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v0.24.4

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@thierrymoudiki thierrymoudiki released this 15 Sep 23:54
· 72 commits to master since this release
0046c5b

version 0.24.4

  • Update LazyDeepMTS: No more LazyMTS class, instead, you can use LazyDeepMTS with n_layers=1
  • Specify forecasting horizon in LazyDeepMTS (see updated docs and examples/lazy_mts_horizon.py)
  • New class ClassicalMTS for classsical models (for now VAR and VECM adapted from statsmodels) in multivariate time series forecasting (not available in LazyDeepMTS yet)
  • partial_fit for CustomClassifier and CustomRegressor