaAyGar
[ENH] Univariate time series bootstrapping ( #2065 ) @ltsaprounis
[ENH] changed FunctionTransformer._fit to common signature ( #2205 ) @fkiraly
[ENH] Upgrade of BaseTransformer to use vectorization utility, hierarchical mtype compatibility ( #2219 ) @fkiraly
[ENH] WindowSummarizer to deal with hierarchical data ( #2154 ) @danbartl
[ENH] Transformer pipeline and dunder method ( #2090 ) @fkiraly
[ENH] Tabular transformer adaptor “fit in transform” parameter ( #2209 ) @fkiraly
[ENH] dunder pipelines sklearn estimator support ( #2210 ) @fkiraly
[ENH] test framework: refactor to test classes ( #2142 ) @fkiraly
[ENH] one-stop estimator validity checker ( #1993 ) @fkiraly
added @danbartl to core developer list
added @ltsaprounis to core developer list ( #2236 ) @ltsaprounis
[BUG] fixed state change caused by ThetaForecaster.predict_quantiles ( #2108 ) @fkiraly
[BUG] _make_hierarchical is renamed to _make_hierarchical (typo/bug) issue #2195 ( #2196 ) @Vasudeva-bit
[BUG] fix wrong output type of PaddingTransformer._transform ( #2217 ) @fkiraly
[BUG] fixing nested_dataframe_has_nans ( #2216 ) @fkiraly
[BUG] Testing vectorization for forecasters, plus various bugfixes ( #2188 ) @fkiraly
[BUG] fixed ignores-exogeneous-X tag for forecasting reducers ( #2230 ) @fkiraly
[BUG] fixing STLBootstrapTransformer error message and docstrings ( #2260 ) @fkiraly
[BUG] fix conversion interval->quantiles in BaseForecaster , and fix ARIMA.predict_interval ( #2281 ) @fkiraly
[DOC] fix broken link to CoC ( #2104 ) @mikofski
[BUG] Fix windows bug with index freq in VectorizedDF.getitem ( #2279 ) @ltsaprounis
[BUG] fixes duplication of Returns section in _predict_var docstring ( #2306 ) @fkiraly
[BUG] Fixed bug with check_pdmultiindex_panel ( #2092 ) @danbartl
[BUG] Fixed crash of kmeans, medoids when empty clusters are generated ( #2060 ) @chrisholder
[BUG] Same cutoff typo-fix ( #2193 ) @cdahlin
[BUG] Addressing doc build issue due to failed soft dependency imports ( #2170 ) @fkiraly
Deprecation handling: sklearn 1.2 deprecation warnings ( #2190 ) @hmtbgc
Deprecation handling: Replacing normalize by use of StandardScaler ( #2167 ) @KishenSharma6
[DOC] forecaster tutorial: multivariate forecasting, probabilistic forecasting ( #2041 ) @kejsitake
[DOC] New estimator implementation guide ( #2186 ) @fkiraly
[DOC] simplified extension templates for transformers and forecasters ( #2161 ) @fkiraly
[DOC] contributing page: concrete initial steps ( #2227 ) @fkiraly
[DOC] adding “troubleshooting” link in sktime installation instructions ( #2121 ) @eenticott-shell
[DOC] enhance distance doc strings ( #2122 ) @TonyBagnall
[DOC] updated soft dependency docs with two tier check ( #2182 ) @fkiraly
[DOC] replace gitter mentions by appropriate links, references ( #2187 ) @TonyBagnall
[DOC] updated the environments doc with python version for sktime, added python 3.9 ( #2199 ) @Vasudeva-bit
[DOC] Replaced youtube link with recent PyData Global ( #2191 ) @aiwalter
[DOC] extended & cleaned docs on dependency handling ( #2189 ) @fkiraly
[DOC] migrating mentoring form to sktime google docs ( #2222 ) @fkiraly
[DOC] add scitype/mtype register pointers to docstrings in datatypes ( #2160 ) @fkiraly
[DOC] improved docstrings for HIVE-COTE v1.0 ( #2239 ) @TonyBagnall
[DOC] typo fix and minor clarification in estimator implementation guide ( #2241 ) @fkiraly
[DOC] numpydoc compliance fix of simple forecasting extension template ( #2284 ) @fkiraly
[DOC] typos in developer_guide.rst ( #2131 ) @theanorak
[DOC] fix broken link to CoC ( #2104 ) @mikofski
[DOC] minor update to tutorials ( #2114 ) @ciaran-g
[DOC] various minor doc issues ( #2168 ) @aiwalter
[MNT] Update release drafter ( #2096 ) @lmmentel
speed up EE tests and ColumnEnsemble example ( #2124 ) @TonyBagnall
[MNT] add xfails in test_plotting until #2066 is resolved ( #2144 ) @fkiraly
[MNT] add skips to entirety of test_plotting until #2066 is resolved ( #2147 ) @fkiraly
[ENH] improved deep_equals return message if dicts are discrepant (:pr:2107 ) @fkiraly
[BUG] Addressing doc build issue due to failed soft dependency imports ( #2170 ) @fkiraly
[ENH] extending deep_equals for ForecastingHorizon ( #2225 ) @fkiraly
[ENH] unit tests for deep_equals utility ( #2226 ) @fkiraly
[MNT] Faster docstring examples - ForecastingGridSearchCV , MultiplexForecaster ( #2229 ) @fkiraly
[BUG] remove test for StratifiedGroupKFold ( #2244 ) @TonyBagnall
[ENH] Classifier type hints ( #2246 ) @MatthewMiddlehurst
Updated pre-commit link and also grammatically updated Coding Style docs ( #2285 ) @Tomiiwa
Update .all-contributorsrc ( #2286 ) @Tomiiwa
[ENH] Mock estimators and mock estimator generators for testing ( #2197 ) @ltsaprounis
[MNT] Deprecation removal 0.11.0 ( #2271 ) @fkiraly
[BUG] fixing pyproject and jinja2 CI failures ( #2299 ) @fkiraly
[DOC] Update PULL_REQUEST_TEMPLATE.md so PRs should start with [ENH], [DOC] or [BUG] in title ( #2293 ) @aiwalter
[MNT] add skips in test_plotting until #2066 is resolved ( #2146 ) @fkiraly
[ENH] Clustering experiment save results formatting ( #2156 ) @TonyBagnall
[ENH] replace np.isnan by pd.isnull in datatypes ( #2220 ) @fkiraly
[ENH] renamed fit-in-transform and fit-in-predict to fit_is_empty ( #2250 ) @fkiraly
[ENH] refactoring test_all_classifiers to test class architecture ( #2257 ) @fkiraly
[ENH] test parameter refactor: all classifiers ( #2288 ) @MatthewMiddlehurst
[ENH] test parameter refactor: Arsenal ( #2273 ) @dionysisbacchus
[ENH] test parameter refactor: RocketClassifier ( #2166 ) @dionysisbacchus
[ENH] test parameter refactor: TimeSeriesForestClassifier ( #2277 ) @lielleravid
[ENH] FeatureUnion refactor - moved to transformations , tags, dunder method ( #2231 ) @fkiraly
[ENH] AutoARIMA from statsforecast to StatsForecastAutoARIMA ( #2272 ) @FedericoGarza
@aiwalter , @cdahlin , @chrisholder , @ciaran-g , @danbartl , @dionysisbacchus , @eenticott-shell , @FedericoGarza , @fkiraly , @hmtbgc , @IlyasMoutawwakil , @kejsitake , @KishenSharma6 , @lielleravid , @lmmentel , @ltsaprounis , @MatthewMiddlehurst , @mikofski , @RafaAyGar , @theanorak , @Tomiiwa , @TonyBagnall , @Vasudeva-bit ,
multivariate forecasting, probabilistic forecasting section in forecasting tutorial (2041) kejsitake
hierarchical & global forecasting: forecaster and transformer interfaces are now compatible with hierarchical data, automatically vectorize over hierarchy levels (2110, 2115, 2219) danbartl fkiraly
probabilistic forecasting: predict_var (variance forecast) and predict_proba (full distribution forecast) interfaces; performance metrics for interval and quantile forecasts (2100, 2130, 2232) eenticott-shell fkiraly kejsitake
dunder methods for transformer and classifier pipelines: write my_trafo1 * my_trafo2 for pipeline, my_trafo1 + my_trafo2 for FeatureUnion (2090, 2251) fkiraly
Frequently requested: AutoARIMA from statsforecast package available as StatsforecastAutoARIMA (2251) FedericoGarza
for extenders: detailed "creating sktime compatible estimator" guide
for extenders: simplified extension templates for forecasters and transformers (2161) fkiraly
sktime has a new optional dependency set for deep learning, consisting of tensorflow and tensorflow-probability
new soft dependency: tslearn (required for tslearn clusterers)
new soft dependency: statsforecast (required for StatsforecastAutoARIMA)
new Hierarchical scientific type for hierarchical time series data, with mtype format pd_multiindex_hier (row-multiindexed series)
new Table scientific type for "ordinary" tabular (2D data frame like) data which is not time series or sequential
multiple mtype formats for the Table scientific type: numpy1D, numpy2D, pd_DataFrame_Table, pd_Series_Table, list_of_dict
new Proba scientific type for distributions and distribution like objects (used in probabilistic forecasting)
forecasters now also accept inputs of Panel type (panel and global forecasters) and Hierarchical type (hierarchical forecasters)
when a forecaster is given Panel or Hierarchical input, and only Series logic is defined, the forecaster will automatically loop over (series) instances
when a forecaster is given Hierarchical input, and only Panel or Series logic is defined, the forecaster will automatically loop over (panel) instances
new probabilistic forecasting interface for probabilistic forecasts:
new method predict_var(fh, X, cov=False) for variance forecasts, returns time series of predictive variances
new method predict_proba(fh, X, marginal=True) for distribution forecasts, returns tensorflow Distribution
dunder method for pipelining classifier and transformers: my_trafo1 * my_trafo2 * my_clf will create a ClassifierPipeline (sklearn compatible)
transformers now also accept inputs of Panel type (panel and global transformers) and Hierarchical type (hierarchical transformers)
when a transformer is given Panel or Hierarchical input, and only Series logic is defined, the transformer will automatically loop over (series) instances
when a transformer is given Hierarchical input, and only Panel or Series logic is defined, the transformer will automatically loop over (panel) instances
Table scientific type is used as output of transformers returning "primitives"
dunder method for pipelining transformers: my_trafo1 * my_trafo2 * my_trafo3 will create a (single) TransformerPipeline (sklearn compatible)
dunder method for FeatureUnion of transformers: my_trafo1 + my_trafo2 + my_trafo3 will create a (single) FeatureUnion (sklearn compatible)
transformer dunder pipeline is compatible with sklearn transformers, automatically wrapped in a TabularToSeriesAdaptor
removed: check_is, renamed to check_is_mtype (1692) mloning
removed: return_pred_int argument in forecaster predict, fit_predict, update_predict_single. Replaced by predict_interval and predict_quantiles interface.
deprecated: fit-in-predict tag is deprecated and renamed to fit_is_empty. Old tag fit-in-predict can be used until 0.12.0 when it will be removed.
deprecated: forecasting metrics symmetric argument default will be changed to False in 0.12.0. Until then the default is True.
removed: series transformers no longer accept a Z argument - use first argument X instead (1365, 1730)
deprecated: fit-in-transform tag is deprecated and renamed to fit_is_empty. Old tag fit-in-transform can be used until 0.12.0 when it will be removed.
deprecated: old location in series_as_features of FeatureUnion, has moved to transformations.compose. Old location is still importable from until 0.12.0.
deprecated: preserve_dataframe argument of FeatureUnion, will be removed in 0.12.0.
deprecated: old location in transformations.series.windows_summarizer of WindowSummarizer, has moved to transformations.series.summarize. Old location is still importable from until 0.12.0.
