Skip to content

etna 1.11.0

Compare
Choose a tag to compare
@martins0n martins0n released this 25 Jul 11:45
· 159 commits to master since this release
4d5adee

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)