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etna 2.2.0

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@Mr-Geekman Mr-Geekman released this 08 Aug 14:57
2.2.0
e555c30
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Learn about vigilant mode.

Highlights

  • Add extension with models from statsforecast
  • Speed up metrics computation
  • Speed up DeepARModel and TFTModel
  • Add DeseasonalityTransform
  • Add PatchTSModel
  • Add new category mode into HolidayTransform
  • Add documentation warning about using dill during loading
  • Add inverse transformation into predict method of pipelines
  • Fix CLI to work with pipeline ensembles

Full changelog

Added

  • DeseasonalityTransform (#1307)
  • Add extension with models from statsforecast: StatsForecastARIMAModel, StatsForecastAutoARIMAModel, StatsForecastAutoCESModel, StatsForecastAutoETSModel, StatsForecastAutoThetaModel (#1295)
  • Notebook feature_selection (#875)
  • Implementation of PatchTS model (#1277)

Changed

  • Add modes binary and category to HolidayTransform (#763)
  • Add sorting by timestamp before the fit in CatBoostPerSegmentModel and CatBoostMultiSegmentModel (#1337)
  • Speed up metrics computation by optimizing segment validation, forbid NaNs during metrics computation (#1338)
  • Unify errors, warnings and checks in models (#1312)
  • Remove upper limitation on version of numba (#1321)
  • Optimize TSDataset.describe and TSDataset.info by vectorization (#1344)
  • Add documentation warning about using dill during loading (#1346)
  • Vectorize metric computation (#1347)

Fixed

  • Pipeline ensembles fail in etna forecast CLI (#1331)
  • Fix performance of DeepARModel and TFTModel (#1322)
  • mrmr feature selection working with categoricals (#1311)
  • Fix version of statsforecast to 1.4 to avoid dependency conflicts during installation (#1313)
  • Add inverse transformation into predict method of pipelines (#1314)
  • Allow saving large pipelines (#1335)
  • Fix link for dataset in classification notebook (#1351)

Removed

  • Building docker images with cuda 10.2 (#1306)
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