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Releases: tinkoff-ai/etna

etna 1.1.3

08 Oct 16:39
@iKintosh iKintosh
1.1.3
a183234
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etna 1.1.3

This is a hot fix release.
This update is recommended for installation for all etna users!

  • Limit version of pandas by 1.2
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etna 1.1.2

08 Oct 08:21
@iKintosh iKintosh
1.1.2
0a88490
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etna 1.1.2

Just some bug fixes:

Changed

  • SklearnTransform out column names (#99)
  • Update EDA notebook (#96)
  • Add 'regressor_' prefix to output columns of LagTransform, DateFlagsTransform, SpecialDaysTransform, SegmentEncoderTransform

Fixed

  • Add more obvious Exception Error for forecasting with unfitted model (#102)
  • Fix bug with hardcoded frequency in PytorchForecastingTransform (#107)
  • Bug with inverse_transform method of TimeSeriesImputerTransform (#148)
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:bomb: PRE-release 1.1.2-alpha.0

07 Oct 20:24
@iKintosh iKintosh
1.1.2-alpha.0
3169371
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:bomb: PRE-release 1.1.2-alpha.0 Pre-release
Pre-release

In progress...
Fixing bugs

Changed

  • SklearnTransform out column names (#99)
  • Update EDA notebook (#96)
  • Add 'regressor_' prefix to output columns of LagTransform, DateFlagsTransform, SpecialDaysTransform, SegmentEncoderTransform

Fixed

  • Add more obvious Exception Error for forecasting with unfitted model (#102)
  • Fix bug with hardcoded frequency in PytorchForecastingTransform (#107)
  • Bug with inverse_transform method of TimeSeriesImputerTransform (#148)
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etna 1.1.1

23 Sep 13:07
@iKintosh iKintosh
1.1.1
87e9a8a
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etna 1.1.1 
Update publish-docs.yml
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etna 1.1.0

22 Sep 21:04
@iKintosh iKintosh
1.1.0
eae86ec
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etna 1.1.0

In this release we focused on adding even more features to our library. Please meet new models and transforms:

Added

  • MedianOutliersTransform, DensityOutliersTransform (#30)
  • Issues and Pull Request templates
  • TSDataset checks (#24, #20)
  • Pytorch-Forecasting models (#29)
  • SARIMAX model (#10)
  • Logging, including ConsoleLogger (#46)
  • Correlation heatmap plotter (#77)

Changed

  • Backtest is fully parallel
  • New default hyperparameters for CatBoost

Fixed

  • Documentation fixes (#55, #53, #52)
  • Solved warning in LogTransform and AddConstantTransform (#26)
  • Regressors does not have enough history bug (#35)
  • make_future(1) and make_future(2) bug
  • Fix working with 'cap' and 'floor' features in Prophet model (#62))
  • Fix saving init params for SARIMAXModel (#81)
  • Imports of nn models, PytorchForecastingTransform and Transform (#80))
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etna 1.0.0

17 Sep 11:02
@iKintosh iKintosh
1.0.0
3ba0c16
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etna 1.0.0

This is our first release 🎉
More to come!
Stay tuned!

Added

  • Models
    • CatBoost
    • Prophet
    • Seasonal Moving Average
    • Naive
    • Linear
  • Transforms
    • Rolling statistics
    • Trend removal
    • Segment encoder
    • Datetime flags
    • Sklearn skalers (MinMax, Robust, MinMaxAbs, Standard, MaxAbs)
    • BoxCox, YeoJohnson, LogTransform
    • Lag operator
    • NaN imputer
  • TimeSeriesCrossValidation
  • Time Series Dataset (TSDataset)
  • Playground datasets generation (AR, constant, periodic, from pattern)
  • Matrics (MAE, MAPE, SMAPE, MedAE, MSE, MSLE, R^2)
  • EDA mehods
    • Outliers detection
    • PACF plot
    • Cross correlation plot
    • Destribution plot
    • Anomalies (Outliers) plot
    • Backtest (CrossValidation) plot
    • Forecast plot
Assets 2
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