Merge branch 'main' into quick-soft-dep-check

.all-contributorsrc

@@ -2842,6 +2842,37 @@
         "code",
         "doc"
       ]
+    },
+    {
+      "login": "gareth-brown-86",
+      "name": "Gareth Brown",
+      "avatar_url": "https://avatars.githubusercontent.com/u/89069265?s=400&u=f6dc19c786a1762fcb7cdbb04f7f30bee9bd0240&v=4",
+      "profile": "https://github.com/gareth-brown-86",
+      "contributions": [
+        "code",
+        "bug"
+      ]
+    },
+    {
+      "login": "duydl",
+      "name": "Duy Do Le",
+      "avatar_url": "https://avatars.githubusercontent.com/u/56506156?v=4",
+      "profile": "https://github.com/duydl",
+      "contributions": [
+        "code",
+        "doc",
+        "maintenance"
+      ]
+    },
+    {
+      "login": "ksharma6",
+      "name": "Kishen Sharma",
+      "avatar_url": "https://avatars.githubusercontent.com/u/142558351?v=4",
+      "profile": "https://github.com/ksharma6",
+      "contributions": [
+        "bug",
+        "code"
+      ]
     }
   ]
 }

.github/workflows/test.yml

@@ -128,7 +128,7 @@ jobs:
         run: python -m pip list
 
       - name: Run tests
-        run: make PYTESTOPTIONS="--cov --cov-report=xml --timeout=600" test_softdeps
+        run: make test_softdeps
 
   test-nosoftdeps-full:
     needs: test-nosoftdeps
@@ -156,7 +156,7 @@ jobs:
         run: python -m pip list
 
       - name: Run tests
-        run: make PYTESTOPTIONS="--cov --cov-report=xml --timeout=600" test_softdeps_full
+        run: make PYTESTOPTIONS="--cov --matrixdesign=False --timeout=600" test_softdeps_full
 
   test-mlflow:
     needs: test-nosoftdeps
@@ -178,7 +178,7 @@ jobs:
         run: python -m pip list
 
       - name: Run tests
-        run: make PYTESTOPTIONS="--cov --cov-report=xml --timeout=600" test_mlflow
+        run: make test_mlflow
 
   test-cython-estimators:
     needs: test-nosoftdeps
@@ -208,7 +208,7 @@ jobs:
         run: python -m pip list
 
       - name: Run tests
-        run: make PYTESTOPTIONS="--cov --cov-report=xml --only_cython_estimators=True --matrixdesign=False --timeout=600" test_check_suite
+        run: make PYTESTOPTIONS="--only_cython_estimators=True --matrixdesign=False --timeout=600" test_check_suite
 
       - name: Publish code coverage
         uses: codecov/codecov-action@v4

.readthedocs.yml

@@ -12,7 +12,7 @@ python:
 build:
   os: ubuntu-22.04
   tools:
-    python: "3.11"
+    python: "3.12"
 
 sphinx:
   configuration: docs/source/conf.py

README.md

@@ -4,7 +4,7 @@
 
 > A unified interface for machine learning with time series
 
-:rocket: **Version 0.29.1 out now!** [Check out the release notes here](https://www.sktime.net/en/latest/changelog.html).
+:rocket: **Version 0.30.1 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.
 
@@ -15,7 +15,7 @@ sktime is a library for time series analysis in Python. It provides a unified in
 | **Open Source** | [![BSD 3-clause](https://img.shields.io/badge/License-BSD%203--Clause-blue.svg)](https://github.com/sktime/sktime/blob/main/LICENSE) |
 | **Tutorials** | [![Binder](https://mybinder.org/badge_logo.svg)](https://mybinder.org/v2/gh/sktime/sktime/main?filepath=examples) [![!youtube](https://img.shields.io/static/v1?logo=youtube&label=YouTube&message=tutorials&color=red)](https://www.youtube.com/playlist?list=PLKs3UgGjlWHqNzu0LEOeLKvnjvvest2d0) |
 | **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) |
+| **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) [![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** | ![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) |

docs/source/api_reference/tags.rst

@@ -11,7 +11,7 @@ Tags are key-value pairs, where the key is a string with the name of the tag.
 The value of the tag can have arbitrary type, and describes a property, capability,
 or controls behaviour of the object, depending on the value.
 
