0.15.0

New features

• add iTransformer multivariate forecaster (#3017) by @kashif
• Add TiDE model (#3096) by @maxc01
• Add ercot dataset (#3148) by @lostella
• Add ETT datasets (#3149) by @lostella
• Add item_id to ERCOT and ETT datasets (#3150) by @shchur
• Add Seasonal Aggregate Predictor (#3162) by @rshyamsundar

Model updates

• Add option to provide function for season_length in SeasonalNaivePredictor (#3033) by @lostella
• R: add ARIwith exogenous regressors (#3086) by @leica2023

Breaking changes

• ev: Batch data for faster evaluation. (#3051) by @lostella
• Unify QuantileOutput and DistributionOutput (#3093) by @shchur
• Rotbaum: turn to json-based serialization (#3176) by @lostella

Fixes

• Fix issues related to new Pandas offset names (#3117) by @lostella
• Fix loader for the M5 dataset (#3151) by @shchur
• Fix loaders for M5 & ETT datasets (#3155) by @shchur
• Fix item_id for M5 dataset (#3156) by @shchur
• Serde: limit decode code execution (#3175) by @lostella

Dependencies

• Nursery: bump up pyarrow requirement in gluonts.nursery.tsbench (#3056) by @lostella
• Bump scikit-learn from 0.23.2 to 1.0.1 in /src/gluonts/nursery/daf (#3118) by @dependabot
• Bump sklearn version in nursery subpackages (#3120) by @lostella
• Bump dependencies versions to address dependabot alerts (#3173) by @lostella
• Bump dependencies versions to address dependabot alerts, again (#3174) by @lostella

Other changes

• update dockerfile python version to 3.8 (#3072) by @melopeo
• Update REFERENCES.md (#3078) by @abdulfatir
• CI: run R tests on push (#3089) by @lostella
• CI: chain requirements to ensure compatibility (#3112) by @Borda
• test: unify using @pytest.mark.flaky(...) & bump pytest plugins (#3132) by @Borda
• Add Chronos Breaking News (#3154) by @abdulfatir
• lint: freeze & run Black version 24.02 (#3131) by @Borda
• ci: update lints Ruff & docformatter (#3130) by @Borda
• Extend test coverage for pandas frequencies (#3179) by @shchur
• Tests: xfail test for fourier.arima.xreg (#3182) by @lostella