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Published July 12, 2021 | Version v0.7.0

alan-turing-institute/sktime: v0.7.0

Description

What's New Added
  • new module (experimental): Time Series Clustering (#1049) @TonyBagnall
  • new module (experimental): Pairwise transformers, kernels/distances on tabular data and panel data - base class, examples, extension templates (#1071) @fkiraly @chrisholder
  • new module (experimental): Series annotation and PyOD adapter (#1021) @fkiraly @satya-pattnaik
  • Clustering extension templates, docstrings & get_fitted_params (#1100) @fkiraly
  • New Classifier: Implementation of signature based methods. (#714) @jambo6
  • New Forecaster: Croston's method (#730) @Riyabelle25
  • New Forecaster: ForecastingPipeline for pipelining with exog data (#967) @aiwalter
  • New Transformer: Multivariate Detrending (#1042) @SveaMeyer13
  • New Transformer: ThetaLines transformer (#923) @GuzalBulatova
  • sktime registry (#1067) @fkiraly
  • Feature/information criteria get_fitted_params (#942) @ltsaprounis
  • Add plot_correlations() to plot series and acf/pacf (#850) @RNKuhns
  • Add doc-quality tests on changed files (#752) @mloning
  • Docs: Create add_dataset.rst (#970) @Riyabelle25
  • Added two new related software packages (#1019) @aiwalter
  • Added orbit as related software (#1128) @aiwalter
  • adding fkiraly as codeowner for forecasting base classes (#989) @fkiraly
  • added mloning and aiwalter as forecasting/base code owners (#1108) @fkiraly
Changed
  • Update metric to handle y_train (#858) @RNKuhns
  • TSC base template refactor (#1026) @fkiraly
  • Forecasting refactor: base class refactor and extension template (#912) @fkiraly
  • Forecasting refactor: base/template docstring fixes, added fit_predict method (#1109) @fkiraly
  • Forecasters refactor: NaiveForecaster (#953) @fkiraly
  • Forecasters refactor: BaseGridSearch, ForecastingGridSearchCV, ForecastingRandomizedSearchCV (#1034) @GuzalBulatova
  • Forecasting refactor: polynomial trend forecaster (#1003) @thayeylolu
  • Forecasting refactor: Stacking, Multiplexer, Ensembler and TransformedTarget Forecasters (#977) @thayeylolu
  • Forecasting refactor: statsmodels and theta forecaster (#1029) @thayeylolu
  • Forecasting refactor: reducer (#1031) @Lovkush-A
  • Forecasting refactor: ensembler, online-ensembler-forecaster and descendants (#1015) @thayeylolu
  • Forecasting refactor: TbatAdapter (#1017) @thayeylolu
  • Forecasting refactor: PmdArimaAdapter (#1016) @thayeylolu
  • Forecasting refactor: Prophet (#1005) @thayeylolu
  • Forecasting refactor: CrystallBall Forecaster (#1004) @thayeylolu
  • Forecasting refactor: default tags in BaseForecaster; added some new tags (#1013) @fkiraly
  • Forecasting refactor: removing _SktimeForecaster and horizon mixins (#1088) @fkiraly
  • Forecasting tutorial rework (#972) @fkiraly
  • Added tuning tutorial to forecasting example notebook - fkiraly suggestions on top of #1047 (#1053) @fkiraly
  • Classification: Kernel based refactor (#875) @MatthewMiddlehurst
  • Classification: catch22 Remake (#864) @MatthewMiddlehurst
  • Forecasting: Remove step_length hyper-parameter from reduction classes (#900) @mloning
  • Transformers: Make OptionalPassthrough to support multivariate input (#1112) @aiwalter
  • Transformers: Improvement to Multivariate-Detrending (#1077) @SveaMeyer13
  • Update plot_series to handle pd.Int64 and pd.Range index uniformly (#892) @Dbhasin1
  • Including floating numbers as a window length (#827) @thayeylolu
  • update docs on loading data (#885) @SveaMeyer13
  • Update docs (#887) @mloning
  • [DOC] Updated docstrings to inform that methods accept ForecastingHorizon (#872) @julramos
Fixed
  • Fix use of seasonal periodicity in naive model with mean strategy (from PR #917) (#1124) @mloning
  • Fix ForecastingPipeline import (#1118) @mloning
  • Bugfix - forecasters should use internal interface _all_tags for self-inspection, not _has_tag (#1068) @fkiraly
  • bugfix: Prophet adapter fails to clone after setting parameters (#911) @Yard1
  • Fix seeding issue in Minirocket Classifier (#1094) @Lovkush-A
  • fixing soft dependencies link (#1035) @fkiraly
  • Fix minor typos in docstrings (#889) @GuzalBulatova
  • Fix manylinux CI (#914) @mloning
  • Add limits.h to ensure pip install on certain OS's (#915) @tombh
  • Fix side effect on input for Imputer and HampelFilter (#1089) @aiwalter
  • BaseCluster class issues resolved (#1075) @chrisholder
  • Cleanup metric docstrings and fix bug in _RelativeLossMixin (#999) @RNKuhns
  • minor clarifications in forecasting extension template preamble (#1069) @fkiraly
  • Fix fh in imputer method based on in-sample forecasts (#861) @julramos
  • Arsenal fix, extended capabilities and HC1 unit tests (#902) @MatthewMiddlehurst
  • minor bugfix - setting _is_fitted to False before input checks in forecasters (#941) @fkiraly
  • Properly process random_state when fitting Time Series Forest ensemble in parallel (#819) @kachayev
  • bump nbqa (#998) @MarcoGorelli
  • datetime: Construct Timedelta from parsed pandas frequency (#873) @ckastner

All contributors: @Dbhasin1, @GuzalBulatova, @Lovkush-A, @MarcoGorelli, @MatthewMiddlehurst, @RNKuhns, @Riyabelle25, @SveaMeyer13, @TonyBagnall, @Yard1, @aiwalter, @chrisholder, @ckastner, @fkiraly, @jambo6, @julramos, @kachayev, @ltsaprounis, @mloning, @thayeylolu and @tombh

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