v1.7.8

Bug Fixes

• fix: chunk series in parallel forecast @jmoralez (#915)
• fix: set lower bound on threadpoolctl @jmoralez (#914)
• fix: static requirements @jmoralez (#910)

v1.7.7.1

Bug Fixes

• fix: bump build to include submodules in sdist @jmoralez (#906)

v1.7.7

Bug Fixes

• fix: reduce overhead in parallel forecast @jmoralez (#901)
• fix: pass constant in autoarima stepwise @robert-robison (#899)

Enhancement

• enh: keep target dtype in output @jmoralez (#865)
• enh: migrate ARIMA to C++ @jmoralez (#895)
• enh: migrate ETS to C++ @jmoralez (#757)

v1.7.6

Bug Fixes

• fix matrix product for arima var_coef @jmoralez (#848)
• fix arima trained models results index @jmoralez (#858)
• support multiple seasonalities in mstl_decomposition @jmoralez (#861)
• propagate model alias to fallback model in fit @jmoralez (#846)

Documentation

• mfles model reference and experiment @jmoralez (#853)
• Fix SyntaxWarning: invalid escape sequence @ravibrock (#842)

Dependencies

• config: CI, add python 3.12 @westonplatter (#793)

Enhancement

• remove TqdmExperimentalWarning @jmoralez (#854)
• store time taken by model in forecast method @jmoralez (#850)
• support progress bar in parallel forecast @jmoralez (#849)

v1.7.5

New Features

• Add MFLES Method @tblume1992 (#810)
• add SklearnModel @jmoralez (#812)

Bug Fixes

• Fix allowdrift and allowmean in non-stepwise AutoARIMA @manuel-calzolari (#828)
• return Naive model for constant series in AutoCES @jmoralez (#821)
• disable decomposition in theta when data has less than two seasonal periods @jmoralez (#820)
• return max float instead of Inf in arima_css_op @jmoralez (#819)

Enhancement

• fix syntax warnings in refit check @jmoralez (#824)
• set target_col=None in _parse_X_level @jmoralez (#822)
• fix refit check for models forward @jmoralez (#823)
• Create CODE_OF_CONDUCT.md @tracykteal (#818)
• use single threaded functions in multiprocessing @jmoralez (#815)

v1.7.4

Bug Fixes

• tbats fixes @jmoralez (#788)
• fix: parallel custom cols @AzulGarza (#790)

Documentation

• specify conformal intervals restrictions with respect to series lengths in tutorial @tonysinghmss (#795)

Enhancement

• persist distributed fitted values @jmoralez (#808)

v1.7.3

Bug Fixes

• fix fitted values for sparse models @jmoralez (#775)

v1.7.2

New Features

• AutoTBATS, experiment, and minor issues @MMenchero (#759)

Bug Fixes

• MSTL fixes @jmoralez (#766)
• Fix X computation for prediction intervals @jcatankard (#755)
• fix search_arima @jmoralez (#752)

Enhancement

• Address division by zero warnings in arima @jmoralez (#770)
• check exogenous features are present when needed @jmoralez (#768)
• add predict_in_sample to intermittent models @jmoralez (#764)
• remove njit from simple functions @jmoralez (#754)

v1.7.1

New Features

• TBATS model @MMenchero (#578)

Bug Fixes

• fix arima init params @jmoralez (#747)
• remove seasonal component in CES when data has less than two periods @jmoralez (#746)
• fix predict_in_sample for seasonal naive @jmoralez (#744)
• ensure float dtype in ets @jmoralez (#741)

Enhancement

• download dataset from s3 in peak forecasting tutorial @jmoralez (#745)
• add phi to AutoETS init signature @jmoralez (#742)
• use future instead of deprecation warnings @jmoralez (#739)

v1.7.0

New Features

• support integer refit in cross_validation @jmoralez (#731)
• support forecast_fitted_values in distributed @jmoralez (#732)
• use environment variable to get id as column in outputs @jmoralez (#721)
• support different column names for ids, times and targets @jmoralez (#718)
• add mstl_decomposition function @jmoralez (#701)
• [FEAT] Ability to save and load StatsForecast @akmalsoliev (#667)
• support caching all jitted functions @jmoralez (#651)

Bug Fixes

• fix incorrect computation of n in ARIMA @StatKumar (#708)
• fix predict_insample docstrings @jmoralez (#713)
• fix arima var_coef @jmoralez (#706)
• feat: _calculate_sigma() explicitly handles series with 1 data point (n=0) @cparmet (#699)
• [Feat] Robustified crossvalidation @kdgutier (#668)
• support exogenous features in distributed @jmoralez (#638)
• fix MSTL where trend forecaster supports level @jmoralez (#625)

Documentation

• run how-to docs @jmoralez (#730)
• run getting-started docs @jmoralez (#726)
• add exogenous features support to models table @jmoralez (#714)
• use numpy style in all docstrings @jmoralez (#695)
• Fix Minimal example and ARIMA family heading @yibenhuang (#694)
• fix equations in documentation @jmoralez (#697)
• Isolated import cells [Issue #653] @patrick-dd (#691)
• MLFlow Tutorial @kvnkho (#676)
• Add Mintlify automations @hahnbeelee (#671)
• Correct broken urls in docs @DaveParr (#660)
• Fixed error in GARCH tutorial that corresponds to issue #629 @MMenchero (#650)
• Restoring example using Conformal Prediction on StatsForecast @kvnkho (#643)
• arima model user guide @Naren8520 (#570)

Dependencies

• remove pyarrow dependency for polars @jmoralez (#705)
• [UPDATE] Updated Docker & requirements.txt @akmalsoliev (#672)
• [CHORE] Updating requirements.txt @akmalsoliev (#666)
• test support python 3.11 @msfidelis (#425)

Enhancement

• use frequency validation from utilsforecast @jmoralez (#717)
• improve deprecation error messages @jmoralez (#715)
• migrate plot and generate_series to utils @jmoralez (#636)