[ENH] cutoff getter for Series, Panel, and Hierarchical mtypes (2115) fkiraly
[ENH] Gettimeindex to access index of hierarchical data (2110) danbartl
[ENH] datatypes support for interval and quantile based probabilistic predictions (2130) fkiraly
[ENH] sklearn typing util (2208) fkiraly
[ENH] Relaxing pd-multiindex mtype to allow string instance index (2262) fkiraly
[ENH] hierarchical mtype generator (2093) ltsaprounis
[ENH] tslearn added as soft dependency and used to add new clusterers. (2048) chrisholder
[ENH] Add user option to determine return type in single problem clustering/classification problems (2139) TonyBagnall
[ENH] minor changes to Lcss distance (2119) TonyBagnall
[ENH] factory to add 3D capability to all distances exported by distances module (2051) fkiraly
[ENH] Add AutoARIMA from StatsForecast (2251) FedericoGarza
[ENH] Naive variance prediction estimator/wrapper (1865) IlyasMoutawwakil
[ENH] predict_proba for forecasters, tensorflow-probability dependency (2100) fkiraly
[ENH] Probabilistic forecasting metrics (2232) eenticott-shell
[ENH] _predict_fixed_cutoff for Hierarchical data (2094) danbartl
[ENH] Change default of percentage error functions to symmetric=False (2069) ciaran-g
[ENH] Add user option to determine return type in single problem clustering/classification problems (2139) TonyBagnall
[ENH] TEASER early classification implementation (2162) MatthewMiddlehurst
[ENH] Classifier pipeline and dunder method (2164) fkiraly
[ENH] Introduce classifier_type tag (2165) MatthewMiddlehurst
[ENH] sklearn model selection tests for classification (2180) MatthewMiddlehurst
[ENH] Rocket transformer: changed precision to float32 (2135) RafaAyGar
[ENH] Univariate time series bootstrapping (2065) ltsaprounis
[ENH] changed FunctionTransformer._fit to common signature (2205) fkiraly
[ENH] Upgrade of BaseTransformer to use vectorization utility, hierarchical mtype compatibility (2219) fkiraly
[ENH] WindowSummarizer to deal with hierarchical data (2154) danbartl
[ENH] Transformer pipeline and dunder method (2090) fkiraly
[ENH] Tabular transformer adaptor "fit in transform" parameter (2209) fkiraly
[ENH] dunder pipelines sklearn estimator support (2210) fkiraly
[ENH] test framework: refactor to test classes (2142) fkiraly
[ENH] one-stop estimator validity checker (1993) fkiraly
added danbartl to core developer list
added ltsaprounis to core developer list (2236) ltsaprounis
[BUG] fixed state change caused by ThetaForecaster.predict_quantiles (2108) fkiraly
[BUG] _make_hierarchical is renamed to _make_hierarchical (typo/bug) issue #2195 (2196) Vasudeva-bit
[BUG] fix wrong output type of PaddingTransformer._transform (2217) fkiraly
[BUG] fixing nested_dataframe_has_nans (2216) fkiraly
[BUG] Testing vectorization for forecasters, plus various bugfixes (2188) fkiraly
[BUG] fixed ignores-exogeneous-X tag for forecasting reducers (2230) fkiraly
[BUG] fixing STLBootstrapTransformer error message and docstrings (2260) fkiraly
[BUG] fix conversion interval->quantiles in BaseForecaster, and fix ARIMA.predict_interval (2281) fkiraly
[DOC] fix broken link to CoC (2104) mikofski
[BUG] Fix windows bug with index freq in VectorizedDF.__getitem__ (2279) ltsaprounis
[BUG] fixes duplication of Returns section in _predict_var docstring (2306) fkiraly
[BUG] Fixed bug with check_pdmultiindex_panel (2092) danbartl
[BUG] Fixed crash of kmeans, medoids when empty clusters are generated (2060) chrisholder
[BUG] Same cutoff typo-fix (2193) cdahlin
[BUG] Addressing doc build issue due to failed soft dependency imports (2170) fkiraly
Deprecation handling: sklearn 1.2 deprecation warnings (2190) hmtbgc
Deprecation handling: Replacing normalize by use of StandardScaler (2167) KishenSharma6
[DOC] forecaster tutorial: multivariate forecasting, probabilistic forecasting (2041) kejsitake
[DOC] New estimator implementation guide (2186) fkiraly
[DOC] simplified extension templates for transformers and forecasters (2161) fkiraly
[DOC] contributing page: concrete initial steps (2227) fkiraly
[DOC] adding "troubleshooting" link in sktime installation instructions (2121) eenticott-shell
[DOC] enhance distance doc strings (2122) TonyBagnall
[DOC] updated soft dependency docs with two tier check (2182) fkiraly
[DOC] replace gitter mentions by appropriate links, references (2187) TonyBagnall
[DOC] updated the environments doc with python version for sktime, added python 3.9 (2199) Vasudeva-bit
[DOC] Replaced youtube link with recent PyData Global (2191) aiwalter
[DOC] extended & cleaned docs on dependency handling (2189) fkiraly
[DOC] migrating mentoring form to sktime google docs (2222) fkiraly
[DOC] add scitype/mtype register pointers to docstrings in datatypes (2160) fkiraly
[DOC] improved docstrings for HIVE-COTE v1.0 (2239) TonyBagnall
[DOC] typo fix and minor clarification in estimator implementation guide (2241) fkiraly
[DOC] numpydoc compliance fix of simple forecasting extension template (2284) fkiraly
[DOC] typos in developer_guide.rst (2131) theanorak
[DOC] fix broken link to CoC (2104) mikofski
[DOC] minor update to tutorials (2114) ciaran-g
[DOC] various minor doc issues (2168) aiwalter
[MNT] Update release drafter (2096) lmmentel
speed up EE tests and ColumnEnsemble example (2124) TonyBagnall
[MNT] add xfails in test_plotting until #2066 is resolved (2144) fkiraly
[MNT] add skips to entirety of test_plotting until #2066 is resolved (2147) fkiraly
[ENH] improved deep_equals return message if `dict`s are discrepant (2107) fkiraly
[BUG] Addressing doc build issue due to failed soft dependency imports (2170) fkiraly
[ENH] extending deep_equals for ForecastingHorizon (2225) fkiraly
[ENH] unit tests for deep_equals utility (2226) fkiraly
[MNT] Faster docstring examples - ForecastingGridSearchCV, MultiplexForecaster (2229) fkiraly
[BUG] remove test for StratifiedGroupKFold (2244) TonyBagnall
[ENH] Classifier type hints (2246) MatthewMiddlehurst
Updated pre-commit link and also grammatically updated Coding Style docs (2285) Tomiiwa
Update .all-contributorsrc (2286) Tomiiwa
[ENH] Mock estimators and mock estimator generators for testing (2197) ltsaprounis
[MNT] Deprecation removal 0.11.0 (2271) fkiraly
[BUG] fixing pyproject and jinja2 CI failures (2299) fkiraly
[DOC] Update PULL_REQUEST_TEMPLATE.md so PRs should start with [ENH], [DOC] or [BUG] in title (2293) aiwalter
[MNT] add skips in test_plotting until #2066 is resolved (2146) fkiraly
[ENH] Clustering experiment save results formatting (2156) TonyBagnall
[ENH] replace np.isnan by pd.isnull in datatypes (2220) fkiraly
[ENH] renamed fit-in-transform and fit-in-predict to fit_is_empty (2250) fkiraly
[ENH] refactoring test_all_classifiers to test class architecture (2257) fkiraly
[ENH] test parameter refactor: all classifiers (2288) MatthewMiddlehurst
[ENH] test parameter refactor: Arsenal (2273) dionysisbacchus
[ENH] test parameter refactor: RocketClassifier (2166) dionysisbacchus
[ENH] test parameter refactor: TimeSeriesForestClassifier (2277) lielleravid
[ENH] FeatureUnion refactor - moved to transformations, tags, dunder method (2231) fkiraly
[ENH] AutoARIMA from statsforecast to StatsForecastAutoARIMA (2272) FedericoGarza
aiwalter, cdahlin, chrisholder, ciaran-g, danbartl, dionysisbacchus, eenticott-shell, FedericoGarza, fkiraly, hmtbgc, IlyasMoutawwakil, kejsitake, KishenSharma6, lielleravid, lmmentel, ltsaprounis, MatthewMiddlehurst, mikofski, RafaAyGar, theanorak, Tomiiwa, TonyBagnall, Vasudeva-bit,
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
All contributors: @aiwalter, @baggiponte, @chicken-biryani, @danbartl, @eenticott-shell, @fkiraly, @khrapovs, @lmmentel, @MatthewMiddlehurst, @rakshitha123, @RishiKumarRay, @Rubiel1, @Saransh-cpp, @schettino72,
Full Changelog: https://github.com/alan-turing-institute/sktime/compare/v0.10.0...v0.10.1
This release is mainly a maintenance patch which upper bounds scipy<1.8.0 to prevent bugs due to interface changes in scipy .
Once sktime is compatible with scipy 1.8.0 , the upper bound will be relaxed
New forecaster: STLForecaster ( #1963 ) @aiwalter
New transformer: lagged window summarizer transformation ( #1924 ) @danbartl
Loaders for .tsf data format ( #1934 ) @rakshitha123
Introduction of bound scipy<1.8.0 , to prevent bugs due to interface changes in scipy
Once sktime is compatible with scipy 1.8.0 , the upper bound will be relaxed
[DOC] improvements to the forecasting tutorial ( #1834) @baggiponte
[DOC] Fix wrong conda command to install packages ( #1973 ) @schettino72`
[DOC] Removed gitter from README ( #2025 ) @aiwalter
[DOC] Fix minor documentation issues ( #2035 ) @Saransh-cpp
[DOC] Fixed link from README to classification notebook ( #2042 ) @Rubiel1
[DOC] Added merlion as related software ( #2050 ) @aiwalter
[ENH] Added loaders for .tsf data format ( #1934 ) @rakshitha123
[ENH] Added .tsf dataset for unit testing ( #1996 ) @rakshitha123
[ENH] convert store reset/freeze behaviour & fix of bug 1976 ( #1977 ) @fkiraly
[ENH] new Table mtypes: pd.Series based, list of dict (as used in bag of words transformers) ( #2076 ) @fkiraly`
[ENH] Added STLForecaster ( #1963 ) @aiwalter
[ENH] moving forecaster test params from _config into classes - all forecasters excluding reduction ( #1902 ) @fkiraly
[ENH] Lagged window summarizer transformation ( #1924 ) @danbartl
[MNT] Update wheels CI/CD workflow after dropping C extensions and Cython ( #1972 ) @lmmentel
[MNT] Rename classification notebooks ( #1980 ) @TonyBagnall
[MNT] hotfix: scipy upper bound from 1.8.0 ( #1995 ) @fkiraly
[MNT] replace deprecated np.str and np.float ( #1997 ) @fkiraly
[MNT] Remove pytest-xdist from CI-CD, un-skip test_multiprocessing_idempotent ( #2004 ) @fkiraly
[MNT] Changing function names in datatypes check to lower_snake_case ( #2014 ) @chicken-biryani
[MNT] verbose output for linux and mac tests ( #2045 ) @Saransh-cpp
[MNT] GitHub Actions: cancel old but running workflows of a PR when pushing again ( #2063 ) @RishiKumarRay
[BUG] remove MrSEQL notebook in docs ( #1974 ) @TonyBagnall
[BUG] fix import on clustering extension template ( #1978 ) @schettino72
[BUG] HC2 component bugfixes ( #2020 ) @MatthewMiddlehurst
[BUG] Fix a bug in PeriodIndex arithmetic ( #1981 ) @khrapovs
[BUG] fix conversion of nested_univ to pd-multiindex mtype if series have names ( #2000 ) @fkiraly
[BUG] MiniRocket to comply with sklearn init specification, fix random_state modification in init ( #2027 ) @fkiraly
[BUG] naive forecaster window error ( #2047 ) @eenticott-shell
[BUG] Fix silent bug in ColumnsEnsembleForecaster._predict ( #2083 ) @aiwalter
@aiwalter , @baggiponte , @chicken-biryani , @danbartl , @eenticott-shell , @fkiraly , @khrapovs , @lmmentel , @MatthewMiddlehurst , @rakshitha123 , @RishiKumarRay , @Rubiel1 , @Saransh-cpp , @schettino72 ,
This release is mainly a maintenance patch which upper bounds scipy<1.8.0 to prevent bugs due to interface changes in scipy.
Once sktime is compatible with scipy 1.8.0, the upper bound will be relaxed
New forecaster: STLForecaster (1963) aiwalter
New transformer: lagged window summarizer transformation (1924) danbartl
Loaders for .tsf data format (1934) rakshitha123
Introduction of bound scipy<1.8.0, to prevent bugs due to interface changes in scipy
Once sktime is compatible with scipy 1.8.0, the upper bound will be relaxed
[DOC] improvements to the forecasting tutorial (1834) baggiponte
[DOC] Fix wrong conda command to install packages (1973) schettino72`
[DOC] Removed gitter from README (2025) aiwalter
[DOC] Fix minor documentation issues (2035) Saransh-cpp
[DOC] Fixed link from README to classification notebook (2042) Rubiel1
[DOC] Added merlion as related software (2050) aiwalter
[ENH] Added loaders for .tsf data format (1934) rakshitha123
[ENH] Added .tsf dataset for unit testing (1996) rakshitha123
[ENH] convert store reset/freeze behaviour & fix of bug 1976 (1977) fkiraly
[ENH] new Table mtypes: pd.Series based, list of dict (as used in bag of words transformers) (2076) fkiraly`
[ENH] Added STLForecaster (1963) aiwalter
[ENH] moving forecaster test params from _config into classes - all forecasters excluding reduction (1902) fkiraly
[ENH] Lagged window summarizer transformation (1924) danbartl
[MNT] Update wheels CI/CD workflow after dropping C extensions and Cython (1972) lmmentel
[MNT] Rename classification notebooks (1980) TonyBagnall
[MNT] hotfix: scipy upper bound from 1.8.0 (1995) fkiraly
[MNT] replace deprecated np.str and np.float (1997) fkiraly
[MNT] Remove pytest-xdist from CI-CD, un-skip test_multiprocessing_idempotent (2004) fkiraly
[MNT] Changing function names in datatypes check to lower_snake_case (2014) chicken-biryani
[MNT] verbose output for linux and mac tests (2045) Saransh-cpp
[MNT] GitHub Actions: cancel old but running workflows of a PR when pushing again (2063) RishiKumarRay
[BUG] remove MrSEQL notebook in docs (1974) TonyBagnall
[BUG] fix import on clustering extension template (1978) schettino72
[BUG] HC2 component bugfixes (2020) MatthewMiddlehurst
[BUG] Fix a bug in PeriodIndex arithmetic (1981) khrapovs
[BUG] fix conversion of nested_univ to pd-multiindex mtype if series have names (2000) fkiraly
[BUG] MiniRocket to comply with sklearn init specification, fix random_state modification in __init__ (2027) fkiraly
[BUG] naive forecaster window error (2047) eenticott-shell
[BUG] Fix silent bug in ColumnsEnsembleForecaster._predict (2083) aiwalter
aiwalter, baggiponte, chicken-biryani, danbartl, eenticott-shell, fkiraly, khrapovs, lmmentel, MatthewMiddlehurst, rakshitha123, RishiKumarRay, Rubiel1, Saransh-cpp, schettino72,
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
All contributors: @aiwalter, @amrith-shell, @Aparna-Sakshi, @AreloTanoh, @chrisholder, @eenticott-shell, @fkiraly, @k1m190r, @kejsitake, @khrapovs, @lmmentel, @ltsaprounis, @MatthewMiddlehurst, @MrPr3ntice, @mloning, @ngupta23, @rakshitha123, @RNKuhns, @shubhamkarande13, @sumit-158, @TonyBagnall,
Full Changelog: https://github.com/alan-turing-institute/sktime/compare/v0.9.0...v0.10.0
sktime now supports python 3.7-3.9. Python 3.6 is no longer supported, due to end of life. Last sktime version to support python 3.6 was 0.9.0.
sktime now supports, and requires, numpy>=1.21.0 and statsmodels>=0.12.1
overhaul of docs for installation and first-time developers ( #1707 ) @amrith-shell
all probabilistic forecasters now provide predict_interval and predict_quantiles interfaces ( #1842 , #1874 , #1879 , #1910 , #1961 ) @fkiraly @k1m190r @kejsitake
new transformation based pipeline classifiers ( #1721 ) @MatthewMiddlehurst
developer install for sktime no longer requires C compilers and cython ( #1761 , #1847 , #1932 , #1927 ) @TonyBagnall
CI/CD moved completely to GitHub actions ( #1620 , #1920 ) @lmmentel
sktime now supports python 3.7-3.9 on windows, mac, and unix-based systems
sktime now supports, and requires, numpy>=1.21.0 and statsmodels>=0.12.1
sktime Prophet interface now uses prophet instead of deprecated fbprophet
developer install for sktime no longer requires C compilers and cython
New probabilistic forecasting interface for quantiles and predictive intervals:
for all forecasters with probabilistic forecasting capability, i.e., capability:pred_int tag
new method predict_interval(fh, X, coverage) for interval forecasts
new method predict_quantiles(fh, X, alpha) for quantile forecasts
both vectorized in coverage , alpha and applicable to multivariate forecasting
old return_pred_int interface is deprecated and will be removed in 0.11.0
see forecaster base API and forecaster extension template
Convenience method to return residuals:
all forecasters now have a method predict_residuals(y, X, fh)
if fh is not passed, in-sample residuals are computed
Base interface refactor rolled out to series transformers ( #1790 , #1795 ):
fit , transform , fit_transform now accept both Series and Panel as argument
if Panel is passed to a series transformer, it is applied to all instances
all transformers now have signature transform(X, y=None) and inverse_transform(X, y=None) . This is enforced by the new base interface.
