Changelog

This changelog is generated automatically from GitHub Releases.

0.4.0

2026-09-29 · GitHub

What’s Changed

⚠️ API changes to make the API more functional and better integrated with JAX; see https://github.com/juanitorduz/numpyro_forecast/issues/116

We are converging to a more stable API 🚀

Bump anthropics/claude-code-action from 1.0.195 to 1.0.206 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/113
Bump ty from 0.0.72 to 0.0.74 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/114
Bump ruff from 0.16.3 to 0.16.4 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/115
Bump anthropics/claude-code-action from 1.0.206 to 1.0.213 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/117
Bump ruff from 0.16.4 to 0.16.5 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/118
Bump ty from 0.0.74 to 0.0.77 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/119
Add vector autoregression components and a VAR example notebook by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/120
Bump anthropics/claude-code-action from 1.0.213 to 1.0.219 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/122
Bump ty from 0.0.77 to 0.0.79 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/123
Bump ruff from 0.16.5 to 0.16.6 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/124
Bump anthropics/claude-code-action from 1.0.219 to 1.0.226 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/127
Bump ruff from 0.16.6 to 0.16.7 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/128
Bump ty from 0.0.79 to 0.0.81 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/129
Design document: integrating numpyro_forecast with dynestyx by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/125
Bump anthropics/claude-code-action from 1.0.226 to 1.0.231 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/132
Update jax requirement from <0.11.1,>=0.10.0 to >=0.10.0,<0.11.3 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/131
Bump ruff from 0.16.7 to 0.16.8 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/133
Bump ty from 0.0.81 to 0.0.83 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/134
Example notebook: Kalman-filtered state space models with dynestyx by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/126
Use a smaller thumbnail for the dynestyx example card by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/136
Add time_reparam: Haar/DCT time-axis reparameterization (port of Pyro’s time_reparam) by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/135
Address review #116: pytree Horizon/SSOEResult, distribution instances, mean/update step protocol by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/137
Re-execute all example notebooks ahead of the 0.4 release by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/138
Restructure the README for the 0.4 release by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/139
Agent skill, llms-full contrib section, .well-known deploy fix, AGENTS.md for 0.4 by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/140
Pre-release cleanup for 0.4: driver signature consistency, stale docs, broken links by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/141
Bump version from 0.3.0 to 0.4.0 by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/142

Full Changelog: https://github.com/juanitorduz/numpyro_forecast/compare/0.3.0…0.4.0

0.3.0

2026-08-27 · GitHub

Major Change: Only Functional API ⚠️

We will now support only the functional API to improve compatibility with NumPyro and the broader JAX ecosystem.

Functional API Refactor by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/101

What’s Changed

Bump ruff from 0.15.22 to 0.16.0 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/80
Bump actions/setup-python from 6 to 7 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/76
Bump anthropics/claude-code-action from 1.0.176 to 1.0.181 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/77
Bump ty from 0.0.60 to 0.0.63 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/78
Add censored demand forecasting example by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/82
Bump j178/prek-action from 2 to 2.0.6 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/83
Bump anthropics/claude-code-action from 1.0.181 to 1.0.183 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/84
Bump ty from 0.0.63 to 0.0.64 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/85
Bump anthropics/claude-code-action from 1.0.183 to 1.0.185 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/86
Bump ruff from 0.16.0 to 0.16.1 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/87
Bump ty from 0.0.64 to 0.0.66 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/89
Bump j178/prek-action from 2.0.6 to 3.0.0 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/88
Bump anthropics/claude-code-action from 1.0.185 to 1.0.191 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/91
Bump ty from 0.0.66 to 0.0.70 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/90
Bump ruff from 0.16.1 to 0.16.2 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/92
Bump anthropics/claude-code-action from 1.0.191 to 1.0.195 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/93
Bump ty from 0.0.70 to 0.0.72 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/94
Bump ruff from 0.16.2 to 0.16.3 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/95

Full Changelog: https://github.com/juanitorduz/numpyro_forecast/compare/0.2.3…0.3.0

0.2.3

2026-07-21 · GitHub

What’s Changed

Bump codecov/codecov-action from 5 to 7 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/67
Bump ty from 0.0.58 to 0.0.60 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/70
Bump ruff from 0.15.21 to 0.15.22 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/69
Bump anthropics/claude-code-action from 1.0.171 to 1.0.176 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/68
Add ARMA(1,1) parameter-recovery and cross-validation example by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/57
Croston method example by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/71
TSB method example by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/72
Availability-aware TSB example by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/73
Bump version to 0.2.3 and update numpyro dependency by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/74

