Releases
1.11.0
Highlights:
ETNA native RNN and base classes for deep learning models
Lambda transform
Prophet 1.1 support without c++ compiler dependency
Prediction intervals for DeepAR and TFTModel
Add known_future
parameter to CLI
Full changelog:
Added
LSTM based RNN and native deep models base classes (#776 )
Lambda transform (#762 )
assemble pipelines (#774 )
Tests on in-sample, out-sample predictions with gap for all models (#785 )
Changed
Add columns and mode parameters in plot_correlation_matrix (#726 )
Add CatBoostPerSegmentModel and CatBoostMultiSegmentModel classes, deprecate CatBoostModelPerSegment and CatBoostModelMultiSegment (#779 )
Allow Prophet update to 1.1 (#799 )
Make LagTransform, LogTransform, AddConstTransform vectorized (#756 )
Improve the behavior of plot_feature_relevance visualizing p-values (#795 )
Update poetry.core version (#780 )
Make native prediction intervals for DeepAR (#761 )
Make native prediction intervals for TFTModel (#770 )
Test cases for testing inference of models (#794 )
Wandb.log to WandbLogger (#816 )
Fixed
Fix missing prophet in docker images (#767 )
Add known_future
parameter to CLI (#758 )
FutureWarning: The frame.append method is deprecated. Use pandas.concat instead (#764 )
Correct ordering if multi-index in backtest (#771 )
Raise errors in models.nn if they can't make in-sample and some cases out-sample predictions (#813 )
Teach BATS/TBATS to work with in-sample, out-sample predictions correctly (#806 )
Github actions cache issue with poetry update (#778 )
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