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Recent Releases of https://github.com/salesforce/merlion

https://github.com/salesforce/merlion - v2.0.2

What's Changed

  • Fix deep learning bug on Windows. by @aadyotb in https://github.com/salesforce/Merlion/pull/148

Full Changelog: https://github.com/salesforce/Merlion/compare/v2.0.1...v2.0.2

- Python
Published by aadyotb about 3 years ago

https://github.com/salesforce/merlion - v2.0.1

What's Changed

  • Address FutureWarning from Scipy 1.10+ by @aadyotb in https://github.com/salesforce/Merlion/pull/143

Full Changelog: https://github.com/salesforce/Merlion/compare/v2.0.0...v2.0.1

- Python
Published by aadyotb about 3 years ago

https://github.com/salesforce/merlion - v2.0.0

What's Changed

  • Implemented a GUI dashboard for Merlion. by @yangwenzhuo08 in https://github.com/salesforce/Merlion/pull/129 and @mattfernandez-salesforce in https://github.com/salesforce/Merlion/pull/139
  • Support for deep learning forecasters. by @yihaocs in https://github.com/salesforce/Merlion/pull/134
  • Add exogenous regressor support to sklearn models. by @aadyotb in https://github.com/salesforce/Merlion/pull/128
  • New abstractions for rolling-window forecasters. by @Emerald01 in https://github.com/salesforce/Merlion/pull/127

Major Changes Since v1.3.0

  • Implemented a GUI dashboard for Merlion.
  • Implemented multiple state-of-the-art deep learning forecasting models.
  • Added support for exogenous regressors to all forecasting models.

Major Changes since v1.0.0

  • Implemented a GUI dashboard for Merlion.
  • Added support for exogenous regressors to a wide range of forecasting models.
  • Implemented multiple deep forecasting models, in addition to the existing deep anomaly detection models.
  • Added a change point detection module.
  • Added a pyspark API for Merlion, to perform forecasting or anomaly detection for many time series in parallel.
  • Expanded AutoML to new models, including Prophet and ETS.
  • Added utilities for hierarchical time series.
  • Re-architectured all Merlion models to streamline new development work.

New Contributors

  • @Emerald01 made their first contribution in https://github.com/salesforce/Merlion/pull/127
  • @yangwenzhuo08 made their first contribution in https://github.com/salesforce/Merlion/pull/129
  • @yihaocs made their first contribution in https://github.com/salesforce/Merlion/pull/134
  • @uchiiii made their first contribution in https://github.com/salesforce/Merlion/pull/138
  • @mattfernandez-salesforce made their first contribution in https://github.com/salesforce/Merlion/pull/139

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.3.1...v2.0.0

- Python
Published by aadyotb about 3 years ago

https://github.com/salesforce/merlion - v1.3.1

What's Changed

  • Add support for exogenous regressors by @aadyotb in https://github.com/salesforce/Merlion/pull/125
  • Simplify implementations of SARIMA, ETS, VectorAR. by @aadyotb in https://github.com/salesforce/Merlion/pull/122
  • Fix edge case bug in layered models. by @aadyotb in https://github.com/salesforce/Merlion/pull/123
  • Fix incorrect reference to BOCPD model in factory by @jonwiggins in https://github.com/salesforce/Merlion/pull/124

New Contributors

  • @jonwiggins made their first contribution in https://github.com/salesforce/Merlion/pull/124

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.3.0...v1.3.1

- Python
Published by aadyotb over 3 years ago

https://github.com/salesforce/merlion - v1.3.0

What's Changed

  • Improve robustness of Spark API @aadyotb in https://github.com/salesforce/Merlion/pull/118
  • Add easy-to-use data loaders for custom datasets. by @aadyotb in https://github.com/salesforce/Merlion/pull/120
  • More AutoML features included in AutoETS and AutoProphet. More streamlined implementation of AutoML models. by @chenghaoliu89 in https://github.com/salesforce/Merlion/pull/119 and @aadyotb in https://github.com/salesforce/Merlion/pull/121

