v4.0.0.a0

What's Changed

• Update issue templates by @egordm in #620
• feature: Added issue templates to OpenSTEF. and fixed their licensing. by @egordm in #621
• feat: updated authors. by @bartpleiter in #613
• feature(STEF-2297): Setup OpenSTEF 4.0 branch by @egordm in #638
• feature(STEF-2298): [OpenSTEF 4.0] Setup project dev tools by @egordm in #639
• feature(STEF-2299): [OpenSTEF 4.0] Setup CI/CD by @egordm in #640
• feature(STEF-2300): Added contributing guide and docs by @egordm in #641
• feature(629): Added project skeleton, added default pydantic models, added documentation on how to do logging. by @egordm in #643
• feature(#628): Added openstef core package for datasets and other shared code. by @egordm in #645
• feature(#628): Minor adjustments in reference doc generation. by @egordm in #646
• feature(#628): Addition of STEF BEAM by @egordm in #647
• feature(#626): Refactored VersionedTimeSeriesDataset to consist of versioned parts to avoid O(n^2) problem when doing cross dataset operations. by @egordm in #657
• feature(#626): Add feature engineering by @lschilders in #650
• feature(626): Completeness check by @MvLieshout in #655
• feature(626): Flatliner check transform by @MvLieshout in #651
• feature(#626): Moved transforms to the openstef-models package. by @egordm in #659
• feature(#628): Updated package deps. by @egordm in #660
• feature(#626): Added feature pipeline and horizon splitting by @egordm in #664
• feature(#628): Added lag transform. Fixed bug where timeseries dataset part can have duplicate timestamps in index. by @egordm in #665
• feature(#626): Air-related Features Transform by @MvLieshout in #663
• feature(626): Energy domain features by @MvLieshout in #666
• Fixed #656 by updating style guide typing guidelines. And fixed #661 by fixing github links to docs and disabling source button. by @egordm in #667
• feature(#627): Implemented model interfaces by @egordm in #669
• feature(#633): Added model pipeline, interfaces for postprocessing, storage, callbacks. Refactor by reorganizing transforms. by @egordm in #674
• add rIQD and relative pinball loss metrics by @MentReeze in #675
• Add option to plot timeseries without interpolated lines where gaps in data by @MentReeze in #676
• feature(#633): Refactored transform, predictor and stateful bases. Added split component pipeline. by @egordm in #677
• feature(#687): Implemented xgboost model by @egordm in #694
• feature(#687): Implemented gblinear model by @lschilders in #695
• add quantile calibration boxplot by @MentReeze in #682
• feature(#688): add FlatlinerForecaster by @lschilders in #696
• feat(#679): added dimensionality reduction transform by @fleur-petit in #699
• feature: Added n_estimators to GBLinear to control how many iterations to run by @egordm in #700
• add windowed metrics averaged over locations by @MentReeze in #701
• feature(#689): Add basecase forecaster by @lschilders in #702
• fix: various forecasting fixes by @egordm in #703
• feature: Added license check / summary. by @egordm in #704
• feature(#678): Created a new explicit multihorizon type. Added input data splitting. by @egordm in #706
• feature(#691): State serialization fixes. Added validation to MultiHorizon. Standardized dataset saving. by @egordm in #707
• feature(#691): Implemented train-test splitting in model. MLFlow storage, model freshness check, and compare new model against the old one. by @egordm in #708
• feature: add get window versioned in backtest to allow backtesting with versioned data. by @egordm in #710
• feature(#632): Added quantile sorter, confidence interval applicator, and postprocessing pipeline. by @egordm in #709
• fix: Fixed various warnings during tests. by @egordm in #711
• feature(#681): rename transforms and workflows by @egordm in #712
• feature(#681): Added standardized column selection for transforms. Fixed bug in holiday feature adder. Added a list of added columns. by @egordm in #716
• feature(#697): added benchmark for public liander2024 dataset to openstef-beam by @bartpleiter in #717
• Feature/697 liander2024 benchmark forecaster and example by @bartpleiter in #720
• feature(#681): Added workflow preset with some out of the box configuration for short term energy forecasting by @egordm in #723
• feature(#681): OSTEF3 style lags. by @egordm in #725
• feature(#681): Added sample weighting. Updated forecasting workflow. by @egordm in #726
• feature(#690) added feature importance by @egordm in #727
• feature: improve preset data split, added more validation by @egordm in #730
• feature(#718): Removed lambdas from liander 2024 target provider. #728 Made various fixes to improve gblinear performance. Normalization, loss function, sample weighting. by @egordm in #731
• feature: Add sample weighted rCRPS by @MvLieshout in #734
• feature(#728): state save refactor by @egordm in #733
• fix: Retraining data bug Liander 2024 benchmark by @MvLieshout in #740
• added iterative imputer by @fleur-petit in #737
• feature: forecaster hyperparams and eval metrics by @egordm in #746
• fix(STEF-2475) fix and refactor backtesting iction in context of backtestforecasting config for clarity. Added more colors. Fixed data split function to handle 0.0 splits. by @egordm in #747
• feature: Disabled data cutoff by default to be consistent with openstef 3. And other minor improvements. by @egordm in #748
• fix(STEF-2475): Fixed rolling aggregate adder by adding forward filling and stating support for only one horizon. by @egordm in #750
• fix(#728): Fixed parallelism stability issues, and gblinear feature pipeline. by @egordm in #752
• fix(STEF-2475): Fixed benchmarking issue concering concatting sorted datasets. Fixed sample weight incompatibility with openstef 3. by @egordm in #753
• Feature/685 energy split by @bartpleiter in #754
• change(#635): release changes to docs by @egordm in #757

New Contributors

• @fleur-petit made their first contribution in #699

Full Changelog: v3.4.79...v4.0.0.a0