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4 | 4 | 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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5 | 5 |
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6 | 6 | ## [Unreleased](https://github.com/unit8co/darts/tree/master)
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7 |
| -[Full Changelog](https://github.com/unit8co/darts/compare/0.14.0...master) |
| 7 | +[Full Changelog](https://github.com/unit8co/darts/compare/0.15.0...master) |
| 8 | + |
| 9 | +## [0.15.0](https://github.com/unit8co/darts/tree/0.15.0) (2021-12-24) |
| 10 | +### For users of the library: |
| 11 | + |
| 12 | +**Added**: |
| 13 | +- On-the-fly encoding of position and calendar information in Torch-based models. |
| 14 | + Torch-based models now accept an option `add_encoders` parameter, specifying how to |
| 15 | + use certain calendar and position information as past and/or future covariates on the-fly. |
| 16 | + |
| 17 | + Example: |
| 18 | + ``` |
| 19 | + from darts.dataprocessing.transformers import Scaler |
| 20 | + add_encoders={ |
| 21 | + 'cyclic': {'future': ['month']}, |
| 22 | + 'datetime_attribute': {'past': ['hour'], 'future': ['year', 'dayofweek']}, |
| 23 | + 'position': {'past': ['absolute'], 'future': ['relative']}, |
| 24 | + 'custom': {'past': [lambda index: (index.year - 1950) / 50]}, |
| 25 | + 'transformer': Scaler() |
| 26 | + } |
| 27 | + ``` |
| 28 | + This will add a cyclic encoding of the month as future covariates, add some datetime |
| 29 | + attributes as past and future covariates, an absolute/relative position (index), and |
| 30 | + even some custom mapping of the index (such as a function of the year). A `Scaler` will |
| 31 | + be applied to fit/transform all of these covariates both during training and inference. |
| 32 | +- The scalers can now also be applied on stochastic `TimeSeries`. |
| 33 | +- There is now a new argument `max_samples_per_ts` to the `fit()` method of Torch-based |
| 34 | + models, which can be used to limit the number of samples contained in the underlying |
| 35 | + training dataset, by taking (at most) the most recent `max_samples_per_ts` training samples |
| 36 | + per time series. |
| 37 | +- All local forecasting models that support covariates (Prophet, ARIMA, VARIMA, AutoARIMA) |
| 38 | + now handle covariate slicing themselves; this means that you don't need to make sure your |
| 39 | + covariates have the exact right time span. As long as they contain the right time span, the |
| 40 | + models will slice them for you. |
| 41 | +- `TimeSeries.map()` and mappers data transformers now work on stochastic `TimeSeries`. |
| 42 | +- Granger causality function: `utils.statistics.granger_causality_tests` can test if one |
| 43 | + univariate `TimeSeries` "granger causes" another. |
| 44 | +- New stationarity tests for univariate `TimeSeries`: `darts.utils.statistics.stationarity_tests`, |
| 45 | + `darts.utils.statistics.stationarity_test_adf` and `darts.utils.statistics.stationarity_test_kpss`. |
| 46 | +- New test coverage badge 🦄 |
| 47 | + |
| 48 | + |
| 49 | +**Fixed**: |
| 50 | +- Fixed various issues in different notebooks. |
| 51 | +- Fixed a bug handling frequencies in Prophet model. |
| 52 | +- Fixed an issue causing `PastCovariatesTorchModels` (such as `NBEATSModel`) prediction |
| 53 | + to fail when `n > output_chunk_length` AND `n` not being a multiple of `output_chunk_length`. |
| 54 | +- Fixed an issue in backtesting which was causing untrained models |
| 55 | + not to be trained on the initial window when `retrain=False`. |
| 56 | +- Fixed an issue causing `residuals()` to fail for Torch-based models. |
| 57 | + |
| 58 | +### For developers of the library: |
| 59 | +- Updated the [contribution guidelines](https://github.com/unit8co/darts/blob/master/CONTRIBUTING.md) |
| 60 | +- The unit tests have been re-organised with submodules following that of the library. |
| 61 | +- All relative import paths have been removed and replaced by absolute paths. |
| 62 | +- pytest and pytest-cov are now used to run tests and compute coverage. |
| 63 | + |
8 | 64 |
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9 | 65 | ## [0.14.0](https://github.com/unit8co/darts/tree/0.14.0) (2021-11-28)
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10 | 66 | ### For users of the library:
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