Major Changes Since v1.2.0

  • Added a pyspark API for Merlion, to perform forecasting or anomaly detection for many time series in parallel. The API is compatible with the spark-on-k8s-operator.
  • Expanded functionality of AutoETS and AutoProphet models, to automatically select more hyperparameters besides just seasonality.
  • Expanded evaluation framework to accommodate multivariate forecasting. This enables automatic model selection for multivariate time series.
  • Updated Prophet dependency to simplify installation for Python 3.7+.
  • Various bugfixes.

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.2.5...v1.3.0

- Python
Published by aadyotb over 3 years ago

https://github.com/salesforce/merlion - v1.2.5

What's Changed

  • Fix a bug where in layered models which prevents certain sub-model params (e.g. target_seq_index) from being set correctly.
  • Fix an argument parsing bug in the pyspark anomaly detection app.
  • Makes max_forecast_steps an optional parameter for tree models.
  • Makes exceptions from ModelFactory more descriptive.
  • Allow the use of ForecastMetric for evaluating multivariate time series by specifying a target_seq_index.

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.2.4...v1.2.5

- Python
Published by aadyotb over 3 years ago

https://github.com/salesforce/merlion - v1.2.4

What's Changed

  • Enhance spark API & add compatibility with spark-on-k8s-operator. by @aadyotb in https://github.com/salesforce/Merlion/pull/114
  • Enhance tree forecasters to work with max_forecast_steps=None and return_prev=True. by @aadyotb in https://github.com/salesforce/Merlion/pull/114
  • Fix Prophet.resample_time_stamps bug by @rafaelleinio in https://github.com/salesforce/Merlion/pull/112
  • Add policy to replace missing time series values with 0. by @aadyotb in https://github.com/salesforce/Merlion/pull/113

New Contributors

  • @rafaelleinio made their first contribution in https://github.com/salesforce/Merlion/pull/112

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.2.3...v1.2.4

- Python
Published by aadyotb over 3 years ago

https://github.com/salesforce/merlion - v1.2.3

What's Changed

  • Update prophet required version to 1.1 by @aadyotb in https://github.com/salesforce/Merlion/pull/110
  • Don't resample timestamps if not needed in forecast(). by @aadyotb in https://github.com/salesforce/Merlion/pull/109

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.2.2...v1.2.3

- Python
Published by aadyotb over 3 years ago

https://github.com/salesforce/merlion - v1.2.2

What's Changed

  • Fix AutoSARIMA bugs. by @aadyotb in https://github.com/salesforce/Merlion/pull/106
  • Add beta pyspark API. by @aadyotb in https://github.com/salesforce/Merlion/pull/107
  • Make test coverage reports more accurate. by @aadyotb in https://github.com/salesforce/Merlion/pull/108

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.2.1...v1.2.2

- Python
Published by aadyotb over 3 years ago

https://github.com/salesforce/merlion - v1.2.1

What's Changed

  • Fix issues with LayeredModelConfig accessing underlying model attributes. This fixes various bugs with both AutoML models and default models. by @aadyotb in https://github.com/salesforce/Merlion/pull/99 and https://github.com/salesforce/Merlion/pull/104

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.2.0...v1.2.1

- Python
Published by aadyotb over 3 years ago

https://github.com/salesforce/merlion - v1.2.0

What's Changed

  • Add intermediate API's to all models. by @aadyotb in https://github.com/salesforce/Merlion/pull/90
    • Internal changes; should not cause any breaking changes for end users.
    • Implements train(), forecast(), and get_anomaly_score() at the level of the base class for all models. Each of these methods respectively calls an implementation-specific _train(), forecast(), or `getanomalyscore()`.
    • The base classes now include much of what was previously boilerplate code that had to be duplicated for each model (applying pre-processing transforms, converting standard errors to inter-quartile ranges, training post-rules, etc.).
  • Fix forecasting bugs when return_prev=True. by @aadyotb in https://github.com/salesforce/Merlion/pull/97

Major Changes Since v1.1.0

  • Added intermediate API's to all models.
  • Made installation more lightweight.
  • Changed Python-Java bridge from jpype to py4j, for improved robustness in multiprocessing settings.
  • Various bugfixes.

