Repository: sktime/sktime
Pull request #6164 (2024-03-18 20:14:31)

[MNT] [Dependabot](deps-dev): Update holidays requirement from <0.45,>=0.29 to >=0.29,<0.46
Updates the requirements on [holidays](https://github.com/vacanza/python-holidays) to permit the latest version.
<details>
<summary>Release notes</summary>
<p><em>Sourced from <a href="https://github.com/vacanza/python-holidays/releases">holidays's releases</a>.</em></p>
<blockquote>
<h2>v0.45</h2>
<h1>Version 0.45</h1>
<p>Released March 18, 2024</p>
<ul>
<li>Add Python 3.12 support (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1721">#1721</a> by <a href="https://github.com/arkid15r"><code>@​arkid15r</code></a>)</li>
<li>Add Kuwait holidays (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1707">#1707</a> by <a href="https://github.com/arkid15r"><code>@​arkid15r</code></a>, <a href="https://github.com/jamjam0109"><code>@​jamjam0109</code></a>)</li>
<li>Add Seychelles holidays (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1728">#1728</a> by <a href="https://github.com/PPsyrius"><code>@​PPsyrius</code></a>)</li>
<li>Fix SonarCloud security hotspots (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1718">#1718</a> by <a href="https://github.com/arkid15r"><code>@​arkid15r</code></a>)</li>
<li>Fix SonarCloud security hotspots (attempt <a href="https://redirect.github.com/vacanza/python-holidays/issues/2">#2</a>) (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1720">#1720</a> by <a href="https://github.com/arkid15r"><code>@​arkid15r</code></a>)</li>
<li>Fix SonarCloud security hotspots (attempt <a href="https://redirect.github.com/vacanza/python-holidays/issues/3">#3</a>) (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1723">#1723</a> by <a href="https://github.com/arkid15r"><code>@​arkid15r</code></a>)</li>
<li>Update Mexico holidays (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1722">#1722</a> by <a href="https://github.com/KJhellico"><code>@​KJhellico</code></a>)</li>
<li>Update pre-commit config (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1732">#1732</a> by <a href="https://github.com/KJhellico"><code>@​KJhellico</code></a>)</li>
</ul>
<p><strong>New Contributors</strong>:</p>
<ul>
<li><a href="https://github.com/jamjam0109"><code>@​jamjam0109</code></a> made their first contribution in <a href="https://redirect.github.com/vacanza/python-holidays/pull/1707">vacanza/python-holidays#1707</a></li>
</ul>
<p><strong>Full Changelog</strong>: <a href="https://github.com/vacanza/python-holidays/compare/v0.44...v0.45">https://github.com/vacanza/python-holidays/compare/v0.44...v0.45</a></p>
</blockquote>
</details>
<details>
<summary>Changelog</summary>
<p><em>Sourced from <a href="https://github.com/vacanza/python-holidays/blob/dev/CHANGES">holidays's changelog</a>.</em></p>
<blockquote>
<h1>Version 0.45</h1>
<p>Released March 18, 2024</p>
<ul>
<li>Add Python 3.12 support (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1721">#1721</a> by <a href="https://github.com/arkid15r"><code>@​arkid15r</code></a>)</li>
<li>Add Kuwait holidays (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1707">#1707</a> by <a href="https://github.com/arkid15r"><code>@​arkid15r</code></a>)</li>
<li>Add Seychelles holidays (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1728">#1728</a> by <a href="https://github.com/PPsyrius"><code>@​PPsyrius</code></a>)</li>
<li>Fix SonarCloud security hotspots (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1718">#1718</a> by <a href="https://github.com/arkid15r"><code>@​arkid15r</code></a>)</li>
<li>Fix SonarCloud security hotspots (attempt <a href="https://redirect.github.com/vacanza/python-holidays/issues/2">#2</a>) (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1720">#1720</a> by <a href="https://github.com/arkid15r"><code>@​arkid15r</code></a>)</li>
<li>Fix SonarCloud security hotspots (attempt <a href="https://redirect.github.com/vacanza/python-holidays/issues/3">#3</a>) (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1723">#1723</a> by <a href="https://github.com/arkid15r"><code>@​arkid15r</code></a>)</li>
<li>Update Mexico holidays (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1722">#1722</a> by <a href="https://github.com/KJhellico"><code>@​KJhellico</code></a>)</li>
