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Merge pull request #333 from unit8co/develop
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‎.github/workflows/develop.yml

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@@ -23,18 +23,31 @@ jobs:
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with:
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python-version: ${{ matrix.python-version }}
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- name: "3. Setup pip"
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# downloading gradle multiple times in parallel can yield to connection errors
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- name: "3. Cache gradle distribution"
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uses: actions/cache@v2
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with:
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path: ~/.gradle/wrapper/dists
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key: tests-${{ runner.os }}-gradle-${{ hashFiles('gradle/wrapper/gradle-wrapper.properties') }}
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- name: "3.1 Cache gradle packages"
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uses: actions/cache@v2
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with:
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path: ~/.gradle/caches
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key: tests-${{ runner.os }}-gradle-${{ hashFiles('gradle/wrapper/gradle-wrapper.properties', 'build.gradle') }}
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- name: "4. Setup pip"
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run: |
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./gradlew setupPip
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- name: "4. Attach cache for pip"
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- name: "5. Attach cache for pip"
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uses: actions/cache@v1
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id: cache
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with:
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path: ~/.cache/pip
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key: tests-${{ runner.os }}-${{ matrix.python-version }}-pip-${{ hashFiles('requirements/core.txt', 'requirements/dev.txt', 'requirements/fbprophet.txt', 'requirements/pmdarima.txt', 'requirements/torch.txt') }}
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- name: "5. Tests"
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- name: "6. Tests"
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run: |
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./gradlew "test_${{matrix.flavour}}"
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run: |
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sudo apt-get install -y pandoc
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- name: "4. Setup pip"
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# downloading gradle multiple times in parallel can yield to connection errors
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- name: "4. Cache gradle distribution"
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uses: actions/cache@v2
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with:
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path: ~/.gradle/wrapper/dists
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key: tests-${{ runner.os }}-gradle-${{ hashFiles('gradle/wrapper/gradle-wrapper.properties') }}
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- name: "4.1 Cache gradle packages"
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uses: actions/cache@v2
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with:
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path: ~/.gradle/caches
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key: tests-${{ runner.os }}-gradle-${{ hashFiles('gradle/wrapper/gradle-wrapper.properties', 'build.gradle') }}
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- name: "5. Setup pip"
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run: |
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./gradlew setupPip
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- name: "5. Attach cache for pip"
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- name: "6. Attach cache for pip"
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uses: actions/cache@v1
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id: cache
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with:
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path: ~/.cache/pip
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key: tests-${{ runner.os }}-3.8-pip-${{ hashFiles('requirements/core.txt', 'requirements/release.txt') }}
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- name: "6. Build docs"
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- name: "7. Build docs"
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run: |
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./gradlew buildDocs
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with:
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python-version: 3.8
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- name: "3. Run examples ${{matrix.example-name}}"
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# downloading gradle multiple times in parallel can yield to connection errors
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- name: "3. Cache gradle distribution"
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uses: actions/cache@v2
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with:
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path: ~/.gradle/wrapper/dists
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key: tests-${{ runner.os }}-gradle-${{ hashFiles('gradle/wrapper/gradle-wrapper.properties') }}
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- name: "3.1 Cache gradle packages"
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uses: actions/cache@v2
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with:
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path: ~/.gradle/caches
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key: tests-${{ runner.os }}-gradle-${{ hashFiles('gradle/wrapper/gradle-wrapper.properties', 'build.gradle') }}
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- name: "4. Run examples ${{matrix.example-name}}"
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run: |
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./gradlew checkExample -PexampleName=${{matrix.example-name}}
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‎.github/workflows/merge.yml

