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Release 0.15.0 (#706)
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* bump u8darts

* update changelog for 0.15.0
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hrzn authored Dec 24, 2021
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58 changes: 57 additions & 1 deletion CHANGELOG.md
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Darts is still in an early development phase and we cannot always guarantee backwards compatibility. Changes that may **break code which uses a previous release of Darts** are marked with a "🔴".

## [Unreleased](https://github.com/unit8co/darts/tree/master)
[Full Changelog](https://github.com/unit8co/darts/compare/0.14.0...master)
[Full Changelog](https://github.com/unit8co/darts/compare/0.15.0...master)

## [0.15.0](https://github.com/unit8co/darts/tree/0.15.0) (2021-12-24)
### For users of the library:

**Added**:
- On-the-fly encoding of position and calendar information in Torch-based models.
Torch-based models now accept an option `add_encoders` parameter, specifying how to
use certain calendar and position information as past and/or future covariates on the-fly.

Example:
```
from darts.dataprocessing.transformers import Scaler
add_encoders={
'cyclic': {'future': ['month']},
'datetime_attribute': {'past': ['hour'], 'future': ['year', 'dayofweek']},
'position': {'past': ['absolute'], 'future': ['relative']},
'custom': {'past': [lambda index: (index.year - 1950) / 50]},
'transformer': Scaler()
}
```
This will add a cyclic encoding of the month as future covariates, add some datetime
attributes as past and future covariates, an absolute/relative position (index), and
even some custom mapping of the index (such as a function of the year). A `Scaler` will
be applied to fit/transform all of these covariates both during training and inference.
- The scalers can now also be applied on stochastic `TimeSeries`.
- There is now a new argument `max_samples_per_ts` to the `fit()` method of Torch-based
models, which can be used to limit the number of samples contained in the underlying
training dataset, by taking (at most) the most recent `max_samples_per_ts` training samples
per time series.
- All local forecasting models that support covariates (Prophet, ARIMA, VARIMA, AutoARIMA)
now handle covariate slicing themselves; this means that you don't need to make sure your
covariates have the exact right time span. As long as they contain the right time span, the
models will slice them for you.
- `TimeSeries.map()` and mappers data transformers now work on stochastic `TimeSeries`.
- Granger causality function: `utils.statistics.granger_causality_tests` can test if one
univariate `TimeSeries` "granger causes" another.
- New stationarity tests for univariate `TimeSeries`: `darts.utils.statistics.stationarity_tests`,
`darts.utils.statistics.stationarity_test_adf` and `darts.utils.statistics.stationarity_test_kpss`.
- New test coverage badge 🦄


**Fixed**:
- Fixed various issues in different notebooks.
- Fixed a bug handling frequencies in Prophet model.
- Fixed an issue causing `PastCovariatesTorchModels` (such as `NBEATSModel`) prediction
to fail when `n > output_chunk_length` AND `n` not being a multiple of `output_chunk_length`.
- Fixed an issue in backtesting which was causing untrained models
not to be trained on the initial window when `retrain=False`.
- Fixed an issue causing `residuals()` to fail for Torch-based models.

### For developers of the library:
- Updated the [contribution guidelines](https://github.com/unit8co/darts/blob/master/CONTRIBUTING.md)
- The unit tests have been re-organised with submodules following that of the library.
- All relative import paths have been removed and replaced by absolute paths.
- pytest and pytest-cov are now used to run tests and compute coverage.


## [0.14.0](https://github.com/unit8co/darts/tree/0.14.0) (2021-11-28)
### For users of the library:
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2 changes: 1 addition & 1 deletion setup_u8darts.py
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Expand Up @@ -29,7 +29,7 @@ def read_requirements(path):

setup(
name='u8darts',
version="0.14.0",
version="0.15.0",
description='A python library for easy manipulation and forecasting of time series.',
long_description=LONG_DESCRIPTION,
long_description_content_type="text/markdown",
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