1.0.1

1.0.1 🇺🇦 🇺🇦 🇺🇦

• fixed issue with how MCP server is loaded
• fixed issue with python 3.9
• tuning and optimization of MultivariateRegression
• expanded ConvolutionFilter

1.0.0

1.0.0 🇺🇦 🇺🇦 🇺🇦

• added ReconciliationTransformer
• updated cointegration code, replaced Cointegration with CointegrationTransformer
• added mocks for dependency fallbacks
• added variational autoencoder anomaly detection method
• some fixes for breaking changes in dependencies
• adjustment to how custom_metric is scaled so it can work with negatives
• improvements to the calendars, Hindu calendar should be working now
• changes to HistoricValues which hopefully makes it more reliable
• added pMLP and MambaSSM models (painfully slow)
• deleted old models ComponentAnalysis, TFPRegression, TensorflowSTS, Greykite, NeuralProphet, UnivariateRegression
• improvements to model_interrupt
• synthetic data generation and feature extractor new, very much in beta
• updated weather data to CDO v2 (requires API key)
• added NASA solar data to load_live_daily
• new methods to LevelShiftTransformer
• created the seasonal_linear interpolation which is quite promisiing for seasonal data
• added apply_adjustments
• added G726Filter and G711Scaler
• created an MCP server for AutoTS (tool naming and pattern still in beta)
• many bug fixes, tweaks, reorganizations, and added unittests

0.6.21

0.6.21 🇺🇦 🇺🇦 🇺🇦

• Prophet and Cassandra bug fixes

0.6.20

0.6.20 🇺🇦 🇺🇦 🇺🇦

• transformer bug fixes
• Prophet package adjustments
• linear model singular matrix handling

0.6.19

0.6.19 🇺🇦 🇺🇦 🇺🇦

• bug fix for transformer_list="all"

0.6.18

0.6.18 🇺🇦 🇺🇦 🇺🇦

• minor tweaks and bug fixes
• updated python version required to 3.9 to allow more typing options
• validation_indexes can now be a list of tuples with mixed forecast lengths
• "mixed_length" validation option, for limited testing of longer forecast lengths
• kalman method for ensemble aggregation (ala sensor fusion)
• UpscaleDownscaleTransformer added
• PreprocessingExperts model added (experimental)

0.6.17

0.6.17 🇺🇦 🇺🇦 🇺🇦

• minor adjustments and bug fixes for scalability
• added BallTreeRegressionMotif

0.6.16

0.6.16 🇺🇦 🇺🇦 🇺🇦

• export_template added focus_models option
• added OneClassSVM and GaussianMixture anomaly model options
• added plot_unpredictability_score
• added a few more NeuralForecast search options
• bounds_only to Constraint transformer
• updates for deprecated upstream args
• FIRFilter transformer added
• mle and imle downscaled to reduce score imbalance issues with these two in generate score
• SectionalMotif now more robust to forecast lengths longer than history
• new transformer and metric options for SectionalMotif
• NaN robustness to matse
• 'round' option to Constraint
• minor change to mosaic min style ensembles to remove edge case errors
• 'mosaic-profile', 'filtered', 'unpredictability_adjusted' and 'median' style mosaics added
• updated profiler, and improved feature generation for horizontal generalization
• changepoint style trend as an option to GLM and GLS
• added ShiftFirstValue which is only a minor nuance on PositiveShift transformer
• added BasicLinearModel model
• datepart_method, scale, and fourier encodig to WindowRegression
• trimmed_mean and more date part options to SeasonalityMotif
• some additional options to MultivariateRegression
• added ThetaTransformer
• added TVVAR model (time varying VAR)
• added ChangepointDetrend transformer
• added MeanPercentSplitter transformer
• updated load_daily with more recent history
• added support for passing a custom metric

0.6.15

0.6.15 🇺🇦 🇺🇦 🇺🇦

• Constraint transformer added
• historical_growth constraint method added
• fft as multivariate_feature for Cassandra
• None trend_window now searched as part of Cassandra
• "quarterlydayofweek" method added for datepart
• threshold_method arg to AlignLastValue
• general tempate updated
• slight change to MATSE metric, now only abs values for scaling
• additional args to DatepartRegression
• bug fixes

0.6.14

0.6.14 🇺🇦 🇺🇦 🇺🇦

• prevent excessive use of 'CenterSplit' and other macro_micro style transformers
• added ElasticNetwork as subsidiary regression model option
• KalmanSmoothing, BKBandpassFilter added on_inverse option
• add threshold arg to AlignLastValue