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with:
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python-version: ${{ matrix.python-version }}
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- name: "3. Setup pip"
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# downloading gradle multiple times in parallel can yield to connection errors
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- name: "3. Cache gradle distribution"
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uses: actions/cache@v2
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with:
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path: ~/.gradle/wrapper/dists
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key: tests-${{ runner.os }}-gradle-${{ hashFiles('gradle/wrapper/gradle-wrapper.properties') }}
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- name: "3.1 Cache gradle packages"
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uses: actions/cache@v2
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with:
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path: ~/.gradle/caches
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key: tests-${{ runner.os }}-gradle-${{ hashFiles('gradle/wrapper/gradle-wrapper.properties', 'build.gradle') }}
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- name: "4. Setup pip"
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run: |
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./gradlew setupPip
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- name: "4. Attach cache for pip"
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- name: "5. Attach cache for pip"
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uses: actions/cache@v1
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id: cache
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with:
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path: ~/.cache/pip
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key: tests-${{ runner.os }}-${{ matrix.python-version }}-pip-${{ hashFiles('requirements/core.txt', 'requirements/dev.txt', 'requirements/fbprophet.txt', 'requirements/pmdarima.txt', 'requirements/torch.txt') }}
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- name: "5. Tests"
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- name: "6. Tests"
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run: |
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./gradlew "test_${{matrix.flavour}}"
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with:
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python-version: 3.8
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- name: "3. Run examples ${{matrix.example-name}}"
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# downloading gradle multiple times in parallel can yield to connection errors
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- name: "3. Cache gradle distribution"
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uses: actions/cache@v2
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with:
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path: ~/.gradle/wrapper/dists
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key: tests-${{ runner.os }}-gradle-${{ hashFiles('gradle/wrapper/gradle-wrapper.properties') }}
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- name: "3.1 Cache gradle packages"
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uses: actions/cache@v2
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with:
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path: ~/.gradle/caches
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key: tests-${{ runner.os }}-gradle-${{ hashFiles('gradle/wrapper/gradle-wrapper.properties', 'build.gradle') }}
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- name: "4. Run examples ${{matrix.example-name}}"
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run: |
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./gradlew checkExample -PexampleName=${{matrix.example-name}}
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run: |
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sudo apt-get install -y pandoc
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- name: "4. Setup pip"
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# downloading gradle multiple times in parallel can yield to connection errors
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- name: "4. Cache gradle distribution"
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uses: actions/cache@v2
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with:
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path: ~/.gradle/wrapper/dists
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key: tests-${{ runner.os }}-gradle-${{ hashFiles('gradle/wrapper/gradle-wrapper.properties') }}
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- name: "4.1 Cache gradle packages"
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uses: actions/cache@v2
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with:
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path: ~/.gradle/caches
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key: tests-${{ runner.os }}-gradle-${{ hashFiles('gradle/wrapper/gradle-wrapper.properties', 'build.gradle') }}
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- name: "5. Setup pip"
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run: |
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./gradlew setupPip
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- name: "5. Attach cache for pip"
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- name: "6. Attach cache for pip"
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uses: actions/cache@v1
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id: cache
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with:
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path: ~/.cache/pip
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key: release-${{ runner.os }}-3.8-pip-${{ hashFiles('requirements/core.txt', 'requirements/release.txt') }}
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- name: "6. Build docs"
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- name: "7. Build docs"
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run: |
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./gradlew buildDocs

‎.github/workflows/release.yml

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DOCKER_HUB_USER: ${{ secrets.DOCKER_HUB_USER }}
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DOCKER_HUB_TOKEN: ${{ secrets.DOCKER_HUB_TOKEN }}
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# downloading gradle multiple times in parallel can yield to connection errors
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- name: "4. Cache gradle distribution"
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uses: actions/cache@v2
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with:
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path: ~/.gradle/wrapper/dists
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key: release-${{ runner.os }}-gradle-${{ hashFiles('gradle/wrapper/gradle-wrapper.properties') }}
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- name: "4.1 Cache gradle packages"
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uses: actions/cache@v2
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with:
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path: ~/.gradle/caches
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key: release-${{ runner.os }}-gradle-${{ hashFiles('gradle/wrapper/gradle-wrapper.properties', 'build.gradle') }}
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#check build.gradle file for explanation of next steps
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- name: "4. Publish image with tag corresponding to current version"
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- name: "5. Publish image with tag corresponding to current version"
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run: |
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./gradlew dockerPushVersion -P version=${{ steps.bump_dry.outputs.tag }}
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- name: "5. Publish image with tag 'latest' if not hotfix"
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- name: "6. Publish image with tag 'latest' if not hotfix"
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if: ${{ !contains(github.event.head_commit.message, '#hotfix') }}
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run: |
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./gradlew dockerPushLatest
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run: |
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sudo apt-get install -y pandoc
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- name: "4. Setup pip"
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# downloading gradle multiple times in parallel can yield to connection errors
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- name: "4. Cache gradle distribution"
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uses: actions/cache@v2
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with:
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path: ~/.gradle/wrapper/dists
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key: release-${{ runner.os }}-gradle-${{ hashFiles('gradle/wrapper/gradle-wrapper.properties') }}
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- name: "4.1 Cache gradle packages"
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uses: actions/cache@v2
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with:
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path: ~/.gradle/caches
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key: release-${{ runner.os }}-gradle-${{ hashFiles('gradle/wrapper/gradle-wrapper.properties', 'build.gradle') }}
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- name: "5. Setup pip"
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run: |
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./gradlew setupPip
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- name: "5. Attach cache for pip"
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- name: "6. Attach cache for pip"
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uses: actions/cache@v1
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id: cache
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with:
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restore-keys: |
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release-${{ runner.os }}-pip-
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- name: "6. Build docs"
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- name: "7. Build docs"
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run: |
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./gradlew buildDocs
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- name: "7. Publish documentation to gh-pages"
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- name: "8. Publish documentation to gh-pages"
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uses: s0/[email protected]
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env:
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REPO: self

