v2.0.2

What's Changed

• Fix deep learning bug on Windows. by @aadyotb in #148

Full Changelog: v2.0.1...v2.0.2

v2.0.1

What's Changed

• Address FutureWarning from Scipy 1.10+ by @aadyotb in #143

Full Changelog: v2.0.0...v2.0.1

v2.0.0

What's Changed

• Implemented a GUI dashboard for Merlion. by @yangwenzhuo08 in #129 and @mattfernandez-salesforce in #139
• Support for deep learning forecasters. by @yihaocs in #134
• Add exogenous regressor support to sklearn models. by @aadyotb in #128
• New abstractions for rolling-window forecasters. by @Emerald01 in #127

Major Changes Since v1.3.0

• Implemented a GUI dashboard for Merlion.
• Implemented multiple state-of-the-art deep learning forecasting models.
• Added support for exogenous regressors to all forecasting models.

Major Changes since v1.0.0

• Implemented a GUI dashboard for Merlion.
• Added support for exogenous regressors to a wide range of forecasting models.
• Implemented multiple deep forecasting models, in addition to the existing deep anomaly detection models.
• Added a change point detection module.
• Added a pyspark API for Merlion, to perform forecasting or anomaly detection for many time series in parallel.
• Expanded AutoML to new models, including Prophet and ETS.
• Added utilities for hierarchical time series.
• Re-architectured all Merlion models to streamline new development work.

New Contributors

• @Emerald01 made their first contribution in #127
• @yangwenzhuo08 made their first contribution in #129
• @yihaocs made their first contribution in #134
• @uchiiii made their first contribution in #138
• @mattfernandez-salesforce made their first contribution in #139

Full Changelog: v1.3.1...v2.0.0

v1.3.1

What's Changed

• Add support for exogenous regressors by @aadyotb in #125
• Simplify implementations of SARIMA, ETS, VectorAR. by @aadyotb in #122
• Fix edge case bug in layered models. by @aadyotb in #123
• Fix incorrect reference to BOCPD model in factory by @jonwiggins in #124

New Contributors

• @jonwiggins made their first contribution in #124

Full Changelog: v1.3.0...v1.3.1

v1.3.0

What's Changed

• Improve robustness of Spark API @aadyotb in #118
• Add easy-to-use data loaders for custom datasets. by @aadyotb in #120
• More AutoML features included in AutoETS and AutoProphet. More streamlined implementation of AutoML models. by @chenghaoliu89 in #119 and @aadyotb in #121

Major Changes Since v1.2.0

• Added a pyspark API for Merlion, to perform forecasting or anomaly detection for many time series in parallel. The API is compatible with the spark-on-k8s-operator.
• Expanded functionality of AutoETS and AutoProphet models, to automatically select more hyperparameters besides just seasonality.
• Expanded evaluation framework to accommodate multivariate forecasting. This enables automatic model selection for multivariate time series.
• Updated Prophet dependency to simplify installation for Python 3.7+.
• Various bugfixes.

Full Changelog: v1.2.5...v1.3.0

v1.2.5

What's Changed

• Fix a bug where in layered models which prevents certain sub-model params (e.g. target_seq_index) from being set correctly.
• Fix an argument parsing bug in the pyspark anomaly detection app.
• Makes max_forecast_steps an optional parameter for tree models.
• Makes exceptions from ModelFactory more descriptive.
• Allow the use of ForecastMetric for evaluating multivariate time series by specifying a target_seq_index.

Full Changelog: v1.2.4...v1.2.5

v1.2.4

What's Changed

• Enhance spark API & add compatibility with spark-on-k8s-operator. by @aadyotb in #114
• Enhance tree forecasters to work with max_forecast_steps=None and return_prev=True. by @aadyotb in #114
• Fix Prophet.resample_time_stamps bug by @rafaelleinio in #112
• Add policy to replace missing time series values with 0. by @aadyotb in #113

New Contributors

• @rafaelleinio made their first contribution in #112

Full Changelog: v1.2.3...v1.2.4

v1.2.3

What's Changed

• Update prophet required version to 1.1 by @aadyotb in #110
• Don't resample timestamps if not needed in forecast(). by @aadyotb in #109

Full Changelog: v1.2.2...v1.2.3

v1.2.2

What's Changed

• Fix AutoSARIMA bugs. by @aadyotb in #106
• Add beta pyspark API. by @aadyotb in #107
• Make test coverage reports more accurate. by @aadyotb in #108

Full Changelog: v1.2.1...v1.2.2

v1.2.1

What's Changed

• Fix issues with LayeredModelConfig accessing underlying model attributes. This fixes various bugs with both AutoML models and default models. by @aadyotb in #99 and #104

Full Changelog: v1.2.0...v1.2.1