Merge branch 'main' into tutorial

.all-contributorsrc

@@ -1442,6 +1442,7 @@
       "avatar_url": "https://avatars.githubusercontent.com/u/7654679?v=4",
       "profile": "https://github.com/rakshitha123",
       "contributions": [
+        "code",
         "doc"
       ]
     },
@@ -1487,8 +1488,18 @@
       "avatar_url": "https://avatars.githubusercontent.com/u/74055102?v=4",
       "profile": "https://github.com/Saransh-cpp",
       "contributions": [
-        "doc"
+        "doc",
+        "infra"
       ]
+    },
+    {
+      "login": "RishiKumarRay",
+      "name": "Rishi Kumar Ray",
+      "avatar_url": "https://avatars.githubusercontent.com/u/87641376?v=4",
+      "profile": "https://github.com/RishiKumarRay",
+      "contributions": [
+        "infra"
+     ]
     }
   ],
   "projectName": "sktime",

.github/release-drafter.yml

@@ -1,5 +1,22 @@
 name-template: 'v$NEXT_PATCH_VERSION'
 tag-template: 'v$NEXT_PATCH_VERSION'
+categories:
+  - title: '🚀 Features'
+    labels:
+      - 'feature'
+      - 'enhancement'
+  - title: '🐛 Bug Fixes'
+    labels:
+      - 'fix'
+      - 'bugfix'
+      - 'bug'
+  - title: '🧰 Maintenance'
+    label:
+      - 'chore'
+      - 'maintenance'
+      - 'refactor'
+      - 'documentation'
+
 template: |
   ## What's New
 

.github/workflows/cancel.yml

@@ -0,0 +1,13 @@
+name: Cancel Workflows on Push
+on:
+  workflow_run:
+    workflows: ["Install and test"]
+    types:
+      - requested
+jobs:
+  cancel:
+    runs-on: ubuntu-latest
+    steps:
+    - uses: styfle/cancel-workflow-action@0.9.1
+      with:
+        workflow_id: ${{ github.event.workflow.id }}

.github/workflows/test.yml

@@ -87,7 +87,7 @@ jobs:
           cp .coveragerc testdir/
           cp setup.cfg testdir/
           cd testdir/
-          python -m pytest --showlocals --durations=10 --cov-report=xml --cov=sktime -v --pyargs sktime
+          python -m pytest --showlocals --durations=10 --cov-report=xml --cov=sktime -v -n 2 --pyargs sktime
       - name: Display coverage report
         run: ls -l ./testdir/
       - name: Publish code coverage

CODE_OF_CONDUCT.md

@@ -1,3 +1,3 @@
 # Code of Conduct
 
-You can find our Code of Conduct on our [website](https://www.sktime.org/en/latest/code_of_conduct.html).
+You can find our Code of Conduct on our [website](https://www.sktime.org/en/latest/get_involved/code_of_conduct.html).

MANIFEST.in

@@ -4,5 +4,5 @@ include *.md
 recursive-include examples *
 recursive-include sktime *.py
 recursive-include sktime *.c *.h *.pyx *.pxd *.pxi *.tp
-recursive-include sktime/datasets *.csv *.csv.gz *.arff *.arff.gz *.txt *.ts *.tsv
+recursive-include sktime/datasets *.csv *.csv.gz *.arff *.arff.gz *.txt *.ts *.tsv *.tsf
 include LICENSE

Makefile

@@ -28,7 +28,7 @@ test: ## Run unit tests
 	mkdir -p ${TEST_DIR}
 	cp .coveragerc ${TEST_DIR}
 	cp setup.cfg ${TEST_DIR}
-	cd ${TEST_DIR}; python -m pytest --cov-report html --cov=sktime --showlocals --durations=20 --pyargs $(PACKAGE)
+	cd ${TEST_DIR}; python -m pytest --cov-report html --cov=sktime -v -n 2 --showlocals --durations=20 --pyargs $(PACKAGE)
 
 tests: test
 

README.md

@@ -4,7 +4,7 @@
 
 > A unified interface for machine learning with time series
 
-:rocket: **Version 0.10.0 out now!** [Check out the release notes here](https://www.sktime.org/en/latest/changelog.html).
+:rocket: **Version 0.10.1 out now!** [Check out the release notes here](https://www.sktime.org/en/latest/changelog.html).
 
 sktime is a library for time series analysis in Python. It provides a unified interface for multiple time series learning tasks. Currently, this includes time series classification, regression, clustering, annotation and forecasting. It comes with [time series algorithms](https://www.sktime.org/en/stable/estimator_overview.html) and [scikit-learn] compatible tools to build, tune and validate time series models.
 
