v0.7.3

Enhancement

• extend custom metric signature in LightGBMCV and add example @jmoralez (#137)

v0.7.2

Bug Fixes

• use target_col in conformity scores @jmoralez (#134)

Enhancement

• Allow intervals for horizon lower than window size @FedericoGarza (#129)

v0.7.1

New Features

• add TimeSeries.update method to update target values @jmoralez (#119)

Documentation

• fix slack link in README @mergenthaler (#117)

Maintenance

• set lower bound on spark for tests @jmoralez (#118)

Enhancement

• remove dynamic_dfs argument from LightGBMCV when it can be inferred @jmoralez (#125)

v0.7.0

New Features

• add target_transforms @jmoralez (#110)
• add ray integration @FedericoGarza (#104)
• add input_size argument to cross_validation @jmoralez (#107)
• add fugue backend for distributed training with spark and dask @jmoralez (#90)
• add conformal distribution strategy @FedericoGarza (#97)

Breaking

• remove id_col='index' and set defaults for column names @jmoralez (#114)
• remove Forecast object @jmoralez (#113)
• replace dask-based distributed forecast with fugue-based @jmoralez (#102)

Documentation

• improve readme @FedericoGarza (#111)
• add fugue to docs @jmoralez (#100)
• add transfer learning tutorial @FedericoGarza (#93)
• fix prediction intervals plot @FedericoGarza (#92)
• Add prediction intervals tutorial @FedericoGarza (#87)

Maintenance

• set encoding on README open @jmoralez (#112)
• split distributed tests in CI @jmoralez (#99)

Enhancement

• extract distributed fit logic to model classes @jmoralez (#103)
• vectorize prediction intervals creation @jmoralez (#101)

v0.6.0

New Features

• Add prediction (conformal) intervals @FedericoGarza (#86)
• Add nbdev merge to gitattributes @FedericoGarza (#85)

Bug Fixes

• remove lightgbm import from project namespace @jmoralez (#88)

Maintenance

• automate release @jmoralez (#89)

v0.5.0

Breaking changes

• remove dashes from feature names by @jmoralez in #69
• replace predict_fn with callbacks by @jmoralez in #73

Features

• add MLForecast.from_cv by @jmoralez in #71
• allow models to be dict by @jmoralez in #72
• Add step size argument to cross validation method by @FedericoGarza in #74
• Add new_data argument to predict method (allow transferability) by @FedericoGarza in #79
• Perform cross validation without refitting the models by @FedericoGarza in #81
• Support one model per horizon approach by @jmoralez in #80
• support multiple models in cross_validation by @jmoralez in #84

Bug fixes

• Remove dynamic_dfs argument from cross_validation method by @FedericoGarza in #82

Documentation

• add getting started docs section by @jmoralez in #64
• Add cross-validation tutorial by @FedericoGarza in #76
• Add electricity peak forecasting tutorial by @FedericoGarza in #77
• Improve description preprocessing ERCOT dataset by @FedericoGarza in #78

Maintenance

• set methods on GroupedArray and preserve id_col in TimeSeries.fit_transform by @jmoralez in #70

v0.4.0

What's Changed

• rename Forecast to MLForecast by @jmoralez in #63

Full Changelog: v0.3.1...v0.4.0

v0.3.1

What's Changed

• fix unused arguments by @jmoralez in #61

Full Changelog: v0.3.0...v0.3.1

v0.3.0

What's Changed

• raise error when serie is too short for backtest by @jmoralez in #32
• allow models list by @jmoralez (#34, #36)
• [FEAT] Allow used by GitHub section hardcoding lib name by @FedericoGarza in #37
• [FIX] Add black as a development dependency by @FedericoGarza in #38
• rename backtest to cross_validation and return single dataframe by @jmoralez in #41
• Remove TimeSeries from Forecast constructor by @jmoralez in #44
• allow passing column names as arguments. allow ds to be int by @jmoralez in #45
• add LightGBMCV by @jmoralez in #48
• support applying differences to series by @jmoralez in #52
• allow functions as date features by @jmoralez in #57
• Improve docs by @jmoralez in #59

New Contributors

• @FedericoGarza made their first contribution in #37

Full Changelog: v0.2.0...v0.3.0