From 7ceb2532c0911086dd27285ef281a9d10d63cfd3 Mon Sep 17 00:00:00 2001 From: FedericoGarza Date: Thu, 7 Mar 2024 07:36:03 +0000 Subject: [PATCH] v0.1.21 --- CHANGELOG.md | 27 +++++++++++++++++++++++++++ nixtlats/__init__.py | 2 +- settings.ini | 2 +- setup.py | 2 +- 4 files changed, 30 insertions(+), 3 deletions(-) diff --git a/CHANGELOG.md b/CHANGELOG.md index 6f6e79dc..e9fe0bde 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -1,5 +1,32 @@ # Changelog +## 0.1.21 + +### 🚀 Feature Enhancements + +#### Introduction of Quantile Forecasts in `forecast` and `cross_validation` Methods 📈 + +We're thrilled to announce the integration of the `quantiles` argument into TimeGP's `forecast` and `cross_validation` methods. This feature allows users to specify a list of quantiles, offering a comprehensive view of potential future values under uncertainty. + +- **Quantile Forecasting Capability:** + By providing a list of quantiles, users can now obtain forecasts at various percentiles of the forecast distribution. This is crucial for understanding the range of possible outcomes and assessing risks more effectively. + +``` python +# Generate quantile forecasts +quantiles = [0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9] +timegpt_quantile_fcst_df = timegpt.forecast(df=df, h=12, quantiles=quantiles, ...) +``` + +- **Enhanced Cross-Validation with Quantiles:** + The `cross_validation` method has been updated to support quantile forecasting, enabling a more nuanced validation of model performance across different percentiles. + +``` python +# Apply quantile forecasting in cross-validation +timegpt_cv_quantile_fcst_df = timegpt.cross_validation(df=df, h=12, n_windows=5, quantiles=quantiles, ...) +``` + +*See full changelog [here](https://github.com/Nixtla/nixtla/releases/v0.1.21).* + ## 0.1.20 ### 🚀 Feature Enhancements diff --git a/nixtlats/__init__.py b/nixtlats/__init__.py index 8bf78cf1..aaf099eb 100644 --- a/nixtlats/__init__.py +++ b/nixtlats/__init__.py @@ -1,3 +1,3 @@ -__version__ = "0.1.20" +__version__ = "0.1.21" __all__ = ["TimeGPT"] from .timegpt import TimeGPT diff --git a/settings.ini b/settings.ini index cf9058b3..9097d5f1 100644 --- a/settings.ini +++ b/settings.ini @@ -8,7 +8,7 @@ author = Nixtla author_email = business@nixtla.io copyright = Nixtla Inc. branch = main -version = 0.1.20 +version = 0.1.21 min_python = 3.8 audience = Developers language = English diff --git a/setup.py b/setup.py index c3deb8bb..28fbb9a8 100644 --- a/setup.py +++ b/setup.py @@ -10,7 +10,7 @@ setuptools.setup( name="nixtlats", - version="0.1.20", + version="0.1.21", description="TimeGPT SDK", long_description=long_description, long_description_content_type="text/markdown",