@@ -75,7 +75,7 @@ For **deep learning**, see our companion package: [sktime-dl](https://github.com
 | Module | Status | Links |
 |---|---|---|
 | **[Forecasting]** | stable | [Tutorial](https://www.sktime.org/en/latest/examples/01_forecasting.html) · [API Reference](https://www.sktime.org/en/latest/api_reference.html#sktime-forecasting-time-series-forecasting) · [Extension Template](https://github.com/alan-turing-institute/sktime/blob/main/extension_templates/forecasting.py)  |
-| **[Time Series Classification]** | stable | [Tutorial](https://github.com/alan-turing-institute/sktime/blob/main/examples/02_classification_univariate.ipynb) · [API Reference](https://www.sktime.org/en/latest/api_reference.html#sktime-classification-time-series-classification) · [Extension Template](https://github.com/alan-turing-institute/sktime/blob/main/extension_templates/classification.py) |
+| **[Time Series Classification]** | stable | [Tutorial](https://github.com/alan-turing-institute/sktime/blob/main/examples/02_classification.ipynb) · [API Reference](https://www.sktime.org/en/latest/api_reference.html#sktime-classification-time-series-classification) · [Extension Template](https://github.com/alan-turing-institute/sktime/blob/main/extension_templates/classification.py) |
 | **[Time Series Regression]** | stable | [API Reference](https://www.sktime.org/en/latest/api_reference.html#sktime-classification-time-series-regression) |
 | **[Transformations]** | maturing | [API Reference](https://www.sktime.org/en/latest/api_reference.html#sktime-transformations-time-series-transformers) · [Extension Template](https://github.com/alan-turing-institute/sktime/blob/main/extension_templates/transformer.py)  |
 | **[Time Series Clustering]** | experimental | [Extension Template](https://github.com/alan-turing-institute/sktime/blob/main/extension_templates/clustering.py) |