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.1.3...v1.2.0

- Python
Published by aadyotb over 3 years ago

https://github.com/salesforce/merlion - v1.1.3

What's Changed

  • Fix ETS refit params (Issue #78). by @aadyotb in https://github.com/salesforce/Merlion/pull/79
  • Allow TimeSeries to include NaN values. by @aadyotb in https://github.com/salesforce/Merlion/pull/85
  • Fix nretrain option in benchmarkforecast.py (Issue #82). by @aadyotb in https://github.com/salesforce/Merlion/pull/86

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.1.2...v1.1.3

- Python
Published by aadyotb almost 4 years ago

https://github.com/salesforce/merlion - v1.1.2

What's Changed

  • Replace absolute path with a relative one in the model saving/loading procedure by @isenilov in https://github.com/salesforce/Merlion/pull/63
  • Combine boosting/bagging trees into one file. by @aadyotb in https://github.com/salesforce/Merlion/pull/68
  • Add incremental training option to DAGMM model by @isenilov in https://github.com/salesforce/Merlion/pull/65
  • Change default min_likelihood to 1e-16 for BOCPD by @cnll0075 in https://github.com/salesforce/Merlion/pull/71
  • Let eval metrics work w/ UnivariateTimeSeries. by @aadyotb in https://github.com/salesforce/Merlion/pull/74
  • Implement reconciliation for hierarchical time series. by @aadyotb in https://github.com/salesforce/Merlion/pull/72

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.1.1...v1.1.2

- Python
Published by aadyotb almost 4 years ago

https://github.com/salesforce/merlion - v1.1.1

What's Changed

  • Explicitly specify int64 for timestamps (not int) to fix a Windows bug (#58)
  • Fix bugs with MoE_ForecasterEnsemble (#51), default models (#57), and Prophet holidays (#59)
  • Make base installation more lightweight (#61)
  • Use py4j instead of jpype for Python-Java bridge (#62)

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.1.0...v1.1.1

- Python
Published by aadyotb about 4 years ago

https://github.com/salesforce/merlion - v1.1.0

What's Changed

  • Re-architecture of layered models & ensembles, making AutoML easier to use (#47)
  • Added AutoML variants of ETS and Prophet (AutoETS and AutoProphet, similar to the existing AutoSarima)
  • Bug fixes related to resampling (#45)
  • Improved quality of API docs for model configs

Major Changes Since v1.0.0

  • Added change point detection module.
  • Re-architecture of layered models & ensembles.
  • Expanded AutoML module, with improved ease of use.
  • Various bugfixes.

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.0.2...v1.1.0

- Python
Published by aadyotb about 4 years ago

https://github.com/salesforce/merlion - v1.0.2

What's Changed

  • Add change point detection module (#41)
  • Add more config options to Prophet (#43)

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.0.1...v1.0.2

- Python
Published by aadyotb over 4 years ago

https://github.com/salesforce/merlion - v1.0.1

What's Changed

  • Update prophet version (#18)
  • Allow sampling granularities that aren't a constant number of seconds, e.g. monthly (#30)
  • Fix bugs with AutoSARIMA implementation (#32)
  • Make data loading code more robust (#35)
  • Fix minor bug in benchmark_anomaly.py (#38)

Full Changelog: https://github.com/salesforce/Merlion/compare/v1.0.0...v1.0.1

- Python
Published by aadyotb over 4 years ago

https://github.com/salesforce/merlion - v1.0.0

Initial release.

- Python
Published by aadyotb over 4 years ago