Merge branch 'main' into pr/6265

.all-contributorsrc

@@ -2649,7 +2649,8 @@
       "avatar_url": "https://avatars.githubusercontent.com/u/37468543?v=4",
       "profile": "https://github.com/meraldoantonio",
       "contributions": [
-        "doc"
+        "doc",
+        "bug"
       ]
     },
     {
@@ -2729,6 +2730,15 @@
         "doc"
       ]
     },
+{
+      "login": "ArthrowAbstract",
+      "name": "Devanshu Sinha",
+      "avatar_url": "https://avatars.githubusercontent.com/u/38614120?v=4",
+      "profile": "https://github.com/ArthrowAbstract",
+      "contributions": [
+        "code"
+      ]
+    },
     {
       "login": "MMTrooper",
       "name": "Michael Mwimali",
@@ -2803,6 +2813,35 @@
       "contributions": [
         "maintenance"
       ]
+    },
+    {
+      "login": "cedricdonie",
+      "name": "Cedric Donié",
+      "avatar_url": "https://avatars.githubusercontent.com/u/6626593?v=4",
+      "profile": "https://github.com/cedricdonie",
+      "contributions": [
+        "bug",
+        "code"
+      ]
+    },
+    {
+      "login": "helloplayer1",
+      "name": "Julian Haderlein",
+      "avatar_url": "https://avatars.githubusercontent.com/u/32032467?v=4",
+      "profile": "https://github.com/helloplayer1",
+      "contributions": [
+        "doc"
+      ]
+    },
+    {
+      "login": "ishanpai",
+      "name": "Ishan Paidhungat",
+      "avatar_url": "https://avatars.githubusercontent.com/u/73134788?v=4",
+      "profile": "https://github.com/ishanpai",
+      "contributions": [
+        "code",
+        "doc"
+      ]
     }
   ]
 }

.github/workflows/test.yml

@@ -266,7 +266,7 @@ jobs:
     strategy:
       fail-fast: false  # to not fail all combinations if just one fail
       matrix:
-        python-version: ['3.8', '3.9', '3.10', '3.11', '3.12']
+        python-version: ['3.9', '3.10', '3.11', '3.12']
         os: [ubuntu-latest, macos-13, windows-latest]
     runs-on: ${{ matrix.os }}
     steps:
@@ -307,7 +307,7 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        python-version: ['3.8', '3.9', '3.10', '3.11', '3.12']
+        python-version: ['3.9', '3.10', '3.11', '3.12']
     runs-on: ubuntu-latest
     steps:
       - uses: actions/checkout@v4

.github/workflows/test_all.yml

@@ -26,7 +26,6 @@ jobs:
       fail-fast: false
       matrix:
         python-version:
-          - "3.8"
           - "3.9"
           - "3.10"
           - "3.11"
@@ -58,7 +57,6 @@ jobs:
       fail-fast: false
       matrix:
         python-version:
-          - "3.8"
           - "3.9"
           - "3.10"
           - "3.11"
@@ -101,7 +99,6 @@ jobs:
       fail-fast: false
       matrix:
         python-version:
-          - "3.8"
           - "3.9"
           - "3.10"
           - "3.11"

.github/workflows/test_base.yml

@@ -26,7 +26,6 @@ jobs:
       fail-fast: false
       matrix:
         python-version:
-          - "3.8"
           - "3.9"
           - "3.10"
           - "3.11"

.github/workflows/test_datasets.yml

@@ -11,7 +11,6 @@ jobs:
       fail-fast: false
       matrix:
         python-version:
-          - "3.8"
           - "3.9"
           - "3.10"
           - "3.11"
@@ -51,7 +50,6 @@ jobs:
       fail-fast: false
       matrix:
         python-version:
-          - "3.8"
           - "3.9"
           - "3.10"
           - "3.11"
@@ -75,7 +73,7 @@ jobs:
         with:
           python-version: ${{ matrix.python-version }}
       - name: dependencies installation step
-        run: python3 -m pip install .[tests]
+        run: python3 -m pip install .[tests,datasets]
         shell: bash
       - name: unit test step
         run: python3 -m pytest -m "datadownload" sktime/datasets

.github/workflows/test_module.yml

@@ -58,7 +58,6 @@ jobs:
       fail-fast: false
       matrix:
         python-version:
-          - "3.8"
           - "3.9"
           - "3.10"
           - "3.11"