<li>Update pre-commit config (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1732">#1732</a> by <a href="https://github.com/KJhellico"><code>@​KJhellico</code></a>)</li>
</ul>
<h1>Version 0.44</h1>
<p>Released March 4, 2024</p>
<ul>
<li>Update Ethiopia holidays (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1704">#1704</a> by <a href="https://github.com/KJhellico"><code>@​KJhellico</code></a>)</li>
<li>Update RELEASE.rst (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1698">#1698</a> by <a href="https://github.com/arkid15r"><code>@​arkid15r</code></a>)</li>
<li>Update Ukrainian translations (proper apostrophe) (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1714">#1714</a> by <a href="https://github.com/KJhellico"><code>@​KJhellico</code></a>)</li>
<li>Update make clean action: delete docs autosummary (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1711">#1711</a> by <a href="https://github.com/arkid15r"><code>@​arkid15r</code></a>)</li>
<li>Update snapshots: Portugal holidays (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1709">#1709</a> by <a href="https://github.com/PPsyrius"><code>@​PPsyrius</code></a>)</li>
<li>Update test coverage to 100% (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1715">#1715</a> by <a href="https://github.com/KJhellico"><code>@​KJhellico</code></a>)</li>
<li>Add AUTHORS file (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1700">#1700</a> by <a href="https://github.com/arkid15r"><code>@​arkid15r</code></a>)</li>
<li>Add <code>UNOFFICIAL</code> category for the United States (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1669">#1669</a> by <a href="https://github.com/PPsyrius"><code>@​PPsyrius</code></a>)</li>
<li>Rename repository branches (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1699">#1699</a> by <a href="https://github.com/arkid15r"><code>@​arkid15r</code></a>)</li>
</ul>
<h1>Version 0.43</h1>
<p>Released February 19, 2024</p>
<ul>
<li>Introduce subdivisions aliases (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1662">#1662</a> by <a href="https://github.com/sphh"><code>@​sphh</code></a>, <a href="https://github.com/arkid15r"><code>@​arkid15r</code></a>)</li>
<li>Update Ireland holidays (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1687">#1687</a> by <a href="https://github.com/KJhellico"><code>@​KJhellico</code></a>)</li>
<li>Update Portugal holidays: fix Carnival date (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1694">#1694</a> by <a href="https://github.com/DgRosa"><code>@​DgRosa</code></a>)</li>
<li>Update Taiwan holidays (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1688">#1688</a> by <a href="https://github.com/KJhellico"><code>@​KJhellico</code></a>)</li>
<li>Update Thailand holidays: add Bridge Public Holiday on Apr 12, 2024 (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1690">#1690</a> by <a href="https://github.com/PPsyrius"><code>@​PPsyrius</code></a>)</li>
</ul>
<h1>Version 0.42</h1>
<p>Released February 5, 2024</p>
<ul>
<li>Add Ghana holidays (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1639">#1639</a> by <a href="https://github.com/JerryAgbesi"><code>@​JerryAgbesi</code></a>, <a href="https://github.com/arkid15r"><code>@​arkid15r</code></a>)</li>
<li>Add Jersey holidays (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1664">#1664</a> by <a href="https://github.com/PPsyrius"><code>@​PPsyrius</code></a>)</li>
<li>Update Costa Rica holidays (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1657">#1657</a> by <a href="https://github.com/KJhellico"><code>@​KJhellico</code></a>)</li>
<li>Update Croatia holidays (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1659">#1659</a> by <a href="https://github.com/KJhellico"><code>@​KJhellico</code></a>)</li>
<li>Update Greece holidays (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1663">#1663</a> by <a href="https://github.com/KJhellico"><code>@​KJhellico</code></a>)</li>
</ul>
<!-- raw HTML omitted -->
</blockquote>
<p>... (truncated)</p>
</details>
<details>
<summary>Commits</summary>
<ul>
<li><a href="https://github.com/vacanza/python-holidays/commit/b560805df7587f62ee2653fa53637992d76592c5"><code>b560805</code></a> Merge pull request <a href="https://redirect.github.com/vacanza/python-holidays/issues/1734">#1734</a> from vacanza/dev</li>
<li><a href="https://github.com/vacanza/python-holidays/commit/b91f00a09d24d927e409d0ccff2178e8ca274d07"><code>b91f00a</code></a> Finalize v0.45</li>