Z (former first argument) aliases X until 0.11.0 in series transformers, will then be removed
X (former second argument) was not used in those transformers, was changed to y
see transformer base API and transformer extension template
deprecated, scheduled for removal in 0.11.0: check_is renamed to check_is_mtype , check_is to be removed in 0.11.0 ( #1692 ) @mloning
deprecated, scheduled for removal in 0.11.0: return_pred_int argument in forecaster predict , fit_predict , update_predict_single . Replaced by predict_interval and predict_quantiles interface.
Removed: MrSEQL time series classifier ( #1548 ) @TonyBagnall
Removed RISF and shapelet classifier ( #1907 ) @TonyBagnall
data.io module moved to datasets ( #1907 ) @TonyBagnall
deprecated, scheduled for removal in 0.11.0: series transformers will no longer accept a Z argument - first argument Z replaced by X ( #1365 , #1730 )
[DOC] updates to forecaster and transformer extension template ( #1774 , #1853 ) @fkiraly
[DOC] Update Prophet and ETS docstrings ( #1698 ) @mloning
[DOC] updated get_test_params extension template docs regarding imports ( #1811 ) @fkiraly
[DOC] reformatted the documentation structure ( #1707 ) @amrith-shell
[DOC] Added VAR to API docs ( #1964 ) @aiwalter
[DOC] Updated classification notebook ( #1885 ) @TonyBagnall
[ENH] check_is_scitype , cleaning up dists_kernels input checks/conversions ( #1704 ) @fkiraly
[ENH] Table scitype and refactor of convert module ( #1745 ) @fkiraly
[ENH] estimator scitype utility ( #1838 ) @fkiraly
[ENH] experimental: hierarchical time series scitype hierarchical_scitype ( #1786 ) @fkiraly
[ENH] upgraded mtype_to_scitype to list-like args ( #1807 ) @fkiraly
[ENH] check_is_mtype to return scitype ( #1789 ) @fkiraly
[ENH] vectorization/iteration utility for sktime time series formats ( #1806 ) @fkiraly
[ENH] Update dataset headers ( #1752 ) @tonybagnall
[ENH] Classification dataset tidy-up ( #1785 ) @tonybagnall
[ENH] polymorphic data loader in contrib ( #1840 ) @tonybagnall
[ENH] move functions and tests from utils/data_io to datasets/_data_io ( #1777 ) @tonybagnall
[ENH] Clustering module refactor ( #1864 ) @chrisholder
[ENH] fit repeated initialization in Lloyd’s algorithm ( #1897 ) @chrisholder
[ENH] Composable distances interface prototype for numba distance module ( #1858 ) @fkiraly
[ENH] Scaled Logit Transformer ( #1913 , #1965 ) @ltsaprounis .
[ENH] add fit parameters to statsmodels Holt-Winters exponential smoothing interface ( #1849 ) @fkiraly
[ENH] Add predict_quantiles to FBprophet ( #1910 ) @kejsitake
[ENH] Add `predict_quantiles to ets, pmdarima adapter ( #1874 ) @kejsitake
[ENH] Defaults for _predict_interval and _predict_coverage ( #1879 , #1961 ) @fkiraly
[ENH] refactored column ensemble forecaster ( #1764 ) @Aparna-Sakshi
[ENH] Forecaster convenience method to return forecast residuals ( #1770 ) @fkiraly
[ENH] Update extension template for predict_quantiles ( #1780 ) @kejsitake
[ENH] Prediction intervals refactor: BATS/TBATS; bugfix for #1625; base class updates on predict_quantiles ( #1842 ) @k1m190r
[ENH] Change _set_fh to a _check_fh that returns self._fh ( #1823 ) @fkiraly
[ENH] Generalize splitters to accept timedeltas (equally spaced) ( #1758 ) @khrapovs
[ENH] New transformation based pipeline classifiers ( #1721 ) @MatthewMiddlehurst
[ENH] FreshPRINCE params moved from _config into estimator ( #1944 ) @fkiraly
[ENH] user selected return for classification problems data loading functions ( #1799 ) @tonybagnall
[ENH] TSC refactor: compose sub-module ( #1852 ) @tonybagnall
[ENH] TSC refactor: TSC column ensemble ( #1859 ) @tonybagnall
[ENH] TSC refactor: TSF, RSF ( #1851 ) @tonybagnall
[ENH] Replace C extensions and Cython with numba based distance calculations ( #1761 , #1847 , #1932 , #1927 ) @TonyBagnall .
[ENH] introduce msm distance and adapt KNN classifier to use it ( #1926 ) @tonybagnall
[ENH] Efficiency improvements for HC2 interval_speedup ( #1754 ) @MatthewMiddlehurst
[ENH] classifier tests: removes replace_X_y, comments, and add contracting tests ( #1800 ) @MatthewMiddlehurst
[ENH] Transformers module full refactor - part I, series module ( #1795 ) @fkiraly
[ENH] Transformer base class DRY-ing, and inverse_transform ( #1790 ) @fkiraly
[ENH] transformer base class to allow multivariate output if input is always univariate ( #1706 ) @fkiraly
[ENH] Test refactor with scenarios ( #1833 ) @fkiraly
[ENH] Test scenarios for advanced testing ( #1819 ) @fkiraly
[ENH] pytest conditional fixtures ( #1839 ) @fkiraly
[ENH] Test enhancements documentation ( #1922 ) @fkiraly
[ENH] split tests in series_as_features into classification and regression ( #1959 ) @tonybagnall
[ENH] Testing for metadata returns of check_is_mtype ( #1748 ) @fkiraly
[ENH] Extended deep_equals, with precise indication of why equality fails ( #1844 ) @fkiraly
[ENH] test for test_create_test_instances_and_names fixture generation method ( #1829 ) @fkiraly
[ENH] Utils module housekeeping varia utils-housekeeping ( #1820 ) @fkiraly
[ENH] Extend testing framework to test multiple instance fixtures per estimator ( #1732 ) @fkiraly
new CC composition, updated codeowners ( #1796 )
Add core developer: @lmmentel ( #1836 )
updated core developer list ( #1841 ) @sumit-158
[MNT] Switch the extra dependency from fbprophet to prophet ( #1958 ) @lmmentel
[MNT] Updated code dependency version, i.e. numpy and statsmodels to reduce dependency conflicts ( #1921 ) @lmmentel
[MNT] Move all the CI/CD workflows over to github actions and drop azure pipelines and appveyor ( #1620 , #1920 ) @lmemntel
[MNT] Refactor legacy test config ( #1792 ) @lmmentel
[FIX] Add missing init files ( #1695 ) @mloning
[MNT] Add shellcheck to pre-commit ( #1703 ) @mloning
[MNT] Remove assign-contributor workflow ( #1702 ) @mloning
[MNT] Fail CI on missing init files ( #1699 ) @mloning
[ENH] replace deprecated np.int , np.float ( #1734 ) @fkiraly
[MNT] Correct the bash error propagation for running notebook examples ( #1816 ) @lmmentel
[DOC] Fixed a typo in transformer extension template ( #1901 ) @rakshitha123
[DOC] Fix typo in Setting up a development environment section ( #1872 ) @shubhamkarande13
[BUG] Fix incorrect “uses X ” tag for ARIMA and TrendForecaster ( #1895 ) @ngupta23
[BUG] fix error when concatenating train and test ( #1892 ) @tonybagnall
[BUG] Knn bugfix to allow GridsearchCV and usage with column ensemble ( #1903 ) @tonybagnall
[BUG] Fixes various bugs in DrCIF, STSF, MUSE, Catch22 ( #1869 ) @MatthewMiddlehurst
[BUG] fixing mixup of internal variables in detrender ( #1863 ) @fkiraly
[BUG] transformer base class changes and bugfixes ( #1855 ) @fkiraly
[BUG] fixed erroneous index coercion in convert_align_to_align_loc ( #1911 ) @fkiraly
[BUG] bugfixes for various bugs discovered in scenario testing ( #1846 ) @fkiraly
[BUG] 1523 fixing ForecastHorizon.to_absolute for freqs with anchorings ( #1830 ) @eenticott-shell
[BUG] remove duplicated input checks from BaseClassifier.score ( #1813 ) @fkiraly
[BUG] fixed mtype return field in check_is_scitype ( #1805 ) @fkiraly
[BUG] fix fh -> self.fh in predict_interval and predict_quantiles ( #1775 ) @fkiraly
[BUG] fix incorrect docstrings and resolving confusion unequal length/spaced in panel metadata inference ( #1768 ) @fkiraly
[BUG] hotfix for bug when passing multivariate y to boxcox transformer ( #1724 ) @fkiraly
[BUG] fixes CIF breaking with CIT, added preventative test ( #1709 ) @MatthewMiddlehurst
[BUG] Correct the examples/catch22.ipynb call to transform_single_feature ( #1793 ) @lmmentel
[BUG] Fixes prophet bug concerning the internal change of exogenous X ( #1711 ) @kejsitake
[BUG] Fix DeprecationWarning of pd.Series in sktime/utils/tests/test_datetime.py:21 ( #1743 ) @khrapovs
[BUG] bugfixes in BaseClassifier , updated base class docstrings ( #1804 ) @fkiraly
@aiwalter , @amrith-shell , @Aparna-Sakshi , @AreloTanoh , @chrisholder , @eenticott-shell , @fkiraly , @k1m190r , @kejsitake , @khrapovs , @lmmentel , @ltsaprounis , @MatthewMiddlehurst , @MrPr3ntice , @mloning , @ngupta23 , @rakshitha123 , @RNKuhns , @shubhamkarande13 , @sumit-158 , @TonyBagnall ,
sktime now supports python 3.7-3.9. Python 3.6 is no longer supported, due to end of life. Last sktime version to support python 3.6 was 0.9.0.
sktime now supports, and requires, numpy>=1.21.0 and statsmodels>=0.12.1
overhaul of docs for installation and first-time developers (1707) amrith-shell
all probabilistic forecasters now provide predict_interval and predict_quantiles interfaces (1842, 1874, 1879, 1910, 1961) fkiraly k1m190r kejsitake
new transformation based pipeline classifiers (1721) MatthewMiddlehurst
developer install for sktime no longer requires C compilers and cython (1761, 1847, 1932, 1927) TonyBagnall
CI/CD moved completely to GitHub actions (1620, 1920) lmmentel
sktime now supports python 3.7-3.9 on windows, mac, and unix-based systems
sktime now supports, and requires, numpy>=1.21.0 and statsmodels>=0.12.1
sktime Prophet interface now uses prophet instead of deprecated fbprophet
developer install for sktime no longer requires C compilers and cython
New probabilistic forecasting interface for quantiles and predictive intervals:
for all forecasters with probabilistic forecasting capability, i.e., capability:pred_int tag
new method predict_interval(fh, X, coverage) for interval forecasts
new method predict_quantiles(fh, X, alpha) for quantile forecasts
both vectorized in coverage, alpha and applicable to multivariate forecasting
old return_pred_int interface is deprecated and will be removed in 0.11.0
see forecaster base API and forecaster extension template
Convenience method to return residuals:
all forecasters now have a method predict_residuals(y, X, fh)
if fh is not passed, in-sample residuals are computed
Base interface refactor rolled out to series transformers (1790, 1795):
fit, transform, fit_transform now accept both Series and Panel as argument
if Panel is passed to a series transformer, it is applied to all instances
all transformers now have signature transform(X, y=None) and inverse_transform(X, y=None). This is enforced by the new base interface.
Z (former first argument) aliases X until 0.11.0 in series transformers, will then be removed
X (former second argument) was not used in those transformers, was changed to y
see transformer base API and transformer extension template
deprecated, scheduled for removal in 0.11.0: check_is renamed to check_is_mtype, check_is to be removed in 0.11.0 (1692) mloning
deprecated, scheduled for removal in 0.11.0: return_pred_int argument in forecaster predict, fit_predict, update_predict_single. Replaced by predict_interval and predict_quantiles interface.
