You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
- 🚀🚀 Introducing Conformal Prediction to Darts: Add calibrated prediction intervals to any pre-trained global forecasting model with our first two conformal prediction models : [#2552](https://github.com/unit8co/darts/pull/2552) by [Dennis Bader](https://github.com/dennisbader).
15
-
-`ConformalNaiveModel`: It uses past point forecast errors to produce calibrated forecast intervals with a specified coverage probability.
16
-
-`ConformalQRModel`: It combines quantile regression (or any probabilistic model) with conformal prediction techniques. It adjusts quantile estimates to generate calibrated prediction intervals with a specified coverage probability.
- 🚀🚀 Introducing Conformal Prediction: You can now add calibrated prediction intervals to any pre-trained global forecasting model with our first two conformal prediction models : [#2552](https://github.com/unit8co/darts/pull/2552) by [Dennis Bader](https://github.com/dennisbader).
27
+
-`ConformalNaiveModel`: Uses past point forecast errors to produce calibrated forecast intervals with a specified coverage probability.
28
+
-`ConformalQRModel`: Combines quantile regression (or any probabilistic model) with conformal prediction techniques. It adjusts the quantile estimates to generate calibrated prediction intervals with a specified coverage probability.
17
29
- Both models offer the following support:
30
+
- identical API as forecasting models
18
31
- use any pre-trained global forecasting model as the base forecaster
19
32
- uni and multivariate forecasts
20
33
- single and multiple series forecasts
21
34
- single and multi-horizon forecasts
22
35
- generate a single or multiple calibrated prediction intervals
23
36
- direct quantile value predictions (interval bounds) or sampled predictions from these quantile values
24
37
- covariates based on the underlying forecasting model
25
-
- Check out this [example notebook](https://unit8co.github.io/darts/examples/23-Conformal-Prediction-examples.html) for more information!
26
-
- Improvements to `ForecastingModel.historical_forecasts()`, `backtest()`, `residuals()`, and `gridsearch()`:
27
-
- 🚀🚀 Added support for data transformers and pipelines. Use argument `data_transformers` to automatically apply any `DataTransformer` and/or `Pipeline` to the input series without data-leakage (fit on historic window of input series, transform the input series, and inverse transform the forecasts). [#2529](https://github.com/unit8co/darts/pull/2529) by [Antoine Madrona](https://github.com/madtoinou) and [Jan Fidor](https://github.com/JanFidor)
38
+
- Check out our [conformal prediction notebook](https://unit8co.github.io/darts/examples/23-Conformal-Prediction-examples.html) for detailed information and usage examples!
39
+
- Improvements to backtesting with `ForecastingModel` (`historical_forecasts()`, `backtest()`, `residuals()`, and `gridsearch()`):
40
+
- 🚀🚀 Added support for data transformers and pipelines. Use argument `data_transformers` to automatically apply any `DataTransformer` and/or `Pipeline` to the input series without data-leakage (optional fit on historic window of input series, transform the input series, and inverse transform the forecasts). [#2529](https://github.com/unit8co/darts/pull/2529) by [Antoine Madrona](https://github.com/madtoinou) and [Jan Fidor](https://github.com/JanFidor)
28
41
- Improved `start` handling. If `start` is not within the trainable / forecastable points, uses the closest valid start point that is a round multiple of `stride` ahead of start. Raises a ValueError, if no valid start point exists. This guarantees that all historical forecasts are `n * stride` points away from start, and will simplify many downstream tasks. [#2560](https://github.com/unit8co/darts/issues/2560) by [Dennis Bader](https://github.com/dennisbader).
29
42
- Added support for `overlap_end=True` to `residuals()`. This computes historical forecasts and residuals that can extend further than the end of the target series. Guarantees that all returned residual values have the same length per forecast (the last residuals will contain missing values, if the forecasts extended further into the future than the end of the target series). [#2552](https://github.com/unit8co/darts/pull/2552) by [Dennis Bader](https://github.com/dennisbader).
30
43
- Improvements to `metrics`: Added three new quantile interval metrics (plus their aggregated versions) : [#2552](https://github.com/unit8co/darts/pull/2552) by [Dennis Bader](https://github.com/dennisbader).
@@ -38,23 +51,26 @@ but cannot always guarantee backwards compatibility. Changes that may **break co
38
51
39
52
- Fixed a bug which raised an error when computing residuals (or backtest with "per time step" metrics) on multiple series with corresponding historical forecasts of different lengths. [#2604](https://github.com/unit8co/darts/pull/2604) by [Dennis Bader](https://github.com/dennisbader).