.github/workflows/test_other.yml

@@ -39,7 +39,6 @@ jobs:
       fail-fast: false
       matrix:
         python-version:
-          - "3.8"
           - "3.9"
           - "3.10"
           - "3.11"

.github/workflows/wheels.yml

@@ -35,7 +35,7 @@ jobs:
       fail-fast: false  # to not fail all combinations if just one fail
       matrix:
         os: [ubuntu-latest, macos-13]
-        python-version: ['3.8', '3.9', '3.10', '3.11', '3.12']
+        python-version: ['3.9', '3.10', '3.11', '3.12']
 
     steps:
       - uses: actions/checkout@v4
@@ -68,7 +68,7 @@ jobs:
       fail-fast: false  # to not fail all combinations if just one fail
       matrix:
         os: [windows-latest]
-        python-version: ['3.8', '3.9', '3.10', '3.11', '3.12']
+        python-version: ['3.9', '3.10', '3.11', '3.12']
 
     steps:
       - uses: actions/checkout@v4

README.md

@@ -4,7 +4,7 @@
 
 > A unified interface for machine learning with time series
 
-:rocket: **Version 0.29.0 out now!** [Check out the release notes here](https://www.sktime.net/en/latest/changelog.html).
+:rocket: **Version 0.29.1 out now!** [Check out the release notes here](https://www.sktime.net/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.net/en/stable/estimator_overview.html) and [scikit-learn] compatible tools to build, tune and validate time series models.
 
@@ -17,7 +17,7 @@ sktime is a library for time series analysis in Python. It provides a unified in
 | **Community** | [![!discord](https://img.shields.io/static/v1?logo=discord&label=discord&message=chat&color=lightgreen)](https://discord.com/invite/54ACzaFsn7) [![!slack](https://img.shields.io/static/v1?logo=linkedin&label=LinkedIn&message=news&color=lightblue)](https://www.linkedin.com/company/scikit-time/)  |
 | **CI/CD** | [![github-actions](https://img.shields.io/github/actions/workflow/status/sktime/sktime/wheels.yml?logo=github)](https://github.com/sktime/sktime/actions/workflows/wheels.yml) [![!codecov](https://img.shields.io/codecov/c/github/sktime/sktime?label=codecov&logo=codecov)](https://codecov.io/gh/sktime/sktime) [![readthedocs](https://img.shields.io/readthedocs/sktime?logo=readthedocs)](https://www.sktime.net/en/latest/?badge=latest) [![platform](https://img.shields.io/conda/pn/conda-forge/sktime)](https://github.com/sktime/sktime) |
 | **Code** |  [![!pypi](https://img.shields.io/pypi/v/sktime?color=orange)](https://pypi.org/project/sktime/) [![!conda](https://img.shields.io/conda/vn/conda-forge/sktime)](https://anaconda.org/conda-forge/sktime) [![!python-versions](https://img.shields.io/pypi/pyversions/sktime)](https://www.python.org/) [![!black](https://img.shields.io/badge/code%20style-black-000000.svg)](https://github.com/psf/black)  |
-| **Downloads**| [![Downloads](https://static.pepy.tech/personalized-badge/sktime?period=week&units=international_system&left_color=grey&right_color=blue&left_text=weekly%20(pypi))](https://pepy.tech/project/sktime) [![Downloads](https://static.pepy.tech/personalized-badge/sktime?period=month&units=international_system&left_color=grey&right_color=blue&left_text=monthly%20(pypi))](https://pepy.tech/project/sktime) [![Downloads](https://static.pepy.tech/personalized-badge/sktime?period=total&units=international_system&left_color=grey&right_color=blue&left_text=cumulative%20(pypi))](https://pepy.tech/project/sktime) |
+| **Downloads** | ![PyPI - Downloads](https://img.shields.io/pypi/dw/sktime) ![PyPI - Downloads](https://img.shields.io/pypi/dm/sktime) [![Downloads](https://static.pepy.tech/personalized-badge/sktime?period=total&units=international_system&left_color=grey&right_color=blue&left_text=cumulative%20(pypi))](https://pepy.tech/project/sktime) |
 | **Citation** | [![!zenodo](https://zenodo.org/badge/DOI/10.5281/zenodo.3749000.svg)](https://doi.org/10.5281/zenodo.3749000) |
 
