Gluonts

Backporting fixes:
* Fix: use broadcast_lesser in place of comparisons in ISQF (1920 by vincentqb)
* Fix dummy estimator (1931 by canerturkmen)
* Fix Pytorch Lightning tutorial (1933 by jaheba)
* Fixed autograd inplace operations error in Transformed Distribution (1938 by shubhamkapoor)

Backporting fixes:
* Fix AddTimeFeatures transformation for multiples of base frequencies (https://github.com/awslabs/gluon-ts/pull/1916)
* Update docs requirements (https://github.com/awslabs/gluon-ts/pull/1919)

Backporting fixes:
* Added QuarterlyBegin time feature (1903)
* Fix the use of the scaling parameter in Transformer model (1909)

Changelog
New Features
- Add `ckpt_path` argument to `PyTorchLightningEstimator`. (1872)
- Add TSBench (1865)
- add SCott code to nursery (1827)
- Add dynamic code for shell. (1821)
- Adding `torch.isqf` (1815)
- Add tsbench readme placeholder (1808)
- Adding ISQF distribution class (1746)
- Adding IQF to remove quantile crossing and required retraining for ne… (1693)
- Hierarchical Forecaster: End-to-End model based on DeepVAR (1665)
- Adding glouonts.torch.piecewise_linear (1663)
- Add quantitle regression mode to AutoGluon-based TabularEstimator (1611)
- add dummy estimator to trivial models (1602)

Bug Fixes
- Add file path argument to m5 dataset generation (1896)
- Fix negative binomial parameter map (1893)
- Fix negative binomial sampling (1884)
- Fixes for Monash Forecasting Repository datasets (1879)
- Fix serde.flat type handling. (1851)
- Fix datesplitter. (1850)
- changed metadata creation function (1847)
- Check equality of transformations. (1844)
- Fix samples scaling in PyTorch DeepAR (1836)
- Fix _version for cases when git is not installed. (1825)
- Fixed data leakage bug in implementation of dynamic real and categorical features (1809)
- fix for 1725, reverse breaking changes to data loader and handle all zero batches (1779)
- Upgrade pytorch and pytorch-lightning requirements and some fixes. (1765)
- Fix torch NOPScaler shape. (1752)
- Convert batchify list to np array (1732)
- Fix gluonts.json; added bdump/bdumps. (1721)
- Fix scaling for pytorch negative binomial output (1702)
- Fix frequency string conversion from ts format, add test (1652)
- Fix NegativeBinomial constructor args in NegativeBinomialOutput (torch) (1651)
- Add batch_size attribute to MQCNNEstimator and MQRNNEstimator (1645)
- Add additional datasets from the Monash Time Series Forecasting Repository (1632)

Breaking Changes
- Extend default quantiles for MQ* Estimators to match MSIS quantiles. (1866)
- changed metadata creation function (1847)
- Remove support module. (1792)
- Set minimum Python version to 3.7. (1791)
- Exceptions cleanup. (1615)

Other Changes & Improvements
- Update mypy to 0.910. (1875)
- Bump ujson from 4.3.0 to 5.1.0 in /src/gluonts/nursery/tsbench (1869)
- Update black to v22. (1867)
- Fix docstring typo in feature.py (1863)
- Fix scott checks. (1845)
- Remove requirement for `validated` in from_hyperparameters. (1826)
- Fix test collect ignore. (1817)
- Split tests into one workflow for each framework. (1805)
- Mark transformer as flaky. (1801)
- Mark empirical_distribution test as flaky. (1798)
- Use of int/float/object over np.int/float/object for dtype. (1795)
- Rework tests. (1786)
- Update typing_extension version. (1785)
- Use of independent random seed. (1767)
- Upgrade pytorch and pytorch-lightning requirements and some fixes. (1765)
- Remove sphinx-autobuild sphinx-autorun, update sphinx version. (1745)
- Exlude bin folders from apidoc. (1744)
- Don't run doctest on nursery. (1743)
- Hierarchical: Compute relative reconciliation error and add tests (1722)
- Fixing doc build from mqcnn-iqf commit (1699)
- Replace miniver with custom versioning code. (1662)
- Cap numba<0.54, ipykernel<6.2.0 (1661)
- Removed assert for cardinality and static feats (1659)

Backporting fixes:
* loosen RTOL in `test/distribution/test_flows.py` to make `test_flow_invertibility` pass (1604)
* Add batch_size attribute to MQCNNEstimator and MQRNNEstimator (1645)
* Fix NegativeBinomial constructor args in NegativeBinomialOutput (torch) (1651)
* Fix frequency string conversion from ts format, add test (adapted from 1652)

New Features
- add dummy estimator for seasonal_naive (1598)
- Add STL-AR as one more R baseline model (1568)
- Allow validation data for TabularEstimator. (1562)
- QRX fixes and added functionality (1544)
- Extend FileDataset's Parameters to load_datasets (1538)
- Serde: Allow encoding of functions and methods. (1519)
- Settings: Enable partial assignment (1504)
- Settings: Support for nested args in _inject. (1503)
- `Transform.apply` (1494)
- PyTorch implementation of DeepAR (1460)
- support Min freq for get_seasonality() method (1459)
- add deep renewal processes for intermittent demand forecasting (1458)
- Add transform objects for dealing with sparse time series. (1421)
- spliced binned pareto (1410)
- Add callbacks mechanism to Trainer class (1168)

Bug Fixes
- Fix frequency metadata bug for lstnet datasets (1593)
- Fix single dispatch register for py36 (1591)
- R fixes for methods that produce point forecasts or prediction intervals directly (1564)
- Fix computation of OWA (1557)
- Fixed QRX bug: ".values()" to ".values" (1552)
- QRX fixes and added functionality (1544)
- Fix serde issue with some distribution output types, add test (1543)
- Add item_id to r forecast predictors (1537)
- fix ProphetPredictor serialization issue (1535)
- Add constant dummy time features to TFT for yearly data (1518)
- Settings: Fix partial assignment. (1516)
- Fix anomaly detection example (1515)
- Fix Settings._inject to check if it can provide the value. (1501)
- Change miniver fallback version from `unknown` to `0.0.0`. (1457)
- Fix get_lags_for_frequency for minute data in DeepVAR (1455)
- Fix missing import in gluonts.mx.model.GluonEstimator (1450)
- Fix train-test split data leakage for m4_yearly and wiki-rolling_nips. (1445)
- fix compatibility for pandas < 1.1 in `time_feature/_base.py` (1437)
- fix edge case in iteration based model averaging (1345)

Breaking Changes
- QRX fixes and added functionality (1544)
- `Transform.apply` (1494)

Other Changes & Improvements
- shallow import for `gluonts.mx` module (1592)
- Mark torch distribution inference tests as flaky (1586)
- Update REFERENCES.md (1583)
- Delete pytorch_predictor_example.ipynb (1574)
- Improve tests for R methods (1567)
- Rename flake8 action step. (1555)
- Set max_idle_transforms to the length of the dataset (1546)
- Add datasets from forecastingdata.org (1542)
- Train invoke with (1530)
- Consolidate ZeroFeature from DeepState (1522)
- Fix indentation (1500)
- Simplify `loader.py` (1495)
- adjustments to variable length functionality in batchify (1442)
- Use miniver for version resolution. (1434)
- Add docstrings for metrics. (1422)
- Fixes for MXNet 1.8 (1403)