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Move NPTS back to gluonts.model #2597

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Jan 27, 2023
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Description of changes: Partially undoing #2362

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Please tag this pr with at least one of these labels to make our release process faster: BREAKING, new feature, bug fix, other change, dev setup

@lostella lostella added this to the v0.12 milestone Jan 27, 2023
@lostella lostella requested a review from jaheba January 27, 2023 08:55
@lostella lostella added pending v0.12.x backport This contains a fix to be backported to the v0.12.x branch rollback This rolls back some previous, unreleased change labels Jan 27, 2023
@lostella lostella enabled auto-merge (squash) January 27, 2023 09:58
@lostella lostella merged commit ef689ea into awslabs:dev Jan 27, 2023
@lostella lostella deleted the move-back-npts branch January 30, 2023 16:11
lostella added a commit to lostella/gluonts that referenced this pull request Jan 30, 2023
@lostella lostella mentioned this pull request Jan 30, 2023
lostella added a commit that referenced this pull request Feb 2, 2023
* Add assertion to split function ensuring valid windows (#2587)

* Ensure dtype on feat_time in torch DeepAR. (#2596)

* Move NPTS back to `gluonts.model` (#2597)

* Expose aggregation method in ensemble NBEATS, fix forecast shape (#2598)

* Fix bug with static cardinalities in `PandasDataset` (#2599)

* Expose `weight_decay` in torch TFT estimator class (#2603)

* Fix version in requirements to comply with stricter setuptools. (#2604)

Co-authored-by: Lorenzo Stella <[email protected]>

* Add `gluonts.util.safe_extract` (#2606)

Co-authored-by: Jasper <[email protected]>
Co-authored-by: Lorenzo Stella <[email protected]>

* Fix incorrect import in `tsbench`, apply latest black (#2613)

* Allow ReduceLROnPlateau to track val_loss when validation set is available (#2614)

---------

Co-authored-by: MarcelK1102 <[email protected]>
Co-authored-by: Jasper <[email protected]>
Co-authored-by: Gerald Woo <[email protected]>
Co-authored-by: Lorenzo Stella <[email protected]>
Co-authored-by: Jasper <[email protected]>
@lostella lostella removed the pending v0.12.x backport This contains a fix to be backported to the v0.12.x branch label Feb 7, 2023
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