v1.6.0

[jmoralez]

New Features

• Conformal Prediction @kvnkho (Conformal Prediction #592)
• Adding levels to distributed backends @kvnkho (Adding levels to distributed backends #581)
• [FEAT] Add ConstantModel and ZeroModel @FedericoGarza ([FEAT] Add ConstantModel and ZeroModel #568)
• [FEAT] Add NaNModel @FedericoGarza ([FEAT] Add NaNModel #567)
• [FEAT] Add conformal intervals Theta family @FedericoGarza ([FEAT] Add conformal intervals Theta family #501)
• [FEAT] Add conformal intervals for CES @FedericoGarza ([FEAT] Add conformal intervals for CES #500)
• [FEATURE] Polars support @akmalsoliev ([FEATURE] Polars support #448)
• [FEAT] Add conformal intervals to arima family @FedericoGarza ([FEAT] Add conformal intervals to arima family #488)
• [FEAT] Add conformal intervals to StatsForecast class @FedericoGarza ([FEAT] Add conformal intervals to StatsForecast class #487)
• [FEAT] Add conformal prediction for AutoARIMA @FedericoGarza ([FEAT] Add conformal prediction for AutoARIMA #486)
• [FEAT] Return plot object @FedericoGarza ([FEAT] Return plot object #465)
• [FEAT] Add stl_kwargs to MSTL @FedericoGarza ([FEAT] Add stl_kwargs to MSTL #462)
• [FEAT] Support pandas 2.0 changes @FedericoGarza ([FEAT] Support pandas 2.0 changes #456)

Breaking Change

• Reducing StatsForecast Size @kvnkho (Reducing StatsForecast Size #600)

Bug Fixes

• take shallow copy on dataframe processing and fix get_cmap deprecation @jmoralez (take shallow copy on dataframe processing and fix get_cmap deprecation #617)
• fix arima max order params @jmoralez (fix arima max order params #613)
• Fix iteration range in non-stepwise AutoARIMA @manuel-calzolari (Fix iteration range in non-stepwise AutoARIMA #601)
• [Core] Fixed RuntimeWarning Generated by _get_cols ([Core] RuntimeWarning Generated by _get_cols  #538) @taniishkaaa ([Core] Fixed RuntimeWarning Generated by _get_cols (#538) #563)
• [FIX] Unnecessary datetime column conversion @akmalsoliev ([FIX] Unnecessary datetime column conversion #558)
• [FIX] Accommodated switch to jupyter-lab @akmalsoliev ([FIX] Accommodated switch to jupyter-lab #511)
• [FIX] Polars hotfix @akmalsoliev ([FIX] Polars hotfix #503)
• [FIX] Added polars to settings.ini @akmalsoliev ([FIX] Added polars to settings.ini  #499)
• [FIX] HoltWinters forecasts (weekly seasonality) @FedericoGarza ([FIX] HoltWinters forecasts (weekly seasonality) #483)
• [FIX] Consider correct seasonality for exp smoothing @FedericoGarza ([FIX] Consider correct seasonality for exp smoothing #474)
• Remove unused levels from categorical unique_id @nickto (Remove unused levels from categorical unique_id #473)
• [FIX] Add protection ETS zero division error @FedericoGarza ([FIX] Add protection ETS zero division error #470)
• [FIX] allow period=1 using mstl @FedericoGarza ([FIX] allow period=1 using mstl #463)
• [FIX] ets forbidden component combinations @FedericoGarza ([FIX] ets forbidden component combinations #461)
• [FIX] Different results between forecast and fit/predict MSTL @FedericoGarza ([FIX] Different results between forecast and fit/predict MSTL #446)
• Stop using mutable defaults for ets_f lower and upper arguments @kschmaus (Stop using mutable defaults for ets_f lower and upper arguments #437)
• [FIX] Distributed behaviour with exogenous variables @FedericoGarza ([FIX] Distributed behaviour with exogenous variables #427)

Documentation

• Adding details to Conformal Prediction docs @kvnkho (Adding details to Conformal Prediction docs #607)
• Tutorial for Conformal Prediction @kvnkho (Tutorial for Conformal Prediction #597)
• [FIX] SeasonalNaive docs @nelsoncardenas ([FIX] SeasonalNaive docs #588)
• Fix incorrect parameter name in How-To-Guides @yibenhuang (Fix incorrect parameter name in How-To-Guides #584)
• Changing Load Forecasting Data Souce @kvnkho (Changing Load Forecasting Data Souce #572)
• [DOCS] Adding GARCH and ARCH to index @kvnkho ([DOCS] Adding GARCH and ARCH to index #571)
• Fix broken doc links @andrewgross (Fix broken doc links #566)
• Fixing broken links @kvnkho (Fixing broken links #559)
• Updated the document to reflect the deprecation of ETS in favor of AutoETS ([MODELS DOCS] Change ETS to AutoETS  #319) @taniishkaaa (Updated the document to reflect the deprecation of ETS in favor of AutoETS (#319) #561)
• [DOC] renamed files for order @mergenthaler ([DOC] renamed files for order #554)
• Update nbs/ @FedericoGarza (Update nbs/ #548)
• [FIX] Restructure how-to guides @FedericoGarza ([FIX] Restructure how-to guides #547)
• [DOCS] AutomaticForecasting @mergenthaler ([DOCS] AutomaticForecasting #545)
• Updating Distributed Documentation @kvnkho (Updating Distributed Documentation #541)
• Update nbs/ @FedericoGarza (Update nbs/ #546)
• [FEAT] New docs structure @FedericoGarza ([FEAT!] New docs structure #534)
• [DOCS] Polars documentation @akmalsoliev ([DOCS] Polars documentation #527)
• Update nbs/docs/contribute/ file @FedericoGarza (Update nbs/docs/contribute/ file #544)
• Update nbs/docs/contribute/ file @FedericoGarza (Update nbs/docs/contribute/ file #543)
• Update nbs/ file @FedericoGarza (Update nbs/ file #542)
• Update CONTRIBUTING.md file @FedericoGarza (Update CONTRIBUTING.md file #533)
• [FEAT] Add mlforecast to ensemble example @FedericoGarza ([FEAT] Add mlforecast to ensemble example #502)
• [FIX] Link end to end pipeline @FedericoGarza ([FIX] Link end to end pipeline #477)
• Update README.md @mergenthaler (Update README.md #468)
• [DOCS] Added more instructions on nbdev @akmalsoliev ([DOCS] Added more instructions on nbdev #449)
• [DOCS] Hide utils fns from core @FedericoGarza ([DOCS] Hide utils fns from core #429)
• Fix naive model description @shagn (Fix naive model description #268)

Enhancement

• check for level when prediction_intervals are set @jmoralez (check for level when prediction_intervals are set #615)
• raise informative error when series are too short for cross_validation @jmoralez (raise informative error when series are too short for cross_validation #610)
• Add release drafter @FedericoGarza (Add release drafter #514)
• Add issue template files @FedericoGarza (Add issue template files #513)
• Add issue template @FedericoGarza (Add issue template #512)

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This discussion was created from the release v1.6.0.