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CHANGELOG
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-------------------------------
version_number = '0.0.24.b2'
-------------------------------
Fixed bug with Prophet Multivariate Prediction where it needed to pass forecast_period in
addition to X_exogen. Only X_egogen is needed now. Forecast Period is calculated based on
number of observations in the X_exogen data.
TODO: Make sure all predict functions are consistent (Prophet now has an Optional
return if things go wrong. Others should do the same.)
-------------------------------
version_number = '0.0.24'
-------------------------------
Added 'auto_arima' capabaility from pmdarima library
-------------------------------
version_number = '0.0.23.b4'
-------------------------------
Changed default argument for 'sep' in fit function to be 'None' (treated as ',' internally).
Fixed bug with predict function in auto_ts
Dataframe index for X_exogen needed to be set before passing to predict since we were doing the same
while fitting. Without this, it was causing issues with ML models where we are internally
constructing the 'future dataframe' and if while fiting, the dataframe had datatime index and while
predicting, X_egogen had integer index (index was still in dataframne column in X_egogen), it was
causing issues while adding time series features (could not get time series features from integers).
-------------------------------
version_number = '0.0.23.b3'
-------------------------------
More time series engineered features included in ML models
Example, 'dayofweek', 'quarter', 'month', 'year', 'dayofyear', 'weekofyear', 'weekend', etc.
-------------------------------
version_number = '0.0.23.b2'
-------------------------------
Fixed bug in Prophet rolling window horizon calculation
-------------------------------
version_number = '0.0.23'
-------------------------------
Prophet now includes multivariate modeling capability with rolling window
SARIMAX also includes multivariate modeling capability with rolling window