0.15.0

New features

• add iTransformer multivariate forecaster (#3017) by @kashif
• Add TiDE model (#3096) by @maxc01
• Add ercot dataset (#3148) by @lostella
• Add ETT datasets (#3149) by @lostella
• Add item_id to ERCOT and ETT datasets (#3150) by @shchur
• Add Seasonal Aggregate Predictor (#3162) by @rshyamsundar

Model updates

• Add option to provide function for season_length in SeasonalNaivePredictor (#3033) by @lostella
• R: add ARIwith exogenous regressors (#3086) by @leica2023

Breaking changes

• ev: Batch data for faster evaluation. (#3051) by @lostella
• Unify QuantileOutput and DistributionOutput (#3093) by @shchur
• Rotbaum: turn to json-based serialization (#3176) by @lostella

Fixes

• Fix loader for the M5 dataset (#3151) by @shchur
• Fix loaders for M5 & ETT datasets (#3155) by @shchur
• Fix item_id for M5 dataset (#3156) by @shchur
• Serde: limit decode code execution (#3175) by @lostella

Dependencies

• Nursery: bump up pyarrow requirement in gluonts.nursery.tsbench (#3056) by @lostella
• Bump scikit-learn from 0.23.2 to 1.0.1 in /src/gluonts/nursery/daf (#3118) by @dependabot
• Bump sklearn version in nursery subpackages (#3120) by @lostella
• Bump dependencies versions to address dependabot alerts (#3173) by @lostella
• Bump dependencies versions to address dependabot alerts, again (#3174) by @lostella

Other changes

• update dockerfile python version to 3.8 (#3072) by @melopeo
• Update REFERENCES.md (#3078) by @abdulfatir
• CI: run R tests on push (#3089) by @lostella
• CI: chain requirements to ensure compatibility (#3112) by @Borda
• test: unify using @pytest.mark.flaky(...) & bump pytest plugins (#3132) by @Borda
• Add Chronos Breaking News (#3154) by @abdulfatir
• lint: freeze & run Black version 24.02 (#3131) by @Borda
• ci: update lints Ruff & docformatter (#3130) by @Borda
• Extend test coverage for pandas frequencies (#3179) by @shchur
• Tests: xfail test for fourier.arima.xreg (#3182) by @lostella

0.14.4

Backporting fixes:

• Fix type annotation for device in PyTorchPredictor #3094 by @lostella
• extend exception for invalid offset_name #3115 by @Borda

0.14.3

Backporting:

• Fix Rotbaum serialization and deserialization #3068 by @pantanurag555
• Fix Rotbaum to handle short series #3073 by @leica2023

0.13.9

Backporting:

• Fix Rotbaum serialization and deserialization #3068 by @pantanurag555
• Fix Rotbaum to handle short series #3073 by @leica2023

0.14.2

Backporting fixes:

• Fix iterable.Cached. #3060 by @jaheba
• Torch: Remove double caching of dataset. #3061 by @jaheba

0.14.1

Backporting fixes:

• Fix edge cases in metric computation #3037 (@lostella)
• Refactor tests for ev.aggregations #3038 (@lostella)
• Add plt.show() to README #3043 (@lostella)
• Rotbaum: Add item-id to forecast. #3049 (@jaheba)
• Fix mypy checks #3052 (@lostella)

0.13.8

Backporting fixes:

• Fix edge cases in metric computation #3037 (@lostella)
• Refactor tests for ev.aggregations #3038 (@lostella)
• Rotbaum: Add item-id to forecast. #3049 (@jaheba)
• Fix mypy checks #3052 (@lostella)

0.14.0

See full diff here: v0.13.0...v0.14.0

0.14.0 rc2

Backports for v0.14.0rc2 (#3032)

* Fix WaveNet inputs (#3022)

* Fix version range for lightning (#3023)

* Allow VCS install using GLUONTS_FALLBACK_VERSION (#3028)

* Make `mypy` checks opt-out instead of opt-in, fix several type issues (#3027)

Co-authored-by: Oleksandr Shchur <shchuro@amazon.com>

* No API docs for nursery. (#3030)

* Fix: #3030. (#3031)

* Add support for Pydantic v1 and v2. (#3026)

---------

Co-authored-by: Oleksandr Shchur <shchuro@amazon.com>
Co-authored-by: ddelange <14880945+ddelange@users.noreply.github.com>
Co-authored-by: Jasper <schjaspe@amazon.de>

0.13.7

Fixing issues with updated requirements, which would prevent the package from installing alongside old versions of PyTorch Lightning:

• Fix lightning import (#3018 by @shchur)
• Update requirements-pytorch.txt (#3019 by @shchur)