Removed: MrSEQL time series classifier (1548) TonyBagnall
Removed RISF and shapelet classifier (1907) TonyBagnall
data.io module moved to datasets (1907) TonyBagnall
deprecated, scheduled for removal in 0.11.0: series transformers will no longer accept a Z argument - first argument Z replaced by X (1365, 1730)
[DOC] updates to forecaster and transformer extension template (1774, 1853) fkiraly
[DOC] Update Prophet and ETS docstrings (1698) mloning
[DOC] updated get_test_params extension template docs regarding imports (1811) fkiraly
[DOC] reformatted the documentation structure (1707) amrith-shell
[DOC] Added VAR to API docs (1964) aiwalter
[DOC] Updated classification notebook (1885) TonyBagnall
[ENH] check_is_scitype, cleaning up dists_kernels input checks/conversions (1704) fkiraly
[ENH] Table scitype and refactor of convert module (1745) fkiraly
[ENH] estimator scitype utility (1838) fkiraly
[ENH] experimental: hierarchical time series scitype hierarchical_scitype (1786) fkiraly
[ENH] upgraded mtype_to_scitype to list-like args (1807) fkiraly
[ENH] check_is_mtype to return scitype (1789) fkiraly
[ENH] vectorization/iteration utility for sktime time series formats (1806) fkiraly
[ENH] Update dataset headers (1752) tonybagnall
[ENH] Classification dataset tidy-up (1785) tonybagnall
[ENH] polymorphic data loader in contrib (1840) tonybagnall
[ENH] move functions and tests from utils/data_io to datasets/_data_io (1777) tonybagnall
[ENH] Clustering module refactor (1864) chrisholder
[ENH] fit repeated initialization in Lloyd's algorithm (1897) chrisholder
[ENH] Composable distances interface prototype for numba distance module (1858) fkiraly
[ENH] Scaled Logit Transformer (1913, 1965) ltsaprounis.
[ENH] add fit parameters to statsmodels Holt-Winters exponential smoothing interface (1849) fkiraly
[ENH] Add predict_quantiles to FBprophet (1910) kejsitake
[ENH] Add `predict_quantiles to ets, pmdarima adapter (1874) kejsitake
[ENH] Defaults for _predict_interval and _predict_coverage (1879, 1961) fkiraly
[ENH] refactored column ensemble forecaster (1764) Aparna-Sakshi
[ENH] Forecaster convenience method to return forecast residuals (1770) fkiraly
[ENH] Update extension template for predict_quantiles (1780) kejsitake
[ENH] Prediction intervals refactor: BATS/TBATS; bugfix for #1625; base class updates on predict_quantiles (1842) k1m190r
[ENH] Change _set_fh to a _check_fh that returns self._fh (1823) fkiraly
[ENH] Generalize splitters to accept timedeltas (equally spaced) (1758) khrapovs
[ENH] New transformation based pipeline classifiers (1721) MatthewMiddlehurst
[ENH] FreshPRINCE params moved from _config into estimator (1944) fkiraly
[ENH] user selected return for classification problems data loading functions (1799) tonybagnall
[ENH] TSC refactor: compose sub-module (1852) tonybagnall
[ENH] TSC refactor: TSC column ensemble (1859) tonybagnall
[ENH] TSC refactor: TSF, RSF (1851) tonybagnall
[ENH] Replace C extensions and Cython with numba based distance calculations (1761, 1847, 1932, 1927) TonyBagnall.
[ENH] introduce msm distance and adapt KNN classifier to use it (1926) tonybagnall
[ENH] Efficiency improvements for HC2 interval_speedup (1754) MatthewMiddlehurst
[ENH] classifier tests: removes replace_X_y, comments, and add contracting tests (1800) MatthewMiddlehurst
[ENH] Transformers module full refactor - part I, series module (1795) fkiraly
[ENH] Transformer base class DRY-ing, and inverse_transform (1790) fkiraly
[ENH] transformer base class to allow multivariate output if input is always univariate (1706) fkiraly
[ENH] Test refactor with scenarios (1833) fkiraly
[ENH] Test scenarios for advanced testing (1819) fkiraly
[ENH] pytest conditional fixtures (1839) fkiraly
[ENH] Test enhancements documentation (1922) fkiraly
[ENH] split tests in series_as_features into classification and regression (1959) tonybagnall
[ENH] Testing for metadata returns of check_is_mtype (1748) fkiraly
[ENH] Extended deep_equals, with precise indication of why equality fails (1844) fkiraly
[ENH] test for test_create_test_instances_and_names fixture generation method (1829) fkiraly
[ENH] Utils module housekeeping varia utils-housekeeping (1820) fkiraly
[ENH] Extend testing framework to test multiple instance fixtures per estimator (1732) fkiraly
new CC composition, updated codeowners (1796)
Add core developer: lmmentel (1836)
updated core developer list (1841) sumit-158
[MNT] Switch the extra dependency from fbprophet to prophet (1958) lmmentel
[MNT] Updated code dependency version, i.e. numpy and statsmodels to reduce dependency conflicts (1921) lmmentel
[MNT] Move all the CI/CD workflows over to github actions and drop azure pipelines and appveyor (1620, 1920) lmemntel
[MNT] Refactor legacy test config (1792) lmmentel
[FIX] Add missing init files (1695) mloning
[MNT] Add shellcheck to pre-commit (1703) mloning
[MNT] Remove assign-contributor workflow (1702) mloning
[MNT] Fail CI on missing init files (1699) mloning
[ENH] replace deprecated np.int, np.float (1734) fkiraly
[MNT] Correct the bash error propagation for running notebook examples (1816) lmmentel
[DOC] Fixed a typo in transformer extension template (1901) rakshitha123
[DOC] Fix typo in Setting up a development environment section (1872) shubhamkarande13
[BUG] Fix incorrect "uses X" tag for ARIMA and TrendForecaster (1895) ngupta23
[BUG] fix error when concatenating train and test (1892) tonybagnall
[BUG] Knn bugfix to allow GridsearchCV and usage with column ensemble (1903) tonybagnall
[BUG] Fixes various bugs in DrCIF, STSF, MUSE, Catch22 (1869) MatthewMiddlehurst
[BUG] fixing mixup of internal variables in detrender (1863) fkiraly
[BUG] transformer base class changes and bugfixes (1855) fkiraly
[BUG] fixed erroneous index coercion in convert_align_to_align_loc (1911) fkiraly
[BUG] bugfixes for various bugs discovered in scenario testing (1846) fkiraly
[BUG] 1523 fixing ForecastHorizon.to_absolute for freqs with anchorings (1830) eenticott-shell
[BUG] remove duplicated input checks from BaseClassifier.score (1813) fkiraly
[BUG] fixed mtype return field in check_is_scitype (1805) fkiraly
[BUG] fix fh -> self.fh in predict_interval and predict_quantiles (1775) fkiraly
[BUG] fix incorrect docstrings and resolving confusion unequal length/spaced in panel metadata inference (1768) fkiraly
[BUG] hotfix for bug when passing multivariate y to boxcox transformer (1724) fkiraly
[BUG] fixes CIF breaking with CIT, added preventative test (1709) MatthewMiddlehurst
[BUG] Correct the examples/catch22.ipynb call to transform_single_feature (1793) lmmentel
[BUG] Fixes prophet bug concerning the internal change of exogenous X (1711) kejsitake
[BUG] Fix DeprecationWarning of pd.Series in sktime/utils/tests/test_datetime.py:21 (1743) khrapovs
[BUG] bugfixes in BaseClassifier, updated base class docstrings (1804) fkiraly
aiwalter, amrith-shell, Aparna-Sakshi, AreloTanoh, chrisholder, eenticott-shell, fkiraly, k1m190r, kejsitake, khrapovs, lmmentel, ltsaprounis, MatthewMiddlehurst, MrPr3ntice, mloning, ngupta23, rakshitha123, RNKuhns, shubhamkarande13, sumit-158, TonyBagnall,
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
All contributors: @Carlosbogo, @MatthewMiddlehurst, @OliverMatthews, @RNKuhns, @TonyBagnall, @fkiraly, @freddyaboulton and @mloning
frequently requested: AutoARIMA get_fitted_params access for fitted order and seasonal order ( #1641 ) @AngelPone
Numba distance module - efficient time series distances ( #1574 ) @chrisholder
Transformers base interface refactor - default vectorization to panel data @fkiraly
new experimental module: Time series alignment, dtw-python interface ( #1264 ) @fkiraly
check_is renamed to check_is_mtype , check_is to be deprecated in 0.10.0 ( #1692 ) @mloning
time series classifiers now accept 2D np.ndarray by conversion to 3D rather than throwing exception ( #1604 ) @TonyBagnall
Base interface refactor ( #1365 , #1663 , #1706 ):
fit , transform , fit_transform now accept both Series and Panel as argument
if Panel is passed to a series transformer, it is applied to all instances
all transformers now use X as their first argument, y as their second argument. This is enforced by the new base interface.
This was inconsistent previously between types of transformers: the series-to-series transformers were using Z as first argument, X as second argument.
Z (former first argument) aliases X until 0.10.0 in series transformers, will then be deprecated
X (former second argument) was not used in those transformers where it changed to y
see new transformer extension template
these changes will gradually be rolled out to all transformers through 0.9.X versions
check_is renamed to check_is_mtype , check_is to be deprecated in 0.10.0 ( #1692 ) @mloning
MrSEQL time series classifier ( #1548 ) @TonyBagnall
series transformers will no longer accept a Z argument - first argument Z replaced by X ( #1365 )
[DOC] Windows installation guide for sktime development with Anaconda and PyCharm by ( #1640 ) @jasonlines
[DOC] Update installation.rst ( #1636 ) @MrPr3ntice
[DOC] additions to forecaster extension template ( #1535 ) @fkiraly
[DOC] Add missing classes to API reference ( #1571 ) @RNKuhns
[DOC] Add toggle button to make examples easy to copy ( #1572 ) @RNKuhns
[DOC] Update docs from roadmap planning sessions ( #1527 ) @mloning
[DOC] STLTransformer docstring and attribute ( #1611 ) @aiwalter
[DOC] typos in user documentation ( #1671 ) @marcio55afr
[DOC] Add links to estimator overview to README ( #1691 ) @mloning
[DOC] Update Time series forest regression docstring ( #800 ) @thayeylolu
[DOC] fix docstring in Feature Union ( #1470 ) @AreloTanoh
[DOC] Update Prophet and ETS docstrings ( #1698 ) @mloning
[DOC] Added new contributors ( #1602 #1559 ) @Carlosbogo @freddyaboulton
[ENH] added check_is_scitype for scitype checks, cleaning up dists_kernels input checks/conversions ( #1704 ) @fkiraly
[ENH] Auto-ETS checks models to select from based on non-negativity of data ( #1615 ) @chernika158
[DOC] meta-tuning examples for docstring of ForecastingGridSearchCV ( #1656 ) @aiwalter
[ENH] new module: time series alignment; alignment distances ( #1264 ) @fkiraly
[ENH] Classifier test speed ups ( #1599 ) @MatthewMiddlehurst
[ENH] Experiments tidy-up by ( #1619 ) @TonyBagnall
[ENH] MiniRocket and MultiRocket as options for RocketClassifier ( #1637 ) @MatthewMiddlehurst
[ENH] Updated classification base class typing ( #1633 ) @chrisholder
[ENH] Integrate multi-rocket ( #1567 ) @fstinner
TSC refactor: Interval based classification package( #1583 ) @MatthewMiddlehurst
TSC refactor: Distance based classification package ( #1584 ) @MatthewMiddlehurst
TSC refactor: Feature based classification package ( #1545 ) @MatthewMiddlehurst
[ENH] Numba distance module - efficient time series distances ( #1574 ) @chrisholder
[ENH] Distance metric refactor ( #1664 ) @chrisholder
eligibility and end of tenure clarification ( #1573 ) @fkiraly
[MNT] Update release script ( #1562 ) @mloning
[MNT] Delete release-drafter.yml ( #1561 ) @mloning
[MNT] Fail CI on missing init files ( #1699 ) @mloning
[BUG] Fixes to registry look-up, test suite for registry look-up ( #1648 ) @fkiraly
[BUG] Facebook prophet side effects on exogenous data X ( #1711 ) @kejsitake
[BUG] fixing bug for _split , accidental removal of pandas.Index support ( #1582 ) @fkiraly
[BUG] Fix convert and _split for Numpy 1D input ( #1650 ) @fkiraly
[BUG] issue with update_y_X when we refit forecaster by ( #1595 ) @ltsaprounis
[BUG] missing clone in evaluate by ( #1670 ) @ltsaprounis
[BUG] fixing display via repr ( #1566 ) @RNKuhns
[BUG] Fix test_wilcoxon compatibility between pandas versions ( #1653 ) @lmmentel
[BUG] missing alignment fixtures ( #1661 ) @fkiraly
[BUG] Fixes #1234 ( #1600 ) @Carlosbogo
[BUG] load from UCR fix ( #1610 ) @TonyBagnall
[BUG] TimeSeriesForest Classifier Fix ( #1588 ) @OliverMatthews
[BUG] fix parameter mismatch in ShapeDTW by ( #1638 ) @TonyBagnall
[BUG] Fix Imputer. Added Imputer tests ( #1666 ) @aiwalter
[BUG] Fix ColumnwiseTransformer example ( #1681 ) @mloning
[BUG] Fix FeatureUnion test failure ( #1665 ) @lmmentel
[BUG] Refactor the _diff_transform function to be compatible with pandas 1.3.4 ( #1644 ) @lmmentel
[MNT] fixing version clask between Numba and numpy ( #1623 ) @TonyBagnall
[MNT] Fix appveyor ( #1669 ) @mloning
[MNT] testing framework: replace time.time with time.perf_counter ( #1680 ) @mloning
[MNT] Add missing init files ( #1695 ) @mloning
@aiwalter , @AngelPone , @AreloTanoh , @Carlosbogo , @chernika158 , @chrisholder , @fstinner , @fkiraly , @freddyaboulton , @kejsitake , @lmmentel , @ltsaprounis , @MatthewMiddlehurst , @marcio55afr , @MrPr3ntice , @mloning , @OliverMatthews , @RNKuhns , @thayeylolu , @TonyBagnall ,
https://github.com/sktime/sktime/compare/v0.8.1…v0.9.0
frequently requested: AutoARIMA get_fitted_params access for fitted order and seasonal order (1641) AngelPone
Numba distance module - efficient time series distances (1574) chrisholder
Transformers base interface refactor - default vectorization to panel data fkiraly
new experimental module: Time series alignment, dtw-python interface (1264) fkiraly
check_is renamed to check_is_mtype, check_is to be deprecated in 0.10.0 (1692) mloning
time series classifiers now accept 2D np.ndarray by conversion to 3D rather than throwing exception (1604) TonyBagnall
Base interface refactor (1365, 1663, 1706):
fit, transform, fit_transform now accept both Series and Panel as argument
if Panel is passed to a series transformer, it is applied to all instances
all transformers now use X as their first argument, y as their second argument. This is enforced by the new base interface.
