Issues

• update() misassigns values with pandas categorical ids in a different category order

  bug
  Nixtla/mlforecast#776 · Filter by author jmoralez opened on Oct 8, 2026

• Weighted transfer conformal uses weight_col as a density-ratio feature

  Nixtla/mlforecast#763 · Filter by author nasaul opened on Oct 5, 2026

• Weighted transfer conformal: user weights ignored with new_df, ids= support, scale_aligned_weighted w_test

  Nixtla/mlforecast#762 · Filter by author nasaul opened on Oct 4, 2026
  

• Transfer intervals with ids=: short unrequested series fail the backtest length check

  Nixtla/mlforecast#761 · Filter by author nasaul opened on Oct 2, 2026
  

• [Models] Monte Carlo sampling-based probabilistic recursive reduction forecaster

  enhancementfeature
  Nixtla/mlforecast#749 · Filter by author marrov opened on Sep 28, 2026

• polars date features diverge from the pandas convention: 5 raise AttributeError, weekday silently returns 1-7

  bug
  Nixtla/mlforecast#738 · Filter by author nasaul opened on Sep 9, 2026
  1

• Target transforms corrupt conformal calibration with refit=False cross-validation

  Nixtla/mlforecast#733 · Filter by author ramirocrc opened on Sep 7, 2026

• prediction interval in transfer learning with exogenous inputs

  bug
  Nixtla/mlforecast#721 · Filter by author mgorjis opened on Aug 21, 2026

• [Core] Allow NaN target values at fit/preprocess, dropping them only before model fitting

  enhancementfeature
  Nixtla/mlforecast#704 · Filter by author simonez-tuidi opened on Jul 29, 2026

• Accept a one-row-per-id DataFrame for static_features

  enhancementfeature
  Nixtla/mlforecast#702 · Filter by author simonez-tuidi opened on Jul 24, 2026
  3

• Support models_fit_kwargs in LightGBMCV.fit

  enhancementfeature
  Nixtla/mlforecast#691 · Filter by author cespeleta opened on Jul 17, 2026
  1

• Allow predict(ids=...) with safe pooled/grouped lag-transform subsets

  enhancementfeature
  Nixtla/mlforecast#649 · Filter by author simonez-tuidi opened on May 20, 2026

• [Core] Support exogenous transforms inside MLForecast and allow raw exogenous inputs to be dropped from the model feature set

  enhancementfeature
  Nixtla/mlforecast#635 · Filter by author simonez-tuidi opened on Apr 28, 2026

• [Core] Add interpretability capabilities trough SHAP

  enhancementfeature
  Nixtla/mlforecast#150 · Filter by author AzulGarza opened on Jun 8, 2023
  5

• MLForecast pipeline : Feature extraction/creation + Feature selection + Hyperparameter tuning

  enhancementfeature
  Feature

  Nixtla/mlforecast#139 · Filter by author NasreddineD opened on May 20, 2023
  2