Full Changelog: https://github.com/juanitorduz/numpyro_forecast/compare/0.2.2…0.2.3

0.2.2

2026-07-15 · GitHub

What’s Changed

[Fix] to_datatree OOMs on GPU: in-sample predictive materializes all draws in one allocation by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/65
Bump version from 0.2.1 to 0.2.2 by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/66

Full Changelog: https://github.com/juanitorduz/numpyro_forecast/compare/0.2.1…0.2.2

0.2.1

2026-07-12 · GitHub

What’s Changed

Bump ty from 0.0.56 to 0.0.58 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/58
Bump ruff from 0.15.20 to 0.15.21 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/59
Add Codecov configuration and README badge by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/61
Fresh retail stockout example by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/62
Bump version from 0.2.0 to 0.2.1 by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/63

Full Changelog: https://github.com/juanitorduz/numpyro_forecast/compare/0.2.0…0.2.1

0.2.0

2026-07-08 · GitHub

What’s Changed

Prune dependencies by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/36
Update package-ecosystem to ‘uv’ in dependabot config by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/37
Bump astral-sh/setup-uv from 6 to 7 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/42
Bump j178/prek-action from 1 to 2 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/41
Bump actions/download-artifact from 4 to 8 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/40
Bump actions/upload-artifact from 4 to 7 by @dependabot[bot] in https://github.com/juanitorduz/numpyro_forecast/pull/39
Make pre-commit env aware by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/44
dummy by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/45
Allow parallel=True in Predictive when forecasting by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/46
Refactor by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/47
Modularize functional.py into a functional/ package by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/50
Redistribute the contents of util.py into meaningful modules by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/51
Parallelize tests using pytest-split by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/52
Example inference methods by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/53
Add grid docs in examples by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/54
Versioned docs: stable release at root, dev docs at /v/dev/ by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/55
Bump version from 0.1.3 to 0.2.0 by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/56

New Contributors

@dependabot[bot] made their first contribution in https://github.com/juanitorduz/numpyro_forecast/pull/42

Full Changelog: https://github.com/juanitorduz/numpyro_forecast/compare/0.1.3…0.2.0

0.1.3

2026-07-03 · GitHub

What’s Changed

Rebuild docs on release so the version badge tracks the latest release by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/30
Add exponential smoothing example by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/31
Add references to notebooks by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/32
Better prior plots by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/33
Backtest improvement by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/35

Full Changelog: https://github.com/juanitorduz/numpyro_forecast/compare/0.1.2…0.1.3

0.1.2

2026-06-30 · GitHub

What’s Changed

Improve the univariate forecasting notebook by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/25
Use better ArviZ functions by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/27
Bump version from 0.1.1 to 0.1.2 by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/28

Full Changelog: https://github.com/juanitorduz/numpyro_forecast/compare/0.1.1…0.1.2

0.1.1

2026-06-26 · GitHub

What’s Changed

Add documentation site with great-docs by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/14
Fix production docs deploy + prune old deployments by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/15
Fix merge-time docs deploy cancellation + restore prune workflow by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/16
Add .nojekyll so notebook figures load on GitHub Pages by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/17
Add electricity demand forecasting example by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/19
Add electricity forecasting calibration example by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/20
Add coverage configuration to pyproject.toml by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/23
Overall improvements after the MVP phase by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/21
Bump version from 0.1.0 to 0.1.1 by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/24

Full Changelog: https://github.com/juanitorduz/numpyro_forecast/compare/0.1.0…0.1.1

0.1.0

2026-06-23 · GitHub

What’s Changed

Initial configuration by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/1
Add claude GitHub actions 1781548272346 by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/3
Add examples by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/2
more improvements by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/4
Update project name to ‘NumPyro Forecast’ by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/5
fix prek by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/6
Additional cleanup by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/7
Functional API by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/8
Make the random generator array the first argument by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/9
Improvements by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/10
Improve notebooks storyline by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/11
release workflow by @juanitorduz in https://github.com/juanitorduz/numpyro_forecast/pull/13

New Contributors

@juanitorduz made their first contribution in https://github.com/juanitorduz/numpyro_forecast/pull/1

Full Changelog: https://github.com/juanitorduz/numpyro_forecast/commits/0.1.0