This was inconsistent previously between types of transformers: the series-to-series transformers were using Z as first argument, X as second argument.
Z (former first argument) aliases X until 0.10.0 in series transformers, will then be deprecated
X (former second argument) was not used in those transformers where it changed to y
see new transformer extension template
these changes will gradually be rolled out to all transformers through 0.9.X versions
check_is renamed to check_is_mtype, check_is to be deprecated in 0.10.0 (1692) mloning
MrSEQL time series classifier (1548) TonyBagnall
series transformers will no longer accept a Z argument - first argument Z replaced by X (1365)
[DOC] Windows installation guide for sktime development with Anaconda and PyCharm by (1640) jasonlines
[DOC] Update installation.rst (1636) MrPr3ntice
[DOC] additions to forecaster extension template (1535) fkiraly
[DOC] Add missing classes to API reference (1571) RNKuhns
[DOC] Add toggle button to make examples easy to copy (1572) RNKuhns
[DOC] Update docs from roadmap planning sessions (1527) mloning
[DOC] STLTransformer docstring and attribute (1611) aiwalter
[DOC] typos in user documentation (1671) marcio55afr
[DOC] Add links to estimator overview to README (1691) mloning
[DOC] Update Time series forest regression docstring (800) thayeylolu
[DOC] fix docstring in Feature Union (1470) AreloTanoh
[DOC] Update Prophet and ETS docstrings (1698) mloning
[DOC] Added new contributors (1602 1559) Carlosbogo freddyaboulton
[ENH] added check_is_scitype for scitype checks, cleaning up dists_kernels input checks/conversions (1704) fkiraly
[ENH] Auto-ETS checks models to select from based on non-negativity of data (1615) chernika158
[DOC] meta-tuning examples for docstring of ForecastingGridSearchCV (1656) aiwalter
[ENH] new module: time series alignment; alignment distances (1264) fkiraly
[ENH] Classifier test speed ups (1599) MatthewMiddlehurst
[ENH] Experiments tidy-up by (1619) TonyBagnall
[ENH] MiniRocket and MultiRocket as options for RocketClassifier (1637) MatthewMiddlehurst
[ENH] Updated classification base class typing (1633) chrisholder
[ENH] Integrate multi-rocket (1567) fstinner
TSC refactor: Interval based classification package(1583) MatthewMiddlehurst
TSC refactor: Distance based classification package (1584) MatthewMiddlehurst
TSC refactor: Feature based classification package (1545) MatthewMiddlehurst
[ENH] Numba distance module - efficient time series distances (1574) chrisholder
[ENH] Distance metric refactor (1664) chrisholder
eligibility and end of tenure clarification (1573) fkiraly
[MNT] Update release script (1562) mloning
[MNT] Delete release-drafter.yml (1561) mloning
[MNT] Fail CI on missing init files (1699) mloning
[BUG] Fixes to registry look-up, test suite for registry look-up (1648) fkiraly
[BUG] Facebook prophet side effects on exogenous data X (1711) kejsitake
[BUG] fixing bug for _split, accidental removal of pandas.Index support (1582) fkiraly
[BUG] Fix convert and _split for Numpy 1D input (1650) fkiraly
[BUG] issue with update_y_X when we refit forecaster by (1595) ltsaprounis
[BUG] missing clone in evaluate by (1670) ltsaprounis
[BUG] fixing display via repr (1566) RNKuhns
[BUG] Fix test_wilcoxon compatibility between pandas versions (1653) lmmentel
[BUG] missing alignment fixtures (1661) fkiraly
[BUG] Fixes 1234 (1600) Carlosbogo
[BUG] load from UCR fix (1610) TonyBagnall
[BUG] TimeSeriesForest Classifier Fix (1588) OliverMatthews
[BUG] fix parameter mismatch in ShapeDTW by (1638) TonyBagnall
[BUG] Fix Imputer. Added Imputer tests (1666) aiwalter
[BUG] Fix ColumnwiseTransformer example (1681) mloning
[BUG] Fix FeatureUnion test failure (1665) lmmentel
[BUG] Refactor the _diff_transform function to be compatible with pandas 1.3.4 (1644) lmmentel
[MNT] fixing version clask between Numba and numpy (1623) TonyBagnall
[MNT] Fix appveyor (1669) mloning
[MNT] testing framework: replace time.time with time.perf_counter (1680) mloning
[MNT] Add missing init files (1695) mloning
aiwalter, AngelPone, AreloTanoh, Carlosbogo, chernika158, chrisholder, fstinner, fkiraly, freddyaboulton, kejsitake, lmmentel, ltsaprounis, MatthewMiddlehurst, marcio55afr, MrPr3ntice, mloning, OliverMatthews, RNKuhns, thayeylolu, TonyBagnall,
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
All contributors: @Aparna-Sakshi, @BINAYKUMAR943, @IlyasMoutawwakil, @MatthewMiddlehurst, @Piyush1729, @RNKuhns, @RavenRudi, @SveaMeyer13, @TonyBagnall, @afzal442, @aiwalter, @bobbys-dev, @boukepostma, @danbartl, @eyalshafran, @fkiraly, @freddyaboulton, @kejsitake, @mloning, @myprogrammerpersonality, @patrickzib, @ronnie-llamado, @xiaobenbenecho and @yairbeer
main forecasting pipelines now support multivariate forecasting - tuning, pipelines, imputers ( #1376 ) @aiwalter
collection of new transformers - date-time dummies, statistical summaries, STL transform, transformer from function ( #1329 #1356 #1463 #1498 ) @boukepostma @eyalshafran @danbartl @RNKuhns
new interface points for probabilistic forecasting, predict_interval and predict_quantiles ( #1421 ) @SveaMeyer13
experimental interface for time series segmentation ( #1352 ) @patrickzib
current prediction intervals interface in predict via return_pred_int will be deprecated and replaced by the new interface points predict_interval and predict_quantiles
new interface points for probabilistic forecasting, predict_interval and predict_quantiles ( #1421 ) @SveaMeyer13
changed forecasting univariate-only tag to ignores-exogeneous-X ( #1358 ) @fkiraly
Error handling for get_tag ( #1450 ) @fkiraly
statsmodels VAR interface ( #1083 , #1491 ) @thayeylolu @fkiraly
multivariate TransformedTargetForecaster , ForecastingPipeline , BaseGridSearch , MultiplexForecaster ( #1376 ) @aiwalter
prediction intervals for statsmodels interface _StatsModelsAdapter ( #1489 ) @eyalshafran
geometric mean based forecasting metrics ( #1472 , #837 ) @RNKuhns
new multivariate forecasting dataset, statsmodels macroeconomic data ( #1553 ) @aiwalter @SinghShreya05
HIVE-COTE 2.0 Classifier ( #1504 ) @MatthewMiddlehurst
Auto-generate d classifier capabilities summary #997 ( #1229 ) @BINAYKUMAR943
date-time dummy feature transformer DateTimeFeatures ( #1356 ) @danbartl
statistical summary transformer, SummaryTransformer ( #1329 ) @RNKuhns
transformer factory from function, FunctionTransformer ( #1498 ) @boukepostma
STL transformation, STLTransformer ( #1463 ) @eyalshafran
Multivariate imputer ( #1461 ) @aiwalter
Clasp for time series segmentation (CIKM’21 publication) ( #1352 ) @patrickzib
Add badge to track pypi downloads to README ( #1506 ) @RNKuhns
[DOC] Add deprecation guide ( #1552 ) @mloning
[DOC] Add coverage consideration to reviewer guide ( #1403 ) @mloning
[DOC] Update to TSC extension template ( #1525 ) @TonyBagnall
Governance change: clearer timelines and conditions for decision making ( #1110 ) @fkiraly
@aiwalter joined community council ( #1532 )
@SveaMeyer13 , @GuzalBulatova , and @freddyaboulton joined core devs ( #1444 )
Tests refactor: using pytest_generate_tests instead of loops ( #1407 ) @fkiraly
Tests refactor: Adding get_test_params method to extension template ( #1395 ) @Aparna-Sakshi
Changed defaults in make_forecasting_problem ( #1477 ) @aiwalter
Refactor TSC: base class ( #1517 ) @TonyBagnall
Refactor TSC: Hybrid/kernel based classification package ( #1557 ) @MatthewMiddlehurst
Refactor TSC: Dictionary based classification package ( #1544 ) @MatthewMiddlehurst
Refactor TSC: Time series classifiers refactor/Shape_DTW ( #1554 ) @Piyush1729
Refactor TSC: _muse classifier ( #1359 ) @BINAYKUMAR943
Refactor TSC: ShapeletTransformClassifier , documentation for HC2 ( #1490 ) @MatthewMiddlehurst
Refactor TSC: catch22 ( #1487 ) @RavenRudi
Refactor TSC: tsfresh classifier ( #1473 ) @kejsitake
Refactor forecasting: forecaster x/y checks ( #1436 ) @fkiraly
[MNT] Fix appveyor failure ( #1541 ) @freddyaboulton
[MNT] Fix macOS CI ( #1511 ) @mloning
[MNT] Deprecate manylinux2010 ( #1379 ) @mloning
[MNT] Added pre-commit hook to sort imports ( #1465 ) @aiwalter
[MNT] add max_requirements , bound statsmodels ( #1479 ) @fkiraly
[MNT] Hotfix tag scitype:y typo ( #1449 ) @aiwalter
[MNT] Add pydocstyle to precommit ( #890 ) @mloning
[BUG] incorrect/missing weighted geometric mean in forecasting ensemble ( #1370 ) @fkiraly
[BUG] #1469 : stripping names of index X and y ( #1493 ) @boukepostma
[BUG] W-XXX frequency bug from #866 ( #1409 ) @xiaobenbenecho
[BUG] Pandas.NA for unpredictable insample forecasts in AutoARIMA ( #1442 ) @IlyasMoutawwakil
[BUG] missing extract_path in _data_io ( #1475 ) @yairbeer
[BUG] Refactor sktime/…/_panels/_examples.py for tsai compatibility ( #1453 ) @bobbys-dev
[BUG] Grid/random search tag fix ( #1455 ) @fkiraly
[BUG] model_selection/split passed the entire DataFrame as index if DataFrame was provided ( #1456 ) @fkiraly
[BUG] multivariate NaiveForecaster was missing update ( #1457 ) @fkiraly
[DOC] docstring fixes in _proximity_forest.py ( #1531 ) @TonyBagnall
[DOC] fixes to landing page links ( #1429 ) @Aparna-Sakshi
[DOC] Add DataChef blog post to community showcase ( #1464 ) @myprogrammerpersonality
[DOC] Fixes broken links/estimator overview ( #1445 ) @afzal442
[DOC] Remove license info from docstrings ( #1437 ) @ronnie-llamado
All contributors: @Aparna-Sakshi , @BINAYKUMAR943 , @IlyasMoutawwakil , @MatthewMiddlehurst , @Piyush1729 , @RNKuhns , @RavenRudi , @SveaMeyer13 , @TonyBagnall , @afzal442 , @aiwalter , @bobbys-dev , @boukepostma , @danbartl , @eyalshafran , @fkiraly , @freddyaboulton , @kejsitake , @mloning , @myprogrammerpersonality , @patrickzib , @ronnie-llamado , @xiaobenbenecho , @SinghShreya05 , and @yairbeer
main forecasting pipelines now support multivariate forecasting - tuning, pipelines, imputers (1376) aiwalter
collection of new transformers - date-time dummies, statistical summaries, STL transform, transformer from function (1329 1356 1463 1498) boukepostma eyalshafran danbartl RNKuhns
new interface points for probabilistic forecasting, predict_interval and predict_quantiles (1421) SveaMeyer13
experimental interface for time series segmentation (1352) patrickzib
current prediction intervals interface in predict via return_pred_int will be deprecated and replaced by the new interface points predict_interval and predict_quantiles
new interface points for probabilistic forecasting, predict_interval and predict_quantiles (1421) SveaMeyer13
changed forecasting univariate-only tag to ignores-exogeneous-X (1358) fkiraly
Error handling for get_tag (1450) fkiraly
statsmodels VAR interface (1083, 1491) thayeylolu fkiraly
multivariate TransformedTargetForecaster, ForecastingPipeline, BaseGridSearch, MultiplexForecaster (1376) aiwalter
prediction intervals for statsmodels interface _StatsModelsAdapter (1489) eyalshafran
geometric mean based forecasting metrics (1472, 837) RNKuhns
new multivariate forecasting dataset, statsmodels macroeconomic data (1553) aiwalter SinghShreya05
HIVE-COTE 2.0 Classifier (1504) MatthewMiddlehurst
Auto-generate d classifier capabilities summary 997 (1229) BINAYKUMAR943
date-time dummy feature transformer DateTimeFeatures (1356) danbartl
statistical summary transformer, SummaryTransformer (1329) RNKuhns
transformer factory from function, FunctionTransformer (1498) boukepostma
STL transformation, STLTransformer (1463) eyalshafran
Multivariate imputer (1461) aiwalter
Clasp for time series segmentation (CIKM'21 publication) (1352) patrickzib
Add badge to track pypi downloads to README (1506) RNKuhns
[DOC] Add deprecation guide (1552) mloning
[DOC] Add coverage consideration to reviewer guide (1403) mloning
[DOC] Update to TSC extension template (1525) TonyBagnall
Governance change: clearer timelines and conditions for decision making (1110) fkiraly
aiwalter joined community council (1532)
SveaMeyer13, GuzalBulatova, and freddyaboulton joined core devs (1444)
Tests refactor: using pytest_generate_tests instead of loops (1407) fkiraly
Tests refactor: Adding get_test_params method to extension template (1395) Aparna-Sakshi
Changed defaults in make_forecasting_problem (1477) aiwalter
Refactor TSC: base class (1517) TonyBagnall
Refactor TSC: Hybrid/kernel based classification package (1557) MatthewMiddlehurst
Refactor TSC: Dictionary based classification package (1544) MatthewMiddlehurst
Refactor TSC: Time series classifiers refactor/Shape_DTW (1554) Piyush1729
Refactor TSC: _muse classifier (1359) BINAYKUMAR943
Refactor TSC: ShapeletTransformClassifier, documentation for HC2 (1490) MatthewMiddlehurst
Refactor TSC: catch22 (1487) RavenRudi
Refactor TSC: tsfresh classifier (1473) kejsitake
Refactor forecasting: forecaster x/y checks (1436) fkiraly
[MNT] Fix appveyor failure (1541) freddyaboulton
[MNT] Fix macOS CI (1511) mloning
[MNT] Deprecate manylinux2010 (1379) mloning
[MNT] Added pre-commit hook to sort imports (1465) aiwalter
[MNT] add max_requirements, bound statsmodels (1479) fkiraly
[MNT] Hotfix tag scitype:y typo (1449) aiwalter
[MNT] Add pydocstyle to precommit (890) mloning
[BUG] incorrect/missing weighted geometric mean in forecasting ensemble (1370) fkiraly
[BUG] 1469: stripping names of index X and y (1493) boukepostma
[BUG] W-XXX frequency bug from 866 (1409) xiaobenbenecho
[BUG] Pandas.NA for unpredictable insample forecasts in AutoARIMA (1442) IlyasMoutawwakil
[BUG] missing extract_path in _data_io (1475) yairbeer
[BUG] Refactor sktime/.../_panels/_examples.py for tsai compatibility (1453) bobbys-dev
[BUG] Grid/random search tag fix (1455) fkiraly
[BUG] model_selection/split passed the entire DataFrame as index if DataFrame was provided (1456) fkiraly
[BUG] multivariate NaiveForecaster was missing update (1457) fkiraly
[DOC] docstring fixes in _proximity_forest.py (1531) TonyBagnall
[DOC] fixes to landing page links (1429) Aparna-Sakshi
[DOC] Add DataChef blog post to community showcase (1464) myprogrammerpersonality
[DOC] Fixes broken links/estimator overview (1445) afzal442
[DOC] Remove license info from docstrings (1437) ronnie-llamado
All contributors: Aparna-Sakshi, BINAYKUMAR943, IlyasMoutawwakil, MatthewMiddlehurst, Piyush1729, RNKuhns, RavenRudi, SveaMeyer13, TonyBagnall, afzal442, aiwalter, bobbys-dev, boukepostma, danbartl, eyalshafran, fkiraly, freddyaboulton, kejsitake, mloning, myprogrammerpersonality, patrickzib, ronnie-llamado, xiaobenbenecho, SinghShreya05, and yairbeer
Please see our changelog for a description of all changes.
