Backports for v0.16.0 (#3235)

*Description of changes:* Backporting PRs
- #3228 
- #3232 
- #3233 


By submitting this pull request, I confirm that you can use, modify,
copy, and redistribute this contribution, under the terms of your
choice.


**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

.github/workflows/docs.yml

@@ -20,10 +20,9 @@ jobs:
       env:
         GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
 
-    - name: Set up Python 3.8
-      uses: actions/setup-python@v4
+    - uses: actions/setup-python@v4
       with:
-        python-version: 3.8
+        python-version: 3.11
 
     - name: Install dependencies
       run: |

.github/workflows/doctests.yaml

@@ -8,15 +8,14 @@ jobs:
       max-parallel: 4
       fail-fast: false
       matrix:
-        python-version: ['3.9']
+        python-version: ['3.11']
         platform: [ubuntu-latest]
 
     runs-on: ${{ matrix.platform }}
 
     steps:
     - uses: actions/checkout@v3
-    - name: Set up Python ${{ matrix.python-version }}
-      uses: actions/setup-python@v4
+    - uses: actions/setup-python@v4
       with:
         python-version: ${{ matrix.python-version }}
     - name: Install other dependencies

.github/workflows/lints.yml

@@ -12,6 +12,8 @@ jobs:
     steps:
     - uses: actions/checkout@v3
     - uses: actions/setup-python@v4
+      with:
+          python-version: '3.11'
     - name: Install tools
       run: pip install "ruff==0.2.2" "docformatter[tomli]==1.5.0"
     - name: Ruff (Flake8)

.github/workflows/pypi.yml

@@ -12,10 +12,9 @@ jobs:
     - uses: actions/checkout@v4
     - name: Get tags
       run: git fetch --tags origin
-    - name: Set up Python 3.8
-      uses: actions/setup-python@v4
+    - uses: actions/setup-python@v4
       with:
-        python-version: '3.8'
+        python-version: '3.11'
     - name: Install dependencies
       run: |
         python -m pip install -U pip

.github/workflows/style_type_checks.yml

@@ -10,6 +10,8 @@ jobs:
     - uses: actions/checkout@v3
     - uses: extractions/setup-just@v1
     - uses: actions/setup-python@v4
+      with:
+          python-version: '3.11'
     - name: Install dependencies
       run: |
         pip install .

.github/workflows/tests-nixtla.yaml

@@ -8,15 +8,14 @@ jobs:
       max-parallel: 4
       fail-fast: false
       matrix:
-        python-version: ['3.8']
+        python-version: ['3.11']
         platform: [ubuntu-latest]
 
     runs-on: ${{ matrix.platform }}
 
     steps:
     - uses: actions/checkout@v3
-    - name: Set up Python ${{ matrix.python-version }}
-      uses: actions/setup-python@v4
+    - uses: actions/setup-python@v4
       with:
         python-version: ${{ matrix.python-version }}
     - name: Install other dependencies

.github/workflows/tests-nursery.yml

@@ -8,7 +8,7 @@ jobs:
       max-parallel: 1
       fail-fast: false
       matrix:
-        python-version: ['3.8']
+        python-version: ['3.11']
         platform: [ubuntu-latest]
 
     runs-on: ${{ matrix.platform }}
@@ -17,8 +17,7 @@ jobs:
 
     steps:
     - uses: actions/checkout@v3
-    - name: Set up Python ${{ matrix.python-version }}
-      uses: actions/setup-python@v4
+    - uses: actions/setup-python@v4
       with:
         python-version: ${{ matrix.python-version }}
     - name: Install MXNet (Linux)

.github/workflows/tests-prophet.yaml

@@ -8,15 +8,14 @@ jobs:
       max-parallel: 4
       fail-fast: false
       matrix:
-        python-version: ['3.8']
+        python-version: ['3.11']
         platform: [ubuntu-latest]
 
     runs-on: ${{ matrix.platform }}
 
     steps:
     - uses: actions/checkout@v3
-    - name: Set up Python ${{ matrix.python-version }}
-      uses: actions/setup-python@v4
+    - uses: actions/setup-python@v4
       with:
         python-version: ${{ matrix.python-version }}
     - name: Install other dependencies

.github/workflows/tests-r.yml

@@ -8,7 +8,7 @@ jobs:
       max-parallel: 4
       fail-fast: false
       matrix:
-        python-version: ['3.9']
+        python-version: ['3.11']
         platform: [ubuntu-latest]
 
     runs-on: ${{ matrix.platform }}
@@ -32,8 +32,7 @@ jobs:
           libxml2-dev \
           libcurl4-openssl-dev
         Rscript -e 'install.packages(c("forecast", "nnfor", "hts"), repos="https://cloud.r-project.org")'
-    - name: Set up Python ${{ matrix.python-version }}
-      uses: actions/setup-python@v4
+    - uses: actions/setup-python@v4
       with:
         python-version: ${{ matrix.python-version }}
     - name: Install Python dependencies