docs/source/api_reference/forecasting.rst

@@ -44,6 +44,7 @@ Trend
 
     TrendForecaster
     PolynomialTrendForecaster
+    STLForecaster
 
 Exponential Smoothing
 ---------------------

docs/source/api_reference/transformations.rst

@@ -293,6 +293,17 @@ Datetime feature generation
 
     DateTimeFeatures
 
+Lagged Window Summarizer
+~~~~~~~~~~~~~~~~~~~~~~~~
+
+.. currentmodule:: sktime.transformations.series.window_summarizer
+
+.. autosummary::
+    :toctree: auto_generated/
+    :template: class.rst
+
+    WindowSummarizer
+
 Outlier detection
 ~~~~~~~~~~~~~~~~~
 

docs/source/changelog.rst

@@ -14,28 +14,123 @@ For upcoming changes and next releases, see our `milestones <https://github.com/
 For our long-term plan, see our :ref:`roadmap`.
 
 
+[0.10.1] - 2022-02-20
+---------------------
+
+Highlights
+~~~~~~~~~~
+
+* This release is mainly a maintenance patch which upper bounds ``scipy<1.8.0`` to prevent bugs due to interface changes in ``scipy``.
+* Once ``sktime`` is compatible with ``scipy 1.8.0``, the upper bound will be relaxed
+* New forecaster: ``STLForecaster`` (:pr:`1963`) :user:`aiwalter`
+* New transformer: lagged window summarizer transformation (:pr:`1924`) :user:`danbartl`
+* Loaders for ``.tsf`` data format (:pr:`1934`) :user:`rakshitha123`
+
+Dependency changes
+~~~~~~~~~~~~~~~~~~
+* Introduction of bound ``scipy<1.8.0``, to prevent bugs due to interface changes in ``scipy``
+* Once ``sktime`` is compatible with ``scipy 1.8.0``, the upper bound will be relaxed
+
+Added
+~~~~~
+
+Documentation
+^^^^^^^^^^^^^
+
+* [DOC] improvements to the forecasting tutorial (:pr:`1834)` :user:`baggiponte`
+* [DOC] Fix wrong conda command to install packages (:pr:`1973`) :user:`schettino72``
+* [DOC] Removed gitter from README (:pr:`2025`) :user:`aiwalter`
+* [DOC] Fix minor documentation issues (:pr:`2035`) :user:`Saransh-cpp`
+* [DOC] Fixed link from README to classification notebook (:pr:`2042`) :user:`Rubiel1`
+* [DOC] Added merlion as related software (:pr:`2050`) :user:`aiwalter`
+
+Data sets and data loaders
+^^^^^^^^^^^^^^^^^^^^^^^^^^
+
+* [ENH] Added loaders for ``.tsf`` data format (:pr:`1934`) :user:`rakshitha123`
+* [ENH] Added ``.tsf`` dataset for unit testing (:pr:`1996`) :user:`rakshitha123`
+
+Data types, checks, conversions
+^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
+
+* [ENH] ``convert`` store reset/freeze behaviour & fix of bug 1976 (:pr:`1977`) :user:`fkiraly`
+* [ENH] new ``Table`` mtypes: ``pd.Series`` based, ``list`` of ``dict`` (as used in bag of words transformers) (:pr:`2076`) :user:`fkiraly``
+
+Forecasting
+^^^^^^^^^^^
+
+* [ENH] Added ``STLForecaster`` (:pr:`1963`) :user:`aiwalter`
+* [ENH] moving forecaster test params from ``_config`` into classes - all forecasters excluding reduction (:pr:`1902`) :user:`fkiraly`
+
+Transformations
+^^^^^^^^^^^^^^^
+
+* [ENH] Lagged window summarizer transformation (:pr:`1924`) :user:`danbartl`
+
+Maintenance
+~~~~~~~~~~~
+
+* [MNT] Update wheels CI/CD workflow after dropping C extensions and Cython (:pr:`1972`) :user:`lmmentel`
+* [MNT] Rename classification notebooks (:pr:`1980`) :user:`TonyBagnall`
+* [MNT] hotfix: scipy upper bound from ``1.8.0`` (:pr:`1995`) :user:`fkiraly`
+* [MNT] replace deprecated ``np.str`` and ``np.float`` (:pr:`1997`) :user:`fkiraly`
+* [MNT] Remove ``pytest-xdist`` from CI-CD, un-skip `test_multiprocessing_idempotent` (:pr:`2004`) :user:`fkiraly`
+* [MNT] Changing function names in datatypes check to lower_snake_case (:pr:`2014`) :user:`chicken-biryani`
+* [MNT] verbose output for ``linux`` and ``mac`` tests (:pr:`2045`) :user:`Saransh-cpp`
+* [MNT] GitHub Actions: cancel old but running workflows of a PR when pushing again (:pr:`2063`) :user:`RishiKumarRay`
+
+Fixed
+~~~~~
+* [BUG] remove MrSEQL notebook in docs (:pr:`1974`) :user:`TonyBagnall`
+* [BUG] fix import on clustering extension template (:pr:`1978`) :user:`schettino72`
+* [BUG] HC2 component bugfixes (:pr:`2020`) :user:`MatthewMiddlehurst`
+* [BUG] Fix a bug in ``PeriodIndex`` arithmetic (:pr:`1981`) :user:`khrapovs`
+* [BUG] fix conversion of ``nested_univ`` to ``pd-multiindex`` mtype if series have names (:pr:`2000`) :user:`fkiraly`
+* [BUG] ``MiniRocket`` to comply with sklearn init specification, fix ``random_state`` modification in ``__init__`` (:pr:`2027`) :user:`fkiraly`
+* [BUG] naive forecaster window error (:pr:`2047`) :user:`eenticott-shell`
+* [BUG] Fix silent bug in ``ColumnsEnsembleForecaster._predict`` (:pr:`2083`) :user:`aiwalter`
+
+Contributors
+~~~~~~~~~~~~
+
+:user:`aiwalter`,
+:user:`baggiponte`,
+:user:`chicken-biryani`,
+:user:`danbartl`,
+:user:`eenticott-shell`,
+:user:`fkiraly`,
+:user:`khrapovs`,
+:user:`lmmentel`,
+:user:`MatthewMiddlehurst`,
+:user:`rakshitha123`,
+:user:`RishiKumarRay`,
+:user:`Rubiel1`,
+:user:`Saransh-cpp`,
+:user:`schettino72`,
+
+
 [0.10.0] - 2022-02-02
 ---------------------
 
 Highlights
 ~~~~~~~~~~
 
-* `sktime` now supports python 3.7-3.9. Python 3.6 is no longer supported, due to end of life. Last `sktime` version to support python 3.6 was 0.9.0.
-* `sktime` now supports, and requires, `numpy>=1.21.0` and `statsmodels>=0.12.1`
+* ``sktime`` now supports python 3.7-3.9. Python 3.6 is no longer supported, due to end of life. Last ``sktime`` version to support python 3.6 was 0.9.0.
+* ``sktime`` now supports, and requires, ``numpy>=1.21.0`` and ``statsmodels>=0.12.1``
 * overhaul of docs for installation and first-time developers (:pr:`1707`) :user:`amrith-shell`
-* all probabilistic forecasters now provide `predict_interval` and `predict_quantiles` interfaces
+* all probabilistic forecasters now provide ``predict_interval`` and ``predict_quantiles`` interfaces
   (:pr:`1842`, :pr:`1874`, :pr:`1879`, :pr:`1910`, :pr:`1961`) :user:`fkiraly` :user:`k1m190r` :user:`kejsitake`
 * new transformation based pipeline classifiers (:pr:`1721`) :user:`MatthewMiddlehurst`
-* developer install for `sktime` no longer requires C compilers and `cython` (:pr:`1761`, :pr:`1847`, :pr:`1932`, :pr:`1927`) :user:`TonyBagnall`
+* developer install for ``sktime`` no longer requires C compilers and ``cython`` (:pr:`1761`, :pr:`1847`, :pr:`1932`, :pr:`1927`) :user:`TonyBagnall`
 * CI/CD moved completely to GitHub actions (:pr:`1620`, :pr:`1920`) :user:`lmmentel`
 