Please see our changelog for a description of all changes.
All contributors: @Aparna-Sakshi, @AreloTanoh, @BINAYKUMAR943, @Flix6x, @GuzalBulatova, @IlyasMoutawwakil, @Lovkush-A, @MatthewMiddlehurst, @RNKuhns, @SveaMeyer13, @TonyBagnall, @afzal442, @aiwalter, @bilal-196, @corvusrabus, @fkiraly, @freddyaboulton, @juanitorduz, @justinshenk, @ltoniazzi, @mathco-wf, @mloning, @moradabaz, @pul95, @tensorflow-as-tf, @thayeylolu, @victordremov, @whackteachers and @xloem
Python 3.9 support for linux/osx ( #1255 ) @freddyaboulton
conda-forge metapackage for installing sktime with all extras @freddyaboulton
framework support for multivariate forecasting ( #980 #1195 #1286 #1301 #1306 #1311 #1401 #1410 ) @aiwalter @fkiraly @thayeylolu
consolidated lookup of estimators and tags using registry.all_estimators and registry.all_tags ( #1196 ) @fkiraly
[DOC] major overhaul of sktime ’s online documentation
[DOC] searchable, auto-updating estimators register in online documentation ( #930 #1138 ) @afzal442 @mloning
[MNT] working Binder in-browser notebook showcase ( #1266 ) @corvusrabus
[DOC] tutorial notebook for in-memory data format conventions, validation, and conversion ( #1232 ) @fkiraly
easy conversion functionality for estimator inputs, series and panel data ( #1061 #1187 #1201 #1225 ) @fkiraly
consolidated tags system, dynamic tagging ( #1091 #1134 ) @fkiraly
estimator (class and object) capabilities are inspectable by get_tag and get_tags interface
list all tags applying to an estimator type by registry/all_tags
list all estimators of a specific type, with certain tags, by registry/all_estimators
introduction of m(achine)types and scitypes for defining in-memory format conventions across all modules, see in-memory data types tutorial
loose conversion methods now in _convert files in datatypes will no longer be publicly accessible in 0.10.0
Forecasters can now be passed pd.DataFrame , pd.Series , np.ndarray as X or y , and return forecasts of the same type as passed for y
sktime now supports multivariate forecasters, with all core interface methods returning sensible return types in that case
whether forecaster can deal with multivariate series can be inspected via get_tag("scitype:y") , which can return "univariate" , "multivariate" , or "both"
further tags have been introduced, see registry/all_tags
tags have been introduced, see registry/all_tags
Multivariate ColumnEnsembleForecaster ( #1082 #1349 ) @fkiraly @GuzalBulatova
Multivariate NaiveForecaster ( #1401 ) @aiwalter
UnobservedComponents statsmodels wrapper ( #1394 ) @juanitorduz
AutoEnsembleForecaster ( #1220 ) @aiwalter
TrendForecaster (using sklearn regressor for value vs time index) ( #1209 ) @tensorflow-as-tf
Multivariate moving cutoff formatting ( #1213 ) @fkiraly
Prophet custom seasonalities ( #1378 ) @IlyasMoutawwakil
Extend aggregation functionality in EnsembleForecaster ( #1190 ) @GuzalBulatova
plot_lags to plot series against its lags ( #1330 ) @RNKuhns
Added n_best_forecasters summary to grid searches ( #1139 ) @aiwalter
Forecasting grid search: cloning more tags ( #1360 ) @fkiraly
ForecastingHorizon supporting more input types, is_relative detection on construction from index type ( #1169 ) @fkiraly
Rotation forest time series classifier ( #1391 ) @MatthewMiddlehurst
Transform classifiers ( #1180 ) @MatthewMiddlehurst
New Proximity forest version ( #733 ) @moradabaz
Enhancement on RISE ( #975 ) @whackteachers
ColumnwiseTransformer (multivariate transformer compositor) ( #1044 ) @SveaMeyer13
Differencer transformer ( #945 ) @RNKuhns
FeatureSelection transformer ( #1347 ) @aiwalter
ExponentTransformer and SqrtTransformer ( #1127 ) @RNKuhns
Critical Difference Diagrams ( #1277 ) @SveaMeyer13
Classification experiments ( #1260 ) @TonyBagnall
Clustering experiments ( #1221 ) @TonyBagnall
change to classification experiments ( #1137 ) @TonyBagnall
Update documentation backend and reduce warnings in doc creation ( #1199 ) ( #1205 ) @mloning
[DOC] Development community showcase page ( #1337 ) @afzal442
[DOC] additional clarifying details to documentation guide (in developer’s guide) ( #1315 ) @RNKuhns
[DOC] Add annotation ext template ( #1151 ) @mloning
[DOC] roadmap document ( #1145 ) @mloning
unit test for absence of side effects in estimator methods ( #1078 ) @fkiraly
Refactor forecasting: StackingForecaster ( #1220 ) @aiwalter
Refactor TSC: DrCIF and CIF to new interface ( #1269 ) @MatthewMiddlehurst
Refactor TSC: TDE additions and documentation for HC2 ( #1357 ) @MatthewMiddlehurst
Refactor TSC: Arsenal additions and documentation for HC2 ( #1305 ) @MatthewMiddlehurst
Refactor TSC: _cboss ( #1295 ) @BINAYKUMAR943
Refactor TSC: rocket classifier ( #1239 ) @victordremov
Refactor TSC: Dictionary based classifiers ( #1084 ) @MatthewMiddlehurst
Refactor tests: estimator test parameters with the estimator ( #1361 ) @Aparna-Sakshi
Update _data_io.py ( #1308 ) @TonyBagnall
Data io ( #1248 ) @TonyBagnall
[BUG] checking of input types in plotting ( #1197 ) @fkiraly
[BUG] NaiveForecaster behaviour fix for trailing NaN values ( #1130 ) @Flix6x
[BUG] Fix all_estimators when extras are missing. ( #1259 ) @xloem
[BUG] Contract test fix ( #1392 ) @MatthewMiddlehurst
[BUG] Data writing updates and JapaneseVowels dataset fix ( #1278 ) @MatthewMiddlehurst
[BUG] Fixed ESTIMATOR_TEST_PARAMS reference in test_all_estimators ( #1406 ) @fkiraly
[BUG] remove incorrect exogeneous and return_pred_int errors ( #1368 ) @fkiraly
[BUG] - broken binder and test_examples check ( #1343 ) @fkiraly
[BUG] Fix minor silent issues in TransformedTargetForecaster ( #845 ) @aiwalter
[BUG] Troubleshooting for C compiler after pytest failed ( #1262 ) @tensorflow-as-tf
[BUG] bugfix in tutorial documentation of univariate time series classification. ( #1140 ) @BINAYKUMAR943
[BUG] removed format check from index test ( #1193 ) @fkiraly
[BUG] bugfix - convertIO broken references to np.ndarray ( #1191 ) @fkiraly
[BUG] STSF test fix ( #1170 ) @MatthewMiddlehurst
[BUG] set_tags call in BaseObject.clone_tags used incorrect signature ( #1179 ) @fkiraly
[DOC] Update transformer docstrings Boss ( #1320 ) @thayeylolu
[DOC] Updated docstring of exp_smoothing.py ( #1339 ) @mathco-wf
[DOC] updated the link in CONTRIBUTING.md ( #1428 ) @Aparna-Sakshi
[DOC] Correct typo in contributing guidelines ( #1398 ) @juanitorduz
[DOC] Fix community repo link ( #1400 ) @mloning
[DOC] Fix minor typo in README ( #1416 ) @justinshenk
[DOC] Fixed a typo in citation page ( #1310 ) @AreloTanoh
[DOC] EnsembleForecaster and AutoEnsembleForecaster docstring example ( #1382 ) @aiwalter
[DOC] multiple minor fixes to docs ( #1328 ) @mloning
[DOC] Docstring improvements for bats, tbats, arima, croston ( #1309 ) @Lovkush-A
[DOC] Update detrend module docstrings ( #1335 ) @SveaMeyer13
[DOC] updated extension templates - object tags ( #1340 ) @fkiraly
[DOC] Update ThetaLinesTransformer’s docstring ( #1312 ) @GuzalBulatova
[DOC] Update ColumnwiseTransformer and TabularToSeriesAdaptor docstrings ( #1322 ) @GuzalBulatova
[DOC] Update transformer docstrings ( #1314 ) @RNKuhns
[DOC] Description and link to cosine added ( #1326 ) @AreloTanoh
[DOC] naive foreasting docstring edits ( #1333 ) @AreloTanoh
[DOC] Update .all-contributorsrc ( #1336 ) @pul95
[DOC] Typo in transformations.rst fixed ( #1324 ) @AreloTanoh
[DOC] Add content to documentation guide for use in docsprint ( #1297 ) @RNKuhns
[DOC] Added slack and google calendar to README ( #1283 ) @aiwalter
[DOC] Add binder badge to README ( #1285 ) @mloning
[DOC] docstring fix for distances/series extension templates ( #1256 ) @fkiraly
[DOC] adding binder link to readme (landing page) ( #1282 ) @fkiraly
[DOC] Update contributors ( #1243 ) @mloning
[DOC] add conda-forge max dependency recipe to installation and readme ( #1226 ) @fkiraly
[DOC] Adding table of content in the forecasting tutorial ( #1200 ) @bilal-196
[DOC] Complete docstring of EnsembleForecaster ( #1165 ) @GuzalBulatova
[DOC] Add annotation to docs ( #1156 ) @mloning
[DOC] Add funding ( #1173 ) @mloning
[DOC] Minor update to See Also of BOSS Docstrings ( #1172 ) @RNKuhns
[DOC] Refine the Docstrings for BOSS Classifiers ( #1166 ) @RNKuhns
[DOC] add examples in docstrings in classification ( #1164 ) @ltoniazzi
[DOC] adding example in docstring of KNeighborsTimeSeriesClassifier ( #1155 ) @ltoniazzi
[DOC] Update README ( #1024 ) @fkiraly
[DOC] rework of installation guidelines ( #1103 ) @fkiraly
[MNT] Update codecov config ( #1396 ) @mloning
[MNT] removing tests for data downloader dependent on third party website, change in test dataset for test_time_series_neighbors ( #1258 ) @TonyBagnall
[MNT] Fix appveyor CI ( #1253 ) @mloning
[MNT] Update feature_request.md ( #1242 ) @aiwalter
[MNT] Format setup files ( #1236 ) @TonyBagnall
[MNT] Fix pydocstyle config ( #1149 ) @mloning
[MNT] Update release script ( #1135 ) @mloning
All contributors: @Aparna-Sakshi , @AreloTanoh , @BINAYKUMAR943 , @Flix6x , @GuzalBulatova , @IlyasMoutawwakil , @Lovkush-A , @MatthewMiddlehurst , @RNKuhns , @SveaMeyer13 , @TonyBagnall , @afzal442 , @aiwalter , @bilal-196 , @corvusrabus , @fkiraly , @freddyaboulton , @juanitorduz , @justinshenk , @ltoniazzi , @mathco-wf , @mloning , @moradabaz , @pul95 , @tensorflow-as-tf , @thayeylolu , @victordremov , @whackteachers and @xloem
Python 3.9 support for linux/osx (1255) freddyaboulton
conda-forge metapackage for installing sktime with all extras freddyaboulton
framework support for multivariate forecasting (980 1195 1286 1301 1306 1311 1401 1410) aiwalter fkiraly thayeylolu
consolidated lookup of estimators and tags using registry.all_estimators and registry.all_tags (1196) fkiraly
[DOC] major overhaul of sktime's online documentation
[DOC] searchable, auto-updating estimators register in online documentation (930 1138) afzal442 mloning
[MNT] working Binder in-browser notebook showcase (1266) corvusrabus
[DOC] tutorial notebook for in-memory data format conventions, validation, and conversion (1232) fkiraly
easy conversion functionality for estimator inputs, series and panel data (1061 1187 1201 1225) fkiraly
consolidated tags system, dynamic tagging (1091 1134) fkiraly
estimator (class and object) capabilities are inspectable by get_tag and get_tags interface
list all tags applying to an estimator type by registry/all_tags
list all estimators of a specific type, with certain tags, by registry/all_estimators
introduction of m(achine)types and scitypes for defining in-memory format conventions across all modules, see in-memory data types tutorial
loose conversion methods now in _convert files in datatypes will no longer be publicly accessible in 0.10.0
Forecasters can now be passed pd.DataFrame, pd.Series, np.ndarray as X or y, and return forecasts of the same type as passed for y
sktime now supports multivariate forecasters, with all core interface methods returning sensible return types in that case
whether forecaster can deal with multivariate series can be inspected via get_tag("scitype:y"), which can return "univariate", "multivariate", or "both"
further tags have been introduced, see registry/all_tags
tags have been introduced, see registry/all_tags
Multivariate ColumnEnsembleForecaster (1082 1349) fkiraly GuzalBulatova
Multivariate NaiveForecaster (1401) aiwalter
UnobservedComponents statsmodels wrapper (1394) juanitorduz
AutoEnsembleForecaster (1220) aiwalter
TrendForecaster (using sklearn regressor for value vs time index) (1209) tensorflow-as-tf
Multivariate moving cutoff formatting (1213) fkiraly
Prophet custom seasonalities (1378) IlyasMoutawwakil
Extend aggregation functionality in EnsembleForecaster (1190) GuzalBulatova
plot_lags to plot series against its lags (1330) RNKuhns
Added n_best_forecasters summary to grid searches (1139) aiwalter
Forecasting grid search: cloning more tags (1360) fkiraly
ForecastingHorizon supporting more input types, is_relative detection on construction from index type (1169) fkiraly
