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1 | 1 | ### Features |
2 | 2 |
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3 | | -* **New neural models**: Added 3 new auto neural models: `AutoNBEATS`, `AutoDeepAR`, and `AutoPatchTST`. All support `quantiles` for probabilistic forecasts trained with `MQLoss` and follow the same interface as the existing `AutoNHITS` and `AutoTFT`. |
| 3 | +* **New neural models**: Added 3 new auto neural models: `AutoNBEATS`, `AutoDeepAR`, and `AutoPatchTST`. All support `quantiles` for probabilistic forecasts trained with `MQLoss` and follow the same interface as the existing `AutoNHITS` and `AutoTFT`. See [#338](https://github.com/TimeCopilot/timecopilot/pull/338). |
4 | 4 |
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5 | 5 | ```python |
6 | 6 | import pandas as pd |
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15 | 15 | fcst_df = model.forecast(df, h=12, quantiles=[0.1, 0.5, 0.9]) |
16 | 16 | ``` |
17 | 17 |
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18 | | -* **New ML models**: Added 7 new auto ML models: `AutoLinearRegression`, `AutoXGBoost`, `AutoRidge`, `AutoLasso`, `AutoElasticNet`, `AutoRandomForest`, and `AutoCatboost`. All models support `quantiles` for probabilistic forecasts via conformal prediction and follow the same interface as the existing `AutoLGBM`. |
| 18 | +* **New ML models**: Added 7 new auto ML models: `AutoLinearRegression`, `AutoXGBoost`, `AutoRidge`, `AutoLasso`, `AutoElasticNet`, `AutoRandomForest`, and `AutoCatboost`. All models support `quantiles` for probabilistic forecasts via conformal prediction and follow the same interface as the existing `AutoLGBM`. See [#337](https://github.com/TimeCopilot/timecopilot/pull/337). |
19 | 19 |
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20 | 20 | ```python |
21 | 21 | import pandas as pd |
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38 | 38 | fcst_df = model.forecast(df, h=12, quantiles=[0.1, 0.5, 0.9]) |
39 | 39 | ``` |
40 | 40 |
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41 | | -* **Quantile forecasts for AutoLGBM, AutoNHITS, and AutoTFT**: These models now support quantile forecasts via the `quantiles` parameter. Pass a list of floats between 0 and 1 to receive additional output columns named `model-q-{percentile}`. Note that `level` is not supported for these models; use `quantiles` instead. |
| 41 | +* **Quantile forecasts for AutoLGBM, AutoNHITS, and AutoTFT**: These models now support quantile forecasts via the `quantiles` parameter. Pass a list of floats between 0 and 1 to receive additional output columns named `model-q-{percentile}`. Note that `level` is not supported for these models; use `quantiles` instead. See [#336](https://github.com/TimeCopilot/timecopilot/pull/336). |
42 | 42 |
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43 | 43 | - `AutoLGBM` computes prediction intervals via conformal prediction using cross-validation residuals. |
44 | 44 | - `AutoNHITS` and `AutoTFT` are trained with [`MQLoss`](https://nixtla.github.io/neuralforecast/losses.pytorch.html) when quantiles are requested. |
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58 | 58 | # columns: unique_id, ds, AutoLGBM, AutoLGBM-q-10, AutoLGBM-q-50, AutoLGBM-q-90 |
59 | 59 | ``` |
60 | 60 |
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| 61 | +### Documentation |
| 62 | + |
| 63 | +* **Custom ensembles example**: Added the [Custom Ensembles](https://timecopilot.dev/examples/custom-ensembles/) notebook, showing how to combine multiple models into custom ensembles. See [#340](https://github.com/TimeCopilot/timecopilot/pull/340). |
| 64 | + |
| 65 | +* **Explaining foundation models and ensembles example**: Added the [Explaining Foundation Models and Ensembles](https://timecopilot.dev/examples/explaining-foundation-models-and-ensembles/) notebook. See [#340](https://github.com/TimeCopilot/timecopilot/pull/340). |
| 66 | + |
61 | 67 | --- |
62 | 68 |
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63 | 69 | **Full Changelog**: https://github.com/TimeCopilot/timecopilot/compare/v0.0.25...v0.0.26 |
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