40
53
- Fixed a bug when using `darts.utils.data.tabularization.create_lagged_component_names()` with target `lags=None`, that did not return any lagged target label component names. [#2576](https://github.com/unit8co/darts/pull/2576) by [Dennis Bader](https://github.com/dennisbader).
41
-
- Fixed a bug when using `num_samples > 1` with a deterministic regression model and the optimized `historical_forecasts()` method, an exception was not raised. [#2576](https://github.com/unit8co/darts/pull/2588) by [Antoine Madrona](https://github.com/madtoinou).
54
+
- Fixed a bug when using `num_samples > 1` with a deterministic regression model and the optimized `historical_forecasts()` method, which did not raise an exception. [#2576](https://github.com/unit8co/darts/pull/2588) by [Antoine Madrona](https://github.com/madtoinou).
42
55
- Fixed a bug when performing optimized historical forecasts with `RegressionModel` and `last_points_only=False`, where the forecast index generation could result in out-of-bound dates. [#2623](https://github.com/unit8co/darts/pull/2623) by [Dennis Bader](https://github.com/dennisbader).
56
+
- Fixed the failing docker image deployment. [#2583](https://github.com/unit8co/darts/pull/2583) by [Dennis Bader](https://github.com/dennisbader).
43
57
44
58
**Dependencies**
45
59
46
60
- 🔴 Removed support for Python 3.8. The new minimum Python version is 3.9. [#2586](https://github.com/unit8co/darts/pull/2586) by [Dennis Bader](https://github.com/dennisbader).
61
+
- We set an upper version cap on `sklkearn<=1.5.0` until `xgboost` officially supports version `1.6.0`. [#2618](https://github.com/unit8co/darts/pull/2618) by [Dennis Bader](https://github.com/dennisbader).
47
62
48
63
### For developers of the library:
49
64
50
65
**Improved**
51
-
- Improvements to CI/CD: [#2584](https://github.com/unit8co/darts/pull/2584) by [Dennis Bader](https://github.com/dennisbader).
52
-
- updated all workflows with most recent action versions
66
+
67
+
- Improvements to CI/CD : [#2584](https://github.com/unit8co/darts/pull/2584) by [Dennis Bader](https://github.com/dennisbader).
68
+
- updated all workflows with most recent GitHub actions versions
53
69
- improved caching across `master` branch and its children
54
70
- fixed failing docker deployment
55
-
- removed `gradle` dependency in favor of native GitHub action plugins.
56
-
- Updated ruff to v0.7.2 and target-version to python39, also fixed various typos [#2589](https://github.com/unit8co/darts/pull/2589) by [Greg DeVosNouri](https://github.com/gdevos010) and [Antoine Madrona](https://github.com/madtoinou).
57
-
- Replaced the deprecated `torch.nn.utils.weight_norm` function with `torch.nn.utils.parametrizations.weight_norm`[#2593](https://github.com/unit8co/darts/pull/2593) by [Saeed Foroutan](https://github.com/SaeedForoutan).
71
+
- removed `gradle` dependency in favor of native GitHub actions plugins.
72
+
- Updated ruff to v0.7.2 and target-version to python39, also fixed various typos.[#2589](https://github.com/unit8co/darts/pull/2589) by [Greg DeVosNouri](https://github.com/gdevos010) and [Antoine Madrona](https://github.com/madtoinou).
73
+
- Replaced the deprecated `torch.nn.utils.weight_norm` function with `torch.nn.utils.parametrizations.weight_norm`.[#2593](https://github.com/unit8co/darts/pull/2593) by [Saeed Foroutan](https://github.com/SaeedForoutan).
@@ -102,7 +118,8 @@ but cannot always guarantee backwards compatibility. Changes that may **break co
102
118
- Fixed the comment of `scorers_are_univariate` in class `AnomalyModel`. [#2452](https://github.com/unit8co/darts/pull/2542) by [He Weilin](https://github.com/cnhwl).
103
119
104
120
**Dependencies**
105
-
- Bumped release requirements versions for jupyterlab and dependencies: [#2515](https://github.com/unit8co/darts/pull/2515) by [Dennis Bader](https://github.com/dennisbader).
121
+
122
+
- Bumped release requirements versions for jupyterlab and dependencies : [#2515](https://github.com/unit8co/darts/pull/2515) by [Dennis Bader](https://github.com/dennisbader).
0 commit comments