Rotation forest time series classifier (1391) MatthewMiddlehurst
Transform classifiers (1180) MatthewMiddlehurst
New Proximity forest version (733) moradabaz
Enhancement on RISE (975) whackteachers
ColumnwiseTransformer (multivariate transformer compositor) (1044) SveaMeyer13
Differencer transformer (945) RNKuhns
FeatureSelection transformer (1347) aiwalter
ExponentTransformer and SqrtTransformer (1127) RNKuhns
Critical Difference Diagrams (1277) SveaMeyer13
Classification experiments (1260) TonyBagnall
Clustering experiments (1221) TonyBagnall
change to classification experiments (1137) TonyBagnall
Update documentation backend and reduce warnings in doc creation (1199) (1205) mloning
[DOC] Development community showcase page (1337) afzal442
[DOC] additional clarifying details to documentation guide (in developer's guide) (1315) RNKuhns
[DOC] Add annotation ext template (1151) mloning
[DOC] roadmap document (1145) mloning
unit test for absence of side effects in estimator methods (1078) fkiraly
Refactor forecasting: StackingForecaster (1220) aiwalter
Refactor TSC: DrCIF and CIF to new interface (1269) MatthewMiddlehurst
Refactor TSC: TDE additions and documentation for HC2 (1357) MatthewMiddlehurst
Refactor TSC: Arsenal additions and documentation for HC2 (1305) MatthewMiddlehurst
Refactor TSC: _cboss (1295) BINAYKUMAR943
Refactor TSC: rocket classifier (1239) victordremov
Refactor TSC: Dictionary based classifiers (1084) MatthewMiddlehurst
Refactor tests: estimator test parameters with the estimator (1361) Aparna-Sakshi
Update _data_io.py (1308) TonyBagnall
Data io (1248) TonyBagnall
[BUG] checking of input types in plotting (1197) fkiraly
[BUG] NaiveForecaster behaviour fix for trailing NaN values (1130) Flix6x
[BUG] Fix all_estimators when extras are missing. (1259) xloem
[BUG] Contract test fix (1392) MatthewMiddlehurst
[BUG] Data writing updates and JapaneseVowels dataset fix (1278) MatthewMiddlehurst
[BUG] Fixed ESTIMATOR_TEST_PARAMS reference in test_all_estimators (1406) fkiraly
[BUG] remove incorrect exogeneous and return_pred_int errors (1368) fkiraly
[BUG] - broken binder and test_examples check (1343) fkiraly
[BUG] Fix minor silent issues in TransformedTargetForecaster (845) aiwalter
[BUG] Troubleshooting for C compiler after pytest failed (1262) tensorflow-as-tf
[BUG] bugfix in tutorial documentation of univariate time series classification. (1140) BINAYKUMAR943
[BUG] removed format check from index test (1193) fkiraly
[BUG] bugfix - convertIO broken references to np.ndarray (1191) fkiraly
[BUG] STSF test fix (1170) MatthewMiddlehurst
[BUG] set_tags call in BaseObject.clone_tags used incorrect signature (1179) fkiraly
[DOC] Update transformer docstrings Boss (1320) thayeylolu
[DOC] Updated docstring of exp_smoothing.py (1339) mathco-wf
[DOC] updated the link in CONTRIBUTING.md (1428) Aparna-Sakshi
[DOC] Correct typo in contributing guidelines (1398) juanitorduz
[DOC] Fix community repo link (1400) mloning
[DOC] Fix minor typo in README (1416) justinshenk
[DOC] Fixed a typo in citation page (1310) AreloTanoh
[DOC] EnsembleForecaster and AutoEnsembleForecaster docstring example (1382) aiwalter
[DOC] multiple minor fixes to docs (1328) mloning
[DOC] Docstring improvements for bats, tbats, arima, croston (1309) Lovkush-A
[DOC] Update detrend module docstrings (1335) SveaMeyer13
[DOC] updated extension templates - object tags (1340) fkiraly
[DOC] Update ThetaLinesTransformer's docstring (1312) GuzalBulatova
[DOC] Update ColumnwiseTransformer and TabularToSeriesAdaptor docstrings (1322) GuzalBulatova
[DOC] Update transformer docstrings (1314) RNKuhns
[DOC] Description and link to cosine added (1326) AreloTanoh
[DOC] naive foreasting docstring edits (1333) AreloTanoh
[DOC] Update .all-contributorsrc (1336) pul95
[DOC] Typo in transformations.rst fixed (1324) AreloTanoh
[DOC] Add content to documentation guide for use in docsprint (1297) RNKuhns
[DOC] Added slack and google calendar to README (1283) aiwalter
[DOC] Add binder badge to README (1285) mloning
[DOC] docstring fix for distances/series extension templates (1256) fkiraly
[DOC] adding binder link to readme (landing page) (1282) fkiraly
[DOC] Update contributors (1243) mloning
[DOC] add conda-forge max dependency recipe to installation and readme (1226) fkiraly
[DOC] Adding table of content in the forecasting tutorial (1200) bilal-196
[DOC] Complete docstring of EnsembleForecaster (1165) GuzalBulatova
[DOC] Add annotation to docs (1156) mloning
[DOC] Add funding (1173) mloning
[DOC] Minor update to See Also of BOSS Docstrings (1172) RNKuhns
[DOC] Refine the Docstrings for BOSS Classifiers (1166) RNKuhns
[DOC] add examples in docstrings in classification (1164) ltoniazzi
[DOC] adding example in docstring of KNeighborsTimeSeriesClassifier (1155) ltoniazzi
[DOC] Update README (1024) fkiraly
[DOC] rework of installation guidelines (1103) fkiraly
[MNT] Update codecov config (1396) mloning
[MNT] removing tests for data downloader dependent on third party website, change in test dataset for test_time_series_neighbors (1258) TonyBagnall
[MNT] Fix appveyor CI (1253) mloning
[MNT] Update feature_request.md (1242) aiwalter
[MNT] Format setup files (1236) TonyBagnall
[MNT] Fix pydocstyle config (1149) mloning
[MNT] Update release script (1135) mloning
All contributors: Aparna-Sakshi, AreloTanoh, BINAYKUMAR943, Flix6x, GuzalBulatova, IlyasMoutawwakil, Lovkush-A, MatthewMiddlehurst, RNKuhns, SveaMeyer13, TonyBagnall, afzal442, aiwalter, bilal-196, corvusrabus, fkiraly, freddyaboulton, juanitorduz, justinshenk, ltoniazzi, mathco-wf, mloning, moradabaz, pul95, tensorflow-as-tf, thayeylolu, victordremov, whackteachers and xloem
new module (experimental): Time Series Clustering (#1049) @TonyBagnall
All contributors: @Dbhasin1, @GuzalBulatova, @Lovkush-A, @MarcoGorelli, @MatthewMiddlehurst, @RNKuhns, @Riyabelle25, @SveaMeyer13, @TonyBagnall, @Yard1, @aiwalter, @chrisholder, @ckastner, @fkiraly, @jambo6, @julramos, @kachayev, @ltsaprounis, @mloning, @thayeylolu and @tombh
new module (experimental): Time Series Clustering (1049) TonyBagnall
new module (experimental): Pairwise transformers, kernels/distances on tabular data and panel data - base class, examples, extension templates (1071) fkiraly chrisholder
new module (experimental): Series annotation and PyOD adapter (1021) fkiraly satya-pattnaik
Clustering extension templates, docstrings & get_fitted_params (1100) fkiraly
New Classifier: Implementation of signature based methods. (714) jambo6
New Forecaster: Croston's method (730) Riyabelle25
New Forecaster: ForecastingPipeline for pipelining with exog data (967) aiwalter
New Transformer: Multivariate Detrending (1042) SveaMeyer13
New Transformer: ThetaLines transformer (923) GuzalBulatova
sktime registry (1067) fkiraly
Feature/information criteria get_fitted_params (942) ltsaprounis
Add plot_correlations() to plot series and acf/pacf (850) RNKuhns
Add doc-quality tests on changed files (752) mloning
Docs: Create add_dataset.rst (970) Riyabelle25
Added two new related software packages (1019) aiwalter
Added orbit as related software (1128) aiwalter
adding fkiraly as codeowner for forecasting base classes (989) fkiraly
added mloning and aiwalter as forecasting/base code owners (1108) fkiraly
Update metric to handle y_train (858) RNKuhns
TSC base template refactor (1026) fkiraly
Forecasting refactor: base class refactor and extension template (912) fkiraly
Forecasting refactor: base/template docstring fixes, added fit_predict method (1109) fkiraly
Forecasters refactor: NaiveForecaster (953) fkiraly
Forecasters refactor: BaseGridSearch, ForecastingGridSearchCV, ForecastingRandomizedSearchCV (1034) GuzalBulatova
Forecasting refactor: polynomial trend forecaster (1003) thayeylolu
Forecasting refactor: Stacking, Multiplexer, Ensembler and TransformedTarget Forecasters (977) thayeylolu
Forecasting refactor: statsmodels and theta forecaster (1029) thayeylolu
Forecasting refactor: reducer (1031) Lovkush-A
Forecasting refactor: ensembler, online-ensembler-forecaster and descendants (1015) thayeylolu
Forecasting refactor: TbatAdapter (1017) thayeylolu
Forecasting refactor: PmdArimaAdapter (1016) thayeylolu
Forecasting refactor: Prophet (1005) thayeylolu
Forecasting refactor: CrystallBall Forecaster (1004) thayeylolu
Forecasting refactor: default tags in BaseForecaster; added some new tags (1013) fkiraly
Forecasting refactor: removing _SktimeForecaster and horizon mixins (1088) fkiraly
Forecasting tutorial rework (972) fkiraly
Added tuning tutorial to forecasting example notebook - fkiraly suggestions on top of 1047 (1053) fkiraly
Classification: Kernel based refactor (875) MatthewMiddlehurst
Classification: catch22 Remake (864) MatthewMiddlehurst
Forecasting: Remove step_length hyper-parameter from reduction classes (900) mloning
Transformers: Make OptionalPassthrough to support multivariate input (1112) aiwalter
Transformers: Improvement to Multivariate-Detrending (1077) SveaMeyer13
Update plot_series to handle pd.Int64 and pd.Range index uniformly (892) Dbhasin1
Including floating numbers as a window length (827) thayeylolu
update docs on loading data (885) SveaMeyer13
Update docs (887) mloning
[DOC] Updated docstrings to inform that methods accept ForecastingHorizon (872) julramos
Fix use of seasonal periodicity in naive model with mean strategy (from PR 917) (1124) mloning
Fix ForecastingPipeline import (1118) mloning
Bugfix - forecasters should use internal interface _all_tags for self-inspection, not _has_tag (1068) fkiraly
bugfix: Prophet adapter fails to clone after setting parameters (911) Yard1
Fix seeding issue in Minirocket Classifier (1094) Lovkush-A
fixing soft dependencies link (1035) fkiraly
Fix minor typos in docstrings (889) GuzalBulatova
Fix manylinux CI (914) mloning
Add limits.h to ensure pip install on certain OS's (915) tombh
Fix side effect on input for Imputer and HampelFilter (1089) aiwalter
BaseCluster class issues resolved (1075) chrisholder
Cleanup metric docstrings and fix bug in _RelativeLossMixin (999) RNKuhns
minor clarifications in forecasting extension template preamble (1069) fkiraly
Fix fh in imputer method based on in-sample forecasts (861) julramos
Arsenal fix, extended capabilities and HC1 unit tests (902) MatthewMiddlehurst
minor bugfix - setting _is_fitted to False before input checks in forecasters (941) fkiraly
Properly process random_state when fitting Time Series Forest ensemble in parallel (819) kachayev
bump nbqa (998) MarcoGorelli
datetime: Construct Timedelta from parsed pandas frequency (873) ckastner
All contributors: Dbhasin1, GuzalBulatova, Lovkush-A, MarcoGorelli, MatthewMiddlehurst, RNKuhns, Riyabelle25, SveaMeyer13, TonyBagnall, Yard1, aiwalter, chrisholder, ckastner, fkiraly, jambo6, julramos, kachayev, ltsaprounis, mloning, thayeylolu and tombh
Exclude Python 3.10 from manylinux CI (#870) @mloning
All contributors: @GuzalBulatova, @RNKuhns, @aaronreidsmith, @aiwalter, @kachayev, @ltsaprounis, @luiszugasti, @mloning, @satya-pattnaik and @yashlamba
Exclude Python 3.10 from manylinux CI (870) mloning
Fix AutoETS handling of infinite information criteria (848) ltsaprounis
Fix smape import (851) mloning
ThetaForecaster now works with initial_level (769) yashlamba
Use joblib to parallelize ensemble fitting for Rocket classifier (796) kachayev
Update maintenance tools (829) mloning
Undo pmdarima hotfix and avoid pmdarima 1.8.1 (831) aaronreidsmith
Hotfix pmdarima version (828) aiwalter
Added Guerrero method for lambda estimation to BoxCoxTransformer (778) (791) GuzalBulatova
New forecasting metrics (801) RNKuhns
Implementation of DirRec reduction strategy (779) luiszugasti
Added cutoff to BaseGridSearch to use any grid search inside evaluate… (825) aiwalter
Added pd.DataFrame transformation for Imputer and HampelFilter (830) aiwalter
Added default params for some transformers (834) aiwalter
Added several docstring examples (835) aiwalter
