v1.6.0

Republish of the 1.6.0 release from August 23rd 2023, since it disappeared from github.

New Features

• Conformal Prediction @kvnkho (#592)
• Adding levels to distributed backends @kvnkho (#581)
• [FEAT] Add ConstantModel and ZeroModel @FedericoGarza (#568)
• [FEAT] Add NaNModel @FedericoGarza (#567)
• [FEAT] Add conformal intervals Theta family @FedericoGarza (#501)
• [FEAT] Add conformal intervals for CES @FedericoGarza (#500)
• [FEATURE] Polars support @akmalsoliev (#448)
• [FEAT] Add conformal intervals to arima family @FedericoGarza (#488)
• [FEAT] Add conformal intervals to StatsForecast class @FedericoGarza (#487)
• [FEAT] Add conformal prediction for AutoARIMA @FedericoGarza (#486)
• [FEAT] Return plot object @FedericoGarza (#465)
• [FEAT] Add stl_kwargs to MSTL @FedericoGarza (#462)
• [FEAT] Support pandas 2.0 changes @FedericoGarza (#456)

Breaking Change

• Reducing StatsForecast Size @kvnkho (#600)

Bug Fixes

• take shallow copy on dataframe processing and fix get_cmap deprecation @jmoralez (#617)
• fix arima max order params @jmoralez (#613)
• Fix iteration range in non-stepwise AutoARIMA @manuel-calzolari (#601)
• [Core] Fixed RuntimeWarning Generated by _get_cols (#538) @taniishkaaa (#563)
• [FIX] Unnecessary datetime column conversion @akmalsoliev (#558)
• [FIX] Accommodated switch to jupyter-lab @akmalsoliev (#511)
• [FIX] Polars hotfix @akmalsoliev (#503)
• [FIX] Added polars to settings.ini @akmalsoliev (#499)
• [FIX] HoltWinters forecasts (weekly seasonality) @FedericoGarza (#483)
• [FIX] Consider correct seasonality for exp smoothing @FedericoGarza (#474)
• Remove unused levels from categorical unique_id @nickto (#473)
• [FIX] Add protection ETS zero division error @FedericoGarza (#470)
• [FIX] allow period=1 using mstl @FedericoGarza (#463)
• [FIX] ets forbidden component combinations @FedericoGarza (#461)
• [FIX] Different results between forecast and fit/predict MSTL @FedericoGarza (#446)
• Stop using mutable defaults for ets_f lower and upper arguments @kschmaus (#437)
• [FIX] Distributed behaviour with exogenous variables @FedericoGarza (#427)

Documentation

• Adding details to Conformal Prediction docs @kvnkho (#607)
• Tutorial for Conformal Prediction @kvnkho (#597)
• [FIX] SeasonalNaive docs @nelsoncardenas (#588)
• Fix incorrect parameter name in How-To-Guides @yibenhuang (#584)
• Changing Load Forecasting Data Souce @kvnkho (#572)
• [DOCS] Adding GARCH and ARCH to index @kvnkho (#571)
• Fix broken doc links @andrewgross (#566)
• Fixing broken links @kvnkho (#559)
• Updated the document to reflect the deprecation of ETS in favor of AutoETS (#319) @taniishkaaa (#561)
• [DOC] renamed files for order @mergenthaler (#554)
• Update nbs/ @FedericoGarza (#548)
• [FIX] Restructure how-to guides @FedericoGarza (#547)
• [DOCS] AutomaticForecasting @mergenthaler (#545)
• Updating Distributed Documentation @kvnkho (#541)
• Update nbs/ @FedericoGarza (#546)
• [FEAT] New docs structure @FedericoGarza (#534)
• [DOCS] Polars documentation @akmalsoliev (#527)
• Update nbs/docs/contribute/ file @FedericoGarza (#544)
• Update nbs/docs/contribute/ file @FedericoGarza (#543)
• Update nbs/ file @FedericoGarza (#542)
• Update CONTRIBUTING.md file @FedericoGarza (#533)
• [FEAT] Add mlforecast to ensemble example @FedericoGarza (#502)
• [FIX] Link end to end pipeline @FedericoGarza (#477)
• Update README.md @mergenthaler (#468)
• [DOCS] Added more instructions on nbdev @akmalsoliev (#449)
• [DOCS] Hide utils fns from core @FedericoGarza (#429)
• Fix naive model description @shagn (#268)

Enhancement

• check for level when prediction_intervals are set @jmoralez (#615)
• raise informative error when series are too short for cross_validation @jmoralez (#610)
• Add release drafter @FedericoGarza (#514)
• Add issue template files @FedericoGarza (#513)
• Add issue template @FedericoGarza (#512)