‎CHANGELOG.md

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# Changelog
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Darts is still in an early development phase and we cannot always guarantee backwards compatibility. Changes that may **break code which uses a previous release of Darts** are marked with a "🔴".
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## [Unreleased](https://github.com/unit8co/darts/tree/develop)
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[Full Changelog](https://github.com/unit8co/darts/compare/0.7.0...develop)
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99

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## [0.8.0](https://github.com/unit8co/darts/tree/0.8.0) (2021-05-21)
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### For users of the library:
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**Added:**
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- `RandomForest` algorithm implemented. Uses the scikit-learn `RandomForestRegressor` to predict future values from (lagged) exogenous
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variables and lagged values of the target.
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- `darts.datasets` is a new submodule allowing to easily download, cache and import some commonly used time series.
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E.g. doing
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```
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from darts.datasets import AirPassengers
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ts: TimeSeries = AirPassengers.load()
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```
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- Better support for processing sequences of `TimeSeries`.
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* The Transformers, Pipelines and metrics have been adapted to be used on sequences of `TimeSeries`
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(rather than isolated series).
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* The inference of neural networks on sequences of series has been improved
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- There is a new utils function `darts.utils.model_selection.train_test_split` which allows to split a `TimeSeries`
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or a sequence of `TimeSeries` into train and test sets; either along the sample axis or along the time axis.
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It also optionally allows to do "model-aware" splitting, where the split reclaims as much data as possible for the
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training set.
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- Our implementation of N-BEATS, `NBEATSModel`, now supports multivariate time series, as well as covariates.
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**Changed**
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- `RegressionModel` is now a user exposed class. It acts as a wrapper around any regression model with a `fit()` and `predict()`
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method. It enables the flexible usage of lagged values of the target variable as well as lagged values of multiple exogenous
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variables. Allowed values for the `lags` argument are positive integers or a list of positive integers indicating which lags
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should be used during training and prediction, e.g. `lags=12` translates to training with the last 12 lagged values of the target variable.
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`lags=[1, 4, 8, 12]` translates to training with the previous value, the value at lag 4, lag 8 and lag 12.
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- 🔴 `StandardRegressionModel` is now called `LinearRegressionModel`. It implements a linear regression model
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from `sklearn.linear_model.LinearRegression`. Users who still need to use the former `StandardRegressionModel` with
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another sklearn model should use the `RegressionModel` now.
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**Fixed**
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- We have fixed a bug arising when multiple scalers were used.
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- We have fixed a small issue in the TCN architecture, which makes our implementation follow the original paper
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more closely.
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### For developers of the library:
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**Added:**
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- We have added some [contribution guidelines](https://github.com/unit8co/darts/blob/develop/CONTRIBUTE.md).
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## [0.7.0](https://github.com/unit8co/darts/tree/0.7.0) (2021-04-14)
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[Full Changelog](https://github.com/unit8co/darts/compare/0.6.0...0.7.0)
@@ -16,10 +57,10 @@ Darts is still in an early development phase and we cannot always guarantee back
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- `darts` Pypi package. It is now possible to `pip install darts`. The older name `u8darts` is still maintained
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and provides the different flavours for lighter installs.
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- New forecasting model available: VARIMA (Vector Autoregressive moving average).
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- Support for exogeneous variables in ARIMA, AutoARIMA and VARIMA (optional `exog` parameter in `fit()` and `predict()`
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- Support for exogeneous variables in ARIMA, AutoARIMA and VARIMA (optional `exog` parameter in `fit()` and `predict()`
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methods).
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- New argument `dummy_index` for `TimeSeries` creation. If a series is just composed of a sequence of numbers
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without timestamps, setting this flag will allow to create a `TimeSeries` which uses a "dummy time index" behind the
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without timestamps, setting this flag will allow to create a `TimeSeries` which uses a "dummy time index" behind the
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scenes. This simplifies the creation of `TimeSeries` in such cases, and makes it possible to use all forecasting models,
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except those that explicitly rely on dates.
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- New method `TimeSeries.diff()` returning differenced `TimeSeries`.
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- An implementation `SimpleInferenceDataset` of `TimeSeriesInferenceDataset`.
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- All PyTorch models have a new `fit_from_dataset()` method which allows to directly fit the model from a specified
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`TrainingDataset` instance (instead of using a default instance when going via the `fit()` method).
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- A new explanatory notebooks for global models:
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- A new explanatory notebooks for global models:
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https://github.com/unit8co/darts/blob/master/examples/02-multi-time-series-and-covariates.ipynb
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**Changed:**
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## Older releases
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[Full Changelog](https://github.com/unit8co/darts/compare/f618c4536bf7ed6e3b6a2239fbca4e3089736426...0.2.3)
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[Full Changelog](https://github.com/unit8co/darts/compare/f618c4536bf7ed6e3b6a2239fbca4e3089736426...0.2.3)