Added skip-inverse-transform tag for Imputer and HampelFilter (788) aiwalter
Added a reference to alibi-detect (815) satya-pattnaik
All contributors: GuzalBulatova, RNKuhns, aaronreidsmith, aiwalter, kachayev, ltsaprounis, luiszugasti, mloning, satya-pattnaik and yashlamba
Fix counting for Github's automatic language discovery (#812) @xuyxu
All contributors: @AidenRushbrooke, @Ifeanyi30, @Lovkush-A, @MarcoGorelli, @MatthewMiddlehurst, @TonyBagnall, @afzal442, @aiwalter, @ayan-biswas0412, @dsherry, @jschemm, @kanand77, @koralturkk, @luiszugasti, @mloning, @pabworks and @xuyxu
Fix counting for Github's automatic language discovery (812) xuyxu
Fix counting for Github's automatic language discovery (811) xuyxu
Fix examples CI checks (793) mloning
Fix TimeSeriesForestRegressor (777) mloning
Fix Deseasonalizer docstring (737) mloning
SettingWithCopyWarning in Prophet with exogenous data (735) jschemm
Correct docstrings for check_X and related functions (701) Lovkush-A
Fixed bugs mentioned in 694 (697) AidenRushbrooke
fix typo in CONTRIBUTING.md (688) luiszugasti
Fix duplicacy in the contribution's list (685) afzal442
HIVE-COTE 1.0 fix (678) MatthewMiddlehurst
Update sklearn version (810) mloning
Remove soft dependency check for numba (808) mloning
Modify tests for forecasting reductions (756) Lovkush-A
Upgrade nbqa (794) MarcoGorelli
Enhanced exception message of splitters (771) aiwalter
Enhance forecasting model selection/evaluation (739) mloning
Pin PyStan version (751) mloning
master to main conversion in docs folder closes 644 (667) ayan-biswas0412
Update governance (686) mloning
remove MSM from unit tests for now (698) TonyBagnall
Make update_params=true by default (660) pabworks
update dataset names (676) TonyBagnall
Add support for exogenous variables to forecasting reduction (757) mloning
Added forecasting docstring examples (772) aiwalter
Added the agg argument to EnsembleForecaster (774) Ifeanyi30
Added OptionalPassthrough transformer (762) aiwalter
Add doctests (766) mloning
Multiplexer forecaster (715) koralturkk
Upload source tarball to PyPI during releases (749) dsherry
Create developer guide (734) mloning
Refactor TSF classifier into TSF regressor (693) luiszugasti
Outlier detection with HampelFilter (708) aiwalter
changes to contributing.md to include directions to installation (695) kanand77
Evaluate (example and fix) (690) aiwalter
Knn unit tests (705) TonyBagnall
Knn transpose fix (689) TonyBagnall
Evaluate forecaster function (657) aiwalter
Multioutput reduction strategy for forecasting (659) Lovkush-A
All contributors: AidenRushbrooke, Ifeanyi30, Lovkush-A, MarcoGorelli, MatthewMiddlehurst, TonyBagnall, afzal442, aiwalter, ayan-biswas0412, dsherry, jschemm, kanand77, koralturkk, luiszugasti, mloning, pabworks and xuyxu
Fix reduced regression forecaster reference (#658) @mloning
ElasticEnsemble (#546) @xuyxuAll contributors: @Lovkush-A, @MatthewMiddlehurst, @RNKuhns, @TonyBagnall, @ViktorKaz, @aiwalter, @goastler, @koralturkk, @mloning, @pabworks, @patrickzib and @xuyxu
Fix reduced regression forecaster reference (658) mloning
Address Bug 640 (642) patrickzib
Ed knn (638) TonyBagnall
Euclidean distance for KNNs (636) goastler
Pin NumPy 1.19 (643) mloning
Update CoC committee (614) mloning
Benchmarking issue141 (492) ViktorKaz
Catch22 Refactor & Multithreading (615) MatthewMiddlehurst
Create new factory method for forecasting via reduction (635) Lovkush-A
Feature ForecastingRandomizedSearchCV (634) pabworks
Added Imputer for missing values (637) aiwalter
Add expanding window splitter (627) koralturkk
Forecasting User Guide (595) Lovkush-A
Add data processing functionality to convert between data formats (553) RNKuhns
Add basic parallel support for ElasticEnsemble (546) xuyxu
All contributors: Lovkush-A, MatthewMiddlehurst, RNKuhns, TonyBagnall, ViktorKaz, aiwalter, goastler, koralturkk, mloning, pabworks, patrickzib and xuyxu
Fix ModuleNotFoundError issue (#613) @Hephaest
All contributors: @Hephaest, @MatthewMiddlehurst, @TonyBagnall, @aiwalter and @dhirschfeld
Fix ModuleNotFoundError issue (613) Hephaest
Fixes _fit(X) in KNN (610) TonyBagnall
UEA TSC module improvements 2 (599) TonyBagnall
Fix sktime.classification.frequency_based not found error (606) Hephaest
UEA TSC module improvements 1 (579) TonyBagnall
Relax numba pinning (593) dhirschfeld
Fix fh.to_relative() bug for DatetimeIndex (582) aiwalter
All contributors: Hephaest, MatthewMiddlehurst, TonyBagnall, aiwalter and dhirschfeld
Add fbprophet wrapper (#515) @aiwalter
All contributors: @HYang1996, @TonyBagnall, @afzal442, @aiwalter, @angus924, @juanitorduz, @mloning and @ngupta23
Add ARIMA (559) HYang1996
Add fbprophet wrapper (515) aiwalter
Add MiniRocket and MiniRocketMultivariate (542) angus924
Add Cosine, ACF and PACF transformers (509) afzal442
Add example notebook Window Splitters (555) juanitorduz
Add SlidingWindowSplitter visualization on doctrings (554) juanitorduz
Pin pandas version to fix pandas-related AutoETS error on Linux (581) mloning
Fixed default argument in docstring in SlidingWindowSplitter (556) ngupta23
All contributors: HYang1996, TonyBagnall, afzal442, aiwalter, angus924, juanitorduz, mloning and ngupta23
Add tests for forecasting with exogenous variables (#547) @mloning
feature_importances_ property for RISE (#497) @AaronX121RandomIntervalSpectralForest (#482) @AaronX121RandomIntervalSpectralForest (#473) @AaronX121All contributors: @AaronX121, @Afzal-Ind, @AidenRushbrooke, @HYang1996, @MarcoGorelli, @MatthewMiddlehurst, @MichalChromcak, @TonyBagnall, @aiwalter, @bmurdata, @davidbp, @gracewgao, @magittan, @mloning, @ngupta23, @patrickzib, @raishubham1, @tch, @utsavcoding, @vnmabus, @vollmersj and @whackteachers
Add tests for forecasting with exogenous variables (547) mloning
Add HCrystalBall wrapper (485) MichalChromcak
Tbats (527) aiwalter
Added matrix profile using stumpy (471) utsavcoding
User guide (377) mloning
Add GitHub workflow for building and testing on macOS (505) mloning
[DOC] Add dtaidistance (502) mloning
Implement the feature_importances_ property for RISE (497) AaronX121
Add scikit-fda to the list of related software (495) vnmabus
[DOC] Add roadmap to docs (467) mloning
Add parallelization for RandomIntervalSpectralForest (482) AaronX121
New Ensemble Forecasting Methods (333) magittan
CI run black formatter on notebooks as well as Python scripts (437) MarcoGorelli
Implementation of catch22 transformer, CIF classifier and dictionary based clean-up (453) MatthewMiddlehurst
Added write dataset to ts file functionality (438) whackteachers
Added ability to load from csv containing long-formatted data (442) AidenRushbrooke
Transform typing (420) mloning
Refactoring utils and transformer module (538) mloning
Update README (454) mloning
Clean up example notebooks (548) mloning
Update README.rst (536) aiwalter
[Doc]Updated load_data.py (496) Afzal-Ind
Update forecasting.py (487) raishubham1
update basic motion description (475) vollmersj
[DOC] Update docs in benchmarking/data.py (489) Afzal-Ind
Edit Jupyter Notebook 01_forecasting (486) bmurdata
Feature & Performance improvements of SFA/WEASEL (457) patrickzib
Moved related software from wiki to docs (439) mloning
Fixed issue outlined in issue 522 (537) ngupta23
Fix plot-series (533) gracewgao
added mape_loss and cosmetic fixes to notebooks (removed kernel) (500) tch
Fix azure pipelines (506) mloning
[DOC] Fix broken docstrings of RandomIntervalSpectralForest (473) AaronX121
Add back missing bibtex reference to classifiers (468) whackteachers
Avoid seaborn warning (472) davidbp
Bump pre-commit versions, run again on notebooks (469) MarcoGorelli
Fix series validation (463) mloning
Fix soft dependency imports (446) mloning
Fix bug in AutoETS (445) HYang1996
Add ForecastingHorizon class to docs (444) mloning
Remove manylinux1 (458) mloning
All contributors: AaronX121, Afzal-Ind, AidenRushbrooke, HYang1996, MarcoGorelli, MatthewMiddlehurst, MichalChromcak, TonyBagnall, aiwalter, bmurdata, davidbp, gracewgao, magittan, mloning, ngupta23, patrickzib, raishubham1, tch, utsavcoding, vnmabus, vollmersj and whackteachers
Support for 3d numpy array (#405) @mloning
All contributors: @Emiliathewolf, @alwinw, @evanmiller29, @kkoziara, @krumeto, @mloning and @patrickzib
Support for 3d numpy array (405) mloning
Support for downloading dataset from UCR UEA time series classification data set repository (430) Emiliathewolf
Univariate time series regression example to TSFresh notebook (428) evanmiller29
Parallelized TimeSeriesForest using joblib. (408) kkoziara
Unit test for multi-processing (414) kkoziara
Add date-time support for forecasting framework (392) mloning
Performance improvements of dictionary classifiers (398) patrickzib
Fix links in Readthedocs and Binder launch button (416) mloning
Fixed small bug in performance metrics (422) krumeto
Resolved warnings in notebook examples (418) alwinw
Resolves 325 ModuleNotFoundError for soft dependencies (410) alwinw
All contributors: Emiliathewolf, alwinw, evanmiller29, kkoziara, krumeto, mloning and patrickzib
ETSModel with auto-fitting capability (#393) @HYang1996
All contributors: @HYang1996, @SebasKoel, @fkiraly, @akanz1, @alwinw, @big-o, @brettkoonce, @mloning, @patrickzib
ETSModel with auto-fitting capability (393) HYang1996
WEASEL classifier (391) patrickzib
Full support for exogenous data in forecasting framework (382) mloning, (380) mloning
Multivariate dataset for US consumption over time (385) SebasKoel
Governance document (324) mloning, fkiraly
Documentation fixes (400) brettkoonce, (399) akanz1, (404) alwinw
Move documentation to ReadTheDocs with support for versioned documentation (395) mloning
Refactored SFA implementation (additional features and speed improvements) (389) patrickzib
Move prediction interval API to base classes in forecasting framework (387) big-o
Documentation improvements (364) mloning
Update CI and maintenance tools (394) mloning
All contributors: HYang1996, SebasKoel, fkiraly, akanz1, alwinw, big-o, brettkoonce, mloning, patrickzib
TemporalDictionaryEnsemble (#292) @MatthewMiddlehurst
All contributors: @Ayushmaanseth, @Mo-Saif, @Pangoraw, @marielledado, @mloning, @sophijka, @Cheukting, @MatthewMiddlehurst, @Multivin12, @ABostrom, @HYang1996, @BandaSaiTejaReddy, @vedazeren, @hiqbal2, @btrtts
New sktime logo mloning
TemporalDictionaryEnsemble (292) MatthewMiddlehurst
ShapeDTW (287) Multivin12
Updated sktime artwork (logo) mloning
Truncation transformer (315) ABostrom
Padding transformer (316) ABostrom
Example notebook with feature importance graph for time series forest (319) HYang1996
ACSF1 data set (314) BandaSaiTejaReddy
Data conversion function from 3d numpy array to nested pandas dataframe (304) vedazeren
Replaced gunpoint dataset in tutorials, added OSULeaf dataset (295) marielledado
Updated macOS advanced install instructions (306) (308) sophijka
Updated contributing guidelines (301) Ayushmaanseth
Typos (293) Mo-Saif, (285) Pangoraw, (305) hiqbal2
Manylinux wheel building (286) mloning
KNN compatibility with sklearn (310) Cheukting
Docstrings for AutoARIMA (307) btrtts
All contributors: Ayushmaanseth, Mo-Saif, Pangoraw, marielledado, mloning, sophijka, Cheukting, MatthewMiddlehurst, Multivin12, ABostrom, HYang1996, BandaSaiTejaReddy, vedazeren, hiqbal2, btrtts
Deprecation and future warnings from scikit-learn
Pipeline and GridSearchCVHomogeneousColumnEnsembleClassifier in favour of more flexible ColumnEnsembleClassifierAvailability of compiled wheels for Windows, OSX and Linux on PyPI,
Tools for multivariate time series classification (time series column concatenation, column ensembling, bespoke methods),
PlateauFinder and spectral-based transformations like power spectrum,TransformedTargetForecaster and ReducedRegressionForecaster,Framework for orchestrating and evaluating prediction experiments.
Nothing published for this version
Nothing published for this version
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