Changelog

0.1.18

🚀 Feature Enhancements

Forecast Using Diverse Models 🌐

Release of new forecasting methods. Among the updates, we've unveiled the timegpt-1-long-horizon model, crafted specifically for long-term forecasts that span multiple seasonalities. To use it, simply specify the model in your methods like so:

from nixtlats import TimeGPT

# Initialize the TimeGPT model
timegpt = TimeGPT()

# Generate forecasts using the long-horizon model
fcst_df = timegpt.forecast(..., model='timegpt-1-long-horizon')

# Perform cross-validation with the long-horizon model
cv_df = timegpt.cross_validation(..., model='timegpt-1-long-horizon')

# Detect anomalies with the long-horizon model
anomalies_df = timegpt.detect_anomalies(..., model='timegpt-1-long-horizon')

Choose between timegpt-1 for the first version of TimeGPT or timegpt-1-long-horizon for long horizon tasks..

Cross-Validation Methodology 📊

You can dive deeper into your forecasting pipelines with the new cross_validation feature. This method enables you to validate forecasts across different windows efficiently:

# Set up cross-validation with a custom horizon, number of windows, and step size
cv_df = timegpt.cross_validation(df, h=35, n_windows=5, step_size=5)

This will generate 5 distinct forecast sets, each with a horizon of 35, stepping through your data every 5 timestamps.

🔁 Retry Behavior for Robust API Calls

The new retry mechanism allows the making of more robust API calls (preventing them from crashing with large-scale tasks).

• max_retries: Number of max retries for an API call.
• retry_interval: Pause between retries.
• max_wait_time: Total duration of retries.

timegpt = TimeGPT(max_retries=10, retry_interval=5, max_wait_time=360)

🔑 Token Inference Made Simple

The TimeGPT class now automatically infers your TIMEGPT_TOKEN using os.environ.get('TIMEGPT_TOKEN'), streamlining your setup:

# No more manual token handling - TimeGPT has got you covered
timegpt = TimeGPT()

For more information visit our FAQS section.

📘 Introducing the FAQ Section

Questions? We've got answers! Our new FAQ section tackles the most common inquiries, from integrating exogenous variables to configuring authorization tokens and understanding long-horizon forecasts.
See full changelog here.