v0.24.4
version 0.24.4
- Update
LazyDeepMTS
: No moreLazyMTS
class, instead, you can useLazyDeepMTS
withn_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
forCustomClassifier
andCustomRegressor