 ## :books: Documentation

docs/source/about/team.rst

@@ -44,10 +44,6 @@ Community Council Observers
      - :user:`benheid`
    * - Jana Schmidberger
      - :user:`janasberger`
-   * - Lovkush Agarwal
-     - :user:`lovkush-a`
-   * - Mirae Parker
-     - :user:`miraep8`
 
 Code of Conduct Committee
 -------------------------
@@ -70,6 +66,8 @@ Core Developers
 
    * - Name
      - GitHub ID
+   * - Alex Gregory
+     - :user:`Alex-JG3`
    * - Anirban Ray
      - :user:`yarnabrina`
    * - Benedikt Heidrich

docs/source/api_reference/datasets.rst

@@ -29,6 +29,7 @@ These loaders can be used to access reference datasets for benchmarking.
     :template: function.rst
 
     load_forecastingdata
+    load_fpp3
     load_UCR_UEA_dataset
 
 

docs/source/api_reference/forecasting.rst

@@ -50,6 +50,7 @@ Pipelines can also be constructed using ``*``, ``+``, and ``|`` dunders.
     ForecastByLevel
     Permute
     HierarchyEnsembleForecaster
+    TransformSelectForecaster
     FhPlexForecaster
     IgnoreX
     FallbackForecaster
@@ -388,6 +389,14 @@ Deep learning based forecasters
     NeuralForecastRNN
     NeuralForecastLSTM
 
+.. currentmodule:: sktime.forecasting.pykan_forecaster
+
+.. autosummary::
+    :toctree: auto_generated/
+    :template: class.rst
+
+    PyKANForecaster
+
 
 Intermittent time series forecasters
 ------------------------------------

docs/source/api_reference/performance_metrics.rst

@@ -98,6 +98,7 @@ Distribution forecasts
     :toctree: auto_generated/
     :template: class_with_call.rst
 
+    AUCalibration
     CRPS
     LogLoss
     SquaredDistrLoss

docs/source/api_reference/tags.rst

@@ -73,12 +73,9 @@ These tags are typically used for typing, packaging and documentation purposes.
 Forecaster tags
 ---------------
 
-This section lists tags applying to forecasters.
+This section lists tags applying to forecasters (``"forecaster"`` type).
 These tags are used to describe capabilities, properties, and behavior of forecasters.
 
-The list also includes some developer facing tags that are used to
-control internal behavior of the forecaster.
-
 .. currentmodule:: sktime.registry._tags
 
 .. autosummary::
@@ -91,13 +88,20 @@ control internal behavior of the forecaster.
     capability__pred_int
     capability__pred_int__insample
     capability__missing_values
+    requires_fh_in_fit
+    fit_is_empty
 
 
 .. _panel_tags:
 
 Tags for classifiers, regressors, clustering
 --------------------------------------------
 
+This section lists tags applying to time series classifiers, regressors,
+and clusterers  (``"classifier"``, ``"regressor"``, ``"clusterer"`` types).
+These tags are used to describe capabilities, properties, and behavior of
+these types of objects.
+
 .. currentmodule:: sktime.registry._tags
 
 .. autosummary::
@@ -106,8 +110,38 @@ Tags for classifiers, regressors, clustering
     :nosignatures:
 
     capability__multivariate
+    capability__multioutput
     capability__missing_values
     capability__unequal_length
     capability__feature_importance
     capability__contractable
     capability__train_estimate
+
+
+.. _transformer_tags:
+
+Tags for ordinary transformers
+------------------------------
+
+This section lists tags applying to ordinary transformers, i.e., objects that
+transform a single time series object (``"transformer"`` type).
+
+.. currentmodule:: sktime.registry._tags
+
+.. autosummary::
+    :toctree: auto_generated/
+    :template: function.rst
+    :nosignatures:
+
+    scitype__transform_input
+    scitype__transform_output
+    scitype__transform_labels
+    requires_x
+    requires_y
+    capability__missing_values
+    capability__unequal_length
+    capability__inverse_transform
+    capability__inverse_transform__exact
+    capability__inverse_transform__range
+    fit_is_empty
+    transform_returns_same_time_index

docs/source/api_reference/transformations.rst

@@ -392,6 +392,14 @@ Filtering and denoising
 
     ThetaLinesTransformer
 
+.. currentmodule:: sktime.transformations.series.bollinger
+
+.. autosummary::
+    :toctree: auto_generated/
+    :template: class.rst
+
+    Bollinger
+
 Differencing, slope, kinematics
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~