 
 Dependency changes
 ~~~~~~~~~~~~~~~~~~
-* `sktime` now supports `python` 3.7-3.9 on windows, mac, and unix-based systems
-* `sktime` now supports, and requires, `numpy>=1.21.0` and `statsmodels>=0.12.1`
-* `sktime` `Prophet` interface now uses `prophet` instead of deprecated `fbprophet`
-* developer install for `sktime` no longer requires C compilers and `cython`
+* ``sktime`` now supports ``python`` 3.7-3.9 on windows, mac, and unix-based systems
+* ``sktime`` now supports, and requires, ``numpy>=1.21.0`` and ``statsmodels>=0.12.1``
+* ``sktime`` ``Prophet`` interface now uses ``prophet`` instead of deprecated ``fbprophet``
+* developer install for ``sktime`` no longer requires C compilers and ``cython``
 
 Core interface changes
 ~~~~~~~~~~~~~~~~~~~~~~
@@ -65,8 +160,8 @@ Base interface refactor rolled out to series transformers (:pr:`1790`, :pr:`1795
 * ``fit``, ``transform``, ``fit_transform`` now accept both ``Series`` and ``Panel`` as argument
 * if ``Panel`` is passed to a series transformer, it is applied to all instances
 * all transformers now have signature ``transform(X, y=None)`` and ``inverse_transform(X, y=None)``. This is enforced by the new base interface.
-* `Z` (former first argument) aliases `X` until 0.11.0 in series transformers, will then be removed
-* `X` (former second argument) was not used in those transformers, was changed to `y`
+* ``Z`` (former first argument) aliases ``X`` until 0.11.0 in series transformers, will then be removed
+* ``X`` (former second argument) was not used in those transformers, was changed to ``y``
 * see transformer base API and transformer extension template
 
 Deprecations and removals

docs/source/developer_guide.rst

@@ -18,8 +18,8 @@ New developers should:
 * install a development version of ``sktime``, see :ref:`installation`
 * set up CI tests locally and ensure they know how to check them remotely, see :ref:`continuous_integration`
 * get familiar with the git workflow (:ref:`git_workflow`) and coding standards (:ref:`coding_standards`)
-* feel free, at any point in time, to post questions on Slack, or ask core developers for help
-(see here for a `list of core developers <https://www.sktime.org/en/stable/about/team.html>`_)
+* feel free, at any point in time, to post questions on Slack, or ask core developers for help (see here for a `list of core developers <https://www.sktime.org/en/stable/about/team.html>`_)
+
 * feel free to join the collaborative coding sessions for pair programming or getting help on developer set-up
 
 Further special topics are listed below.

docs/source/installation.rst

@@ -217,7 +217,7 @@ In the ``anaconda prompt`` terminal:
    2. :code:`conda install -c conda-forge prophet`
    3. :code:`conda install -c conda-forge scipy`
 
-   If you fail to satisfy all the requirements see the troubleshooting section.
+   If you fail to satisfy all the requirements see the `troubleshooting section <https://www.sktime.org/en/stable/installation.html#release-versions-troubleshooting>`_.
 
 5. Build an editable version of sktime :code:`pip install -e .[all_extras,dev]`
 6. If everything has worked you should see message "successfully installed sktime"

docs/source/related_software.rst

@@ -114,6 +114,8 @@ Libraries
      - Contains time series preprocessing, transformation as well as classification techniques
    * - `ruptures <https://github.com/deepcharles/ruptures>`_
      - time series annotation: change point detection, segmentation
+   * - `salesforce-merlion <https://github.com/salesforce/Merlion/>`_
+     - Library from salesforce for forecasting, anomaly detection, and change point detection
    * - `scikit-fda <https://github.com/GAA-UAM/scikit-fda>`_
      - A Python library to perform Functional Data Analysis, compatible with scikit-learn, including representation, preprocessing, exploratory analysis and machine learning methods
    * - `scikit-multiflow <https://scikit-multiflow.github.io>`_