‎CONTRIBUTE.md

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# Darts Contribution Guidelines
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## Main Development Principles
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* Focus on simplicity and clarity for end users.
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* Pay attention to designing the best possible API, simple by default, but offering control when needed.
7+
* Make it hard for users to make mistakes (e.g., future data leakage).
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* `TimeSeries` is the main data type used to interface with Darts because:
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* We do not want users to have to worry about the specifics of Numpy, Torch etc
10+
(users shouldn’t have to know what’s used behind the scenes if they don’t want to).
11+
* `TimeSeries` objects provide guarantees that the data represent a well-formed time series.
12+
* It is in general OK to propose breaking changes, if these changes are really genuinely improving the API.
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* Embrace functional principles as much as possible (immutability, using pure functions).
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* Coding style: better write clear code than fancy code. Follow PEP-8. Use type hints.
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* Write good docstrings for public classes and methods.
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* Always unit test everything.
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#### These principles should prevail even if:
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* They mean more code has to be written inside the library.
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* They decrease the raw performance / computational speed.
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22+
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## Technical Procedure
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Before working on a contribution (a new feature or a fix) make sure you can't find anything
27+
related in [issues](https://github.com/unit8co/darts/issues).
28+
If there is no on-going effort on what you plan to do then we recommend to do the following:
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1. Create an issue, describe how you would attempt to solve it, and if possible wait for a discussion.
31+
2. Fork the repository.
32+
3. Clone the forked repository locally.
33+
4. Create a clean Python env and install requirements with pip: `pip install -r requirements/dev-all.txt`
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5. Create a new branch:
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* Branch off from the **develop** branch.
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* Prefix the branch with the type of update you are making:
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* `feature/`
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* `fix/`
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* `refactor/`
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* …
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* Work on your update
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6. Check that your code passes all the tests and design new unit tests if needed: `./gradlew unitTest_all`.
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7. Verify your tests coverage by running `./gradlew coverageTest`
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* Additionally you can generate an xml report and use VSCode Coverage gutter to identify untested
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lines with `./coverage.sh xml`
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8. If your contribution introduces a significant change, add it to `CHANGELOG.md` under the "Unreleased" section.
47+
9. Create a pull request from your new branch into the **develop** branch.

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