v2.0.3

Changes

• Documentation improvement @nasaul (#1046)
• docs: enhance conformal prediction tutorial for SEO @khuyentran1401 (#1053)
• Solves testing issues @nasaul (#1051)
• Fix more broken links @deven367 (#1040)
• typo: README.md @loama (#1045)
• doc enhancements @deven367 (#1039)
• New documentation pipeline @deven367 (#1037)
• migrate tests from nbs to pytest @deven367 (#1029)
• rm df arg from constructor @deven367 (#1030)
• [FEAT] Add python 3.13 @elephaint (#1028)
• SeasonalNaive.forward @kdgutier (#1025)

v2.0.2

Bug fixes

• Pin statsmodels / scipy @elephaint (#1019)

Documentation

• docs: Updated Theta tutorials @MMenchero (#1005)
• FutureWarning: 'H' is deprecated and will be removed in a future version, please use 'h' instead. @vaidatascientist (#991)
• Added '~' in the code cell to accurately get the anomalies in AnomalyDetection.ipynb @vaidatascientist (#990)

v2.0.1

Bug Fixes

• fix(nelder-mead): argsort before early exit @jmoralez (#984)
• fix(arima): handle zero sigma2 in CSS method @andrewscottm (#960)
• fix(arima): initialize residuals to zero for CSS @jmoralez (#959)

Documentation

• Typo: Removed mean with fitted in doc string of `predict_in_sampl… @Gunnvant (#978)
• docs(readme): add TBATS and MFLES @jmoralez (#954)
• docs(README): update pandas freq @jmoralez (#951)

Enhancement

• enh(SES): improve implementation @christophertitchen (#973)
• enh: migrate theta to c++ @jmoralez (#955)

v2.0.0

Breaking Change

• breaking: remove deprecated behavior @jmoralez (#946)
• breaking: allowmean and allowdrift True by default in AutoARIMA @V-nguard (#918)

Bug Fixes

• C++ ARIMA fixes and refactoring @filipcacky (#939)
• fix: seasonal naive confidence interval bug @andrewscottm (#932)
• fix: auto arima xreg rank deficient test @andrewscottm (#931)

Documentation

• Update broken yahoo query @paullabonne (#925)

v1.7.8

Bug Fixes

• fix: chunk series in parallel forecast @jmoralez (#915)
• fix: set lower bound on threadpoolctl @jmoralez (#914)
• fix: static requirements @jmoralez (#910)

v1.7.7.1

Bug Fixes

• fix: bump build to include submodules in sdist @jmoralez (#906)

v1.7.7

Bug Fixes

• fix: reduce overhead in parallel forecast @jmoralez (#901)
• fix: pass constant in autoarima stepwise @robert-robison (#899)

Enhancement

• enh: keep target dtype in output @jmoralez (#865)
• enh: migrate ARIMA to C++ @jmoralez (#895)
• enh: migrate ETS to C++ @jmoralez (#757)

v1.7.6

Bug Fixes

• fix matrix product for arima var_coef @jmoralez (#848)
• fix arima trained models results index @jmoralez (#858)
• support multiple seasonalities in mstl_decomposition @jmoralez (#861)
• propagate model alias to fallback model in fit @jmoralez (#846)

Documentation

• mfles model reference and experiment @jmoralez (#853)
• Fix SyntaxWarning: invalid escape sequence @ravibrock (#842)

Dependencies

• config: CI, add python 3.12 @westonplatter (#793)

Enhancement

• remove TqdmExperimentalWarning @jmoralez (#854)
• store time taken by model in forecast method @jmoralez (#850)
• support progress bar in parallel forecast @jmoralez (#849)

v1.7.5

New Features

• Add MFLES Method @tblume1992 (#810)
• add SklearnModel @jmoralez (#812)

Bug Fixes

• Fix allowdrift and allowmean in non-stepwise AutoARIMA @manuel-calzolari (#828)
• return Naive model for constant series in AutoCES @jmoralez (#821)
• disable decomposition in theta when data has less than two seasonal periods @jmoralez (#820)
• return max float instead of Inf in arima_css_op @jmoralez (#819)

Enhancement

• fix syntax warnings in refit check @jmoralez (#824)
• set target_col=None in _parse_X_level @jmoralez (#822)
• fix refit check for models forward @jmoralez (#823)
• Create CODE_OF_CONDUCT.md @tracykteal (#818)
• use single threaded functions in multiprocessing @jmoralez (#815)

v1.7.4

Bug Fixes

• tbats fixes @jmoralez (#788)
• fix: parallel custom cols @AzulGarza (#790)

Documentation

• specify conformal intervals restrictions with respect to series lengths in tutorial @tonysinghmss (#795)

Enhancement

• persist distributed fitted values @jmoralez (#808)