sktime Files

Maintenance release with planned changes and deprecations.

Users should note completed deprecations and consult notes below.

Please see our changelog for a description of all changes.

Deprecations and removals

Estimator Tags for multiple estimator types

• The deprecated ignores-exogeneous-X tag for forecasters has been removed. It has been replaced by capability:exogenous. The logic of the tag is flipped, i.e., if capability:exogenous=True, the estimator can handle exogenous variables.

• The deprecated univariate-only tag present in multiple estimator types has been removed. It has been renamed to capability:multivariate, with boolean flip. If capability:multivariate=True, the estimator can handle multivariate data.

Users and maintainers of third party estimators should update their code and estimators to use the new tags.

Forecasters

• The deprecated scitype:y tag present in forecasters has been removed. It is renamed to capability:multivariate. If capability:multivariate=True, the estimator can handle multivariate data, if False, it cannot. Values of the old tag map as follows onto the new tag: "univariate" maps onto False, "multivariate" and "both" map onto True. Users and maintainers of third party estimators should update their code and estimators to use the new tag.

• The deprecated legacy API for global forecasting (y in predict) has been removed. Users should use the new global forecasting API through pretrain. The capability:global_forecasting tag is deprecated and will be removed entirely in version 1.2.0; until then, access will raise a warning. Users should use the capability:pretrain tag instead. Tag queries will not be redirected due to simultaneous presence of both tags in versions prior.