-For instance, a forecaster may have the tag ``capability:pred_int: True`` if it can
+For instance, a forecaster may have the tag ``"capability:pred_int": True`` if it can
 make probabilistic predictions.
 Users can find all forecasters that can make probabilistic predictions by filtering
 for this tag.
@@ -25,7 +25,7 @@ Inspecting tags, retrieving by tags
 
 * to get the tags of an object, use the ``get_tags`` method.
   An object's tags can depend on its hyper-parameters.
-* to get the tags of a class, use the ``get_tags`` method of the class.
+* to get the tags of a class, use the ``get_class_tags`` method of the class.
   A class's tags are static and do not depend on its hyper-parameters.
   By default, class tags that may vary for instances take the most "capable" value,
   in the case of capabilities.
@@ -113,6 +113,7 @@ these types of objects.
     capability__multioutput
     capability__missing_values
     capability__unequal_length
+    capability__predict_proba
     capability__feature_importance
     capability__contractable
     capability__train_estimate
@@ -145,3 +146,27 @@ transform a single time series object (``"transformer"`` type).
     capability__inverse_transform__range
     fit_is_empty
     transform_returns_same_time_index
+
+
+.. _dev_common_tags:
+
+Common developer tags
+---------------------
+
+This section lists tags that are used to control internal behaviour of objects,
+e.g., the boilerplate layer.
+
+These are primarily useful for power users using the extension
+templates to create ``sktime`` compatible objects.
+
+The tags below have limited use in retrieval or inspection of objects.
+
+.. currentmodule:: sktime.registry._tags
+
+.. autosummary::
+    :toctree: auto_generated/
+    :template: function.rst
+    :nosignatures:
+
+    x_inner_mtype
+    y_inner_mtype

docs/source/changelog.rst

@@ -19,6 +19,159 @@ For upcoming changes and next releases, see our `milestones <https://github.com/
 For our long-term plan, see our :ref:`roadmap`.
 