.github/workflows/tests-torch.yml

@@ -8,7 +8,7 @@ jobs:
       max-parallel: 4
       fail-fast: false
       matrix:
-        python-version: ['3.8', '3.9', '3.10']
+        python-version: ['3.9', '3.10', '3.11']
         platform: [ubuntu-latest]
 
     runs-on: ${{ matrix.platform }}
@@ -21,10 +21,9 @@ jobs:
         python-version: ${{ matrix.python-version }}
     - name: Install dependencies
       run: |
-        pip install ".[arrow]" \
+        pip install ".[arrow,torch,shell]" \
           -r requirements/requirements-test.txt \
-          -r requirements/requirements-extras-m-competitions.txt \
-          -r requirements/requirements-pytorch.txt
+          -r requirements/requirements-extras-m-competitions.txt
         pip install --no-deps -r requirements/requirements-extras-cpflows.txt
     - name: Test with pytest
       run: |

.github/workflows/tests-xgboost.yaml

@@ -8,7 +8,7 @@ jobs:
       max-parallel: 4
       fail-fast: false
       matrix:
-        python-version: ['3.8', '3.9', '3.10']
+        python-version: ['3.11']
         platform: [ubuntu-latest]
 
     runs-on: ${{ matrix.platform }}

.github/workflows/tests.yml

@@ -8,15 +8,14 @@ jobs:
       max-parallel: 4
       fail-fast: false
       matrix:
-        python-version: ['3.8', '3.9', '3.10']
+        python-version: ['3.9', '3.10', '3.11']
         platform: [ubuntu-latest]
 
     runs-on: ${{ matrix.platform }}
 
     steps:
     - uses: actions/checkout@v3
-    - name: Set up Python ${{ matrix.python-version }}
-      uses: actions/setup-python@v4
+    - uses: actions/setup-python@v4
       with:
         python-version: ${{ matrix.python-version }}
     - name: Install other dependencies

requirements/requirements-docs.txt

@@ -6,7 +6,7 @@ notedown
 lxml~=5.1.0
 pytest-runner~=2.11
 recommonmark
-sphinx~=4.0
+sphinx~=5.0
 docutils<=0.16
 optuna~=2.10
 furo==2022.6.4.1

requirements/requirements-extras-shell.txt

@@ -1,2 +1,2 @@
-flask~=2.0
-waitress~=2.1.2
+flask~=3.0
+waitress~=3.0.1

src/gluonts/dataset/repository/_ercot.py

@@ -26,7 +26,7 @@ def generate_ercot_dataset(dataset_path: Path, dataset_writer: DatasetWriter):
     df.ffill(inplace=True)
     regions = [col for col in df.columns if col not in ["ds", "y"]]
 
-    freq = "1H"
+    freq = "1h"
     prediction_length = 24
 
     start = pd.Period(df["ds"][0], freq=freq)

src/gluonts/dataset/repository/_gp_copula_2019.py

@@ -63,7 +63,7 @@ class GPCopulaDataset(NamedTuple):
         # original dataset can be found at https://archive.ics.uci.edu/ml/datasets/ElectricityLoadDiagrams20112014#
         num_series=370,
         prediction_length=24,
-        freq="H",
+        freq="h",
         rolling_evaluations=7,
         max_target_dim=None,
     ),
@@ -73,7 +73,7 @@ class GPCopulaDataset(NamedTuple):
         # note there are 963 in the original dataset from https://archive.ics.uci.edu/ml/datasets/PEMS-SF
         num_series=963,
         prediction_length=24,
-        freq="H",
+        freq="h",
         rolling_evaluations=7,
         max_target_dim=None,
     ),
@@ -82,7 +82,7 @@ class GPCopulaDataset(NamedTuple):
         url=root + "solar_nips.tar.gz",
         num_series=137,
         prediction_length=24,
-        freq="H",
+        freq="h",
         rolling_evaluations=7,
         max_target_dim=None,
     ),

src/gluonts/dataset/repository/_lstnet.py

@@ -91,7 +91,7 @@ class LstnetDataset(NamedTuple):
         prediction_length=24,
         rolling_evaluations=7,
         start_date="2012-01-01",
-        freq="1H",
+        freq="1h",
         agg_freq=None,
     ),
     "traffic": LstnetDataset(
@@ -105,7 +105,7 @@ class LstnetDataset(NamedTuple):
         prediction_length=24,
         rolling_evaluations=7,
         start_date="2015-01-01",
-        freq="H",
+        freq="h",
         agg_freq=None,
     ),
     "solar-energy": LstnetDataset(
@@ -117,7 +117,7 @@ class LstnetDataset(NamedTuple):
         rolling_evaluations=7,
         start_date="2006-01-01",
         freq="10min",
-        agg_freq="1H",
+        agg_freq="1h",
     ),
 }
 

src/gluonts/dataset/repository/_tsf_datasets.py

@@ -278,11 +278,15 @@ def generate_forecasting_dataset(
 def default_prediction_length_from_frequency(freq: str) -> int:
     prediction_length_map = {
         "T": 60,
+        "min": 60,
         "H": 48,
+        "h": 48,
         "D": 30,
         "W-SUN": 8,
         "M": 12,
+        "ME": 12,
         "Y": 4,
+        "YE": 4,
     }
     try:
         freq = to_offset(freq).name