 
+Version 0.30.1 - 2024-06-04
+---------------------------
+
+Minimal maintenance update with actions consolidating onboard packages.
+
+For last major feature update, see 0.29.1.
+
+Contents
+~~~~~~~~
+
+* [MNT] reorganization of onboard libs - ``pykalman``, ``vmdpy`` (:pr:`6535`) :user:`fkiraly`
+* [MNT] differential testing for ``split`` module (:pr:`6532`) :user:`fkiraly`
+
+
+Version 0.30.0 - 2024-06-03
+---------------------------
+
+Major upgrade to the time series anomaly, changepoints, segmentation API (:user:`Alex-JG3`).
+Users should review the section in the release notes.
+
+Kindly also note the python 3.8 End-of-life warning below.
+
+Also includes scheduled deprecations and change actions.
+
+For last major feature update, see 0.29.1.
+
+Dependency changes
+~~~~~~~~~~~~~~~~~~
+
+* ``joblib`` is now an explicit core dependency, with bounds ``<1.5,>=1.2.0``.
+  Previously, ``joblib`` was an indirect core dependency, via ``scikit-learn``.
+  Due to direct imports, this was changed to an explicit dependency.
+
+* ``scikit-learn`` (core dependency) bounds have been updated to ``>=0.24,<1.6.0``
+
+* ``scikit-base`` (core dependency) bounds have been updated to ``>=0.6.1,<0.9.0``
+
+* ``skpro`` (soft dependency) bounds have been updated to ``>=2,<2.4.0``
+
+* ``kotsu`` is not longer a soft dependency required by the forecasting benchmarking
+  framework. The ``kotsu`` package is no longer maintained,
+  and its necessary imports have beend moved
+  to ``sktime`` as private utilities until refactor. See :pr:`6514`.
+
+* ``pykalman`` (transformations soft dependency) has been forked into ``sktime``,
+  as ``sktime.libs.pykalman``, as the original package is no longer maintained,
+  see ``sktime`` issue 5414 or ``pykalman`` issue 109.
+
+  * The package fork will be maintained in ``sktime``.
+  * Direct users of ``pykalman`` can replace imports ``from pykalman import x``
+    with equivalent imports ``from sktime.libs.pykalman import x``.
+  * Indirect users via the transformer ``KalmanFilterTransformerPK`` will not be
+    impacted as APIs do not change, except that they no longer require
+    the original ``pykalman`` package in their python environment.
+
+* ``dask`` (data container and parallelization back-end) bounds have been updated to ``<2024.5.3``
+
+* ``holidays`` (transformations soft dependency) bounds have been updated to ``>=0.29,<0.51``
+
+Core interface changes
+~~~~~~~~~~~~~~~~~~~~~~
+
+The time series annotation, anomalies, changepoints, segmentation API has been
+fully reworked to be in line with ``scikit-base`` patterns, ``sktime`` tags,
+and to provide a more consistent and flexible interface.
+
+* the API provides ``predict`` methods for annotation labels, e.g., segments,
+  outlier points, and a ``transform`` method for indicator series, for instance
+  1/0 indicator whether an anomaly is present at the time stamp.
+* the ``fmt`` argument used in some estimators is now deprecated,
+  in favour of using ``predict`` or ``transform``.
+* The type of annotation, e.g., change points or segmentation, is
+  encoded by the new tag ``task`` used in time series annotators,
+  with values ``anomaly_detection``, ``segmentation``, ``changepoint_detection``.
+* Low-level methods allow polymorphic use of annotators, e.g., a changepoint detector
+  to be used for segmentation, via ``predict_points`` or ``predict_segments``.
+  The ``predict`` method defaults to the type of annotation defined by ``task``.
+
+A full tutorial with examples will be created over the next release cycles,
+and further enhancements are planned.
+
+Deprecations and removals
+~~~~~~~~~~~~~~~~~~~~~~~~~
+
+Python 3.8 End-of-life
+^^^^^^^^^^^^^^^^^^^^^^
+
+``sktime`` now requires Python version ``>=3.9``.
+No errors will be raised on Python 3.8, but test coverage and support for
+Python 3.8 has been dropped.
+
+Kindly note for context: python 3.8 will reach end of life
+in October 2024, and multiple ``sktime`` core dependencies,
+including ``scikit-learn``, have already dropped support for 3.8.
+
+Forecasting
+^^^^^^^^^^^
+
+``cINNForecaster`` has been renamed to ``CINNForecaster``.
+The estimator is no longer available under its old name,
+after the deprecation period.
+Users should replace any imports of ``cINNForecaster``
+with imports of ``CINNForecaster``.
+
+Enhancements
+~~~~~~~~~~~~
+
+* [ENH] Rework of base series annotator API (:pr:`6265`) :user:`Alex-JG3`
+* [ENH] upgrade ``is_module_changed`` test utility for paths (:pr:`6518`) :user:`fkiraly`
+
+Documentation
+~~~~~~~~~~~~~
+
+* [DOC] updated ``all_estimators`` docstring for ``re.Pattern`` support (:pr:`6478`) :user:`fkiraly`
+
+Maintenance
+~~~~~~~~~~~
+
+* [MNT] [Dependabot](deps): Update skpro requirement from ``<2.3.0,>=2`` to ``>=2,<2.4.0`` (:pr:`6443`) :user:`dependabot[bot]`
+* [MNT] [Dependabot](deps): Update scikit-learn requirement from ``<1.5.0,>=0.24`` to ``>=0.24,<1.6.0`` (:pr:`6462`) :user:`dependabot[bot]`
+* [MNT] [Dependabot](deps): Update scikit-base requirement from ``<0.8.0,>=0.6.1`` to ``>=0.6.1,<0.9.0`` (:pr:`6488`) :user:`dependabot[bot]`
+* [MNT] [Dependabot](deps): Update ``dask`` requirement from ``<2024.5.2`` to ``<2024.5.3`` (:pr:`6526`) :user:`dependabot[bot]`
+* [MNT] [Dependabot](deps): Update ``holidays`` requirement from ``<0.50,>=0.29`` to ``>=0.29,<0.51`` (:pr:`6525`) :user:`dependabot[bot]`
+* [MNT] drop test coverage on python 3.8 in CI (:pr:`6329`) :user:`yarnabrina`
+* [MNT] final change cycle (0.30.0) for renaming ``cINNForecaster`` to ``CINNForecaster`` (:pr:`6367`) :user:`geetu040`
+* [MNT] added ``joblib`` as core dependency (:pr:`6384`) :user:`yarnabrina`
+* [MNT] 0.30.0 deprecations and change actions (:pr:`6468`) :user:`fkiraly`
+* [MNT] modified CRLF line endings to LF line endings (:pr:`6512`) :user:`yarnabrina`
+* [MNT] Move dependency checkers to separate module in ``utils`` (:pr:`6354`) :user:`fkiraly`
+* [MNT] resolution to ``pykalman`` issue - ``sktime`` local pykalman fork (:pr:`6188`) :user:`fkiraly`
+* [MNT] add systematic differential test switch to low-level tests (:pr:`6511`) :user:`fkiraly`
+* [MNT] isolate ``utils`` module init and ``sktime`` init from external imports (:pr:`6516`) :user:`fkiraly`
+* [MNT] preparing refactor of benchmark framework: folding minimal ``kotsu`` library into ``sktime`` (:pr:`6514`) :user:`fkiraly`
+* [MNT] run tests in ``distances`` module only if it has changed (:pr:`6517`) :user:`fkiraly`
+* [MNT] refactor ``pykalman`` tests to ``pytest`` and conditional execution (:pr:`6519`) :user:`fkiraly`
+* [MNT] conditional execution of tests in ``datatypes`` module (:pr:`6520`) :user:`fkiraly`
+
+Fixes
+~~~~~
+
+* [BUG] Remove dict unpacking on list in tuning skopt (:pr:`6521`) :user:`gareth-brown-86`
+
+Contributors
+~~~~~~~~~~~~
+
+:user:`Alex-JG3`,
+:user:`dependabot[bot]`,
+:user:`fkiraly`,
+:user:`gareth-brown-86`,
+:user:`geetu040`,
+:user:`yarnabrina`
+
+
 Version 0.29.1 - 2024-05-30
 ---------------------------