<li><a href="https://github.com/vacanza/python-holidays/commit/0531e430475d1ad32c7e194480ec5fd8759c974a"><code>0531e43</code></a> Add Seychelles holidays (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1728">#1728</a>)</li>
<li><a href="https://github.com/vacanza/python-holidays/commit/6ebb447a845a35a7d0e3ae003ed6b614adb34bad"><code>6ebb447</code></a> Update pre-commit config (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1732">#1732</a>)</li>
<li><a href="https://github.com/vacanza/python-holidays/commit/adc356663f07013da27abccb5095fc1d835ab636"><code>adc3566</code></a> Update pre-commit hooks (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1730">#1730</a>)</li>
<li><a href="https://github.com/vacanza/python-holidays/commit/668ee0862ebb1202628e820c5c7eec9bb74109d0"><code>668ee08</code></a> Bump peter-evans/create-pull-request from 6.0.1 to 6.0.2 (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1729">#1729</a>)</li>
<li><a href="https://github.com/vacanza/python-holidays/commit/00482f669fabc10083319d658237ae109a689f35"><code>00482f6</code></a> Update pre-commit hooks (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1724">#1724</a>)</li>
<li><a href="https://github.com/vacanza/python-holidays/commit/d894c42713461bd070a163fbf9eea21446b7de23"><code>d894c42</code></a> Fix SonarCloud security hotspots (attempt <a href="https://redirect.github.com/vacanza/python-holidays/issues/3">#3</a>) (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1723">#1723</a>)</li>
<li><a href="https://github.com/vacanza/python-holidays/commit/502def2db6acbf1ec623601976b0803f55487ff8"><code>502def2</code></a> Add Python 3.12 support (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1721">#1721</a>)</li>
<li><a href="https://github.com/vacanza/python-holidays/commit/62b70deb061276aae090a9db18739c0ef434ffc6"><code>62b70de</code></a> Update Mexico holidays (<a href="https://redirect.github.com/vacanza/python-holidays/issues/1722">#1722</a>)</li>
<li>Additional commits viewable in <a href="https://github.com/vacanza/python-holidays/compare/v.0.29...v0.45">compare view</a></li>
</ul>
</details>
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</details>


Patch:
diff --git a/.all-contributorsrc b/.all-contributorsrc
index a972893c7..e9ae4e968 100644
--- a/.all-contributorsrc
+++ b/.all-contributorsrc
@@ -2656,6 +2656,26 @@
         "maintenance"
       ]
     },
+    {
+      "login": "ianspektor",
+      "name": "Ian Spektor",
+      "avatar_url": "https://avatars.githubusercontent.com/u/49082859?v=4",
+      "profile": "https://github.com/ianspektor",
+      "contributions": [
+        "code",
+        "doc"
+      ]
+    },
+    {
+      "login": "javiber",
+      "name": "Javier Berneche",
+      "avatar_url": "https://avatars.githubusercontent.com/u/3588715?v=4",
+      "profile": "https://github.com/javiber",
+      "contributions": [
+        "code",
+        "doc"
+      ]
+    },
     {
       "login": "fnhirwa",
       "name": "Felix Hirwa Nshuti",
@@ -2665,6 +2685,15 @@
         "code",
         "maintenance"
       ]
+    },
+    {
+      "login": "vandit98",
+      "name": "Vandit Tyagi",
+      "avatar_url": "https://avatars.githubusercontent.com/u/91458535?v=4",
+      "profile": "https://github.com/vandit98",
+      "contributions": [
+        "doc"
+      ]
     }
   ]
 }
diff --git a/docs/source/api_reference/transformations.rst b/docs/source/api_reference/transformations.rst
index 4b08a6fd3..1a2388973 100644
--- a/docs/source/api_reference/transformations.rst
+++ b/docs/source/api_reference/transformations.rst
@@ -632,6 +632,20 @@ These transformers subset `X` by time points (`pandas` index or index level) or
     ColumnSelect
     IndexSubset
 
+Adapters to other frameworks
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+
+Generic framework adapters that expose other frameworks in the ``sktime`` interface.
+
+.. currentmodule:: sktime.transformations.series.temporian
+
+.. autosummary::
+    :toctree: auto_generated/
+    :template: class.rst
+
+    TemporianTransformer
+
+
 Panel transformers
 ------------------
 
diff --git a/docs/source/developer_guide.rst b/docs/source/developer_guide.rst
index 2b3cbaea7..90ef47026 100644
--- a/docs/source/developer_guide.rst
+++ b/docs/source/developer_guide.rst
@@ -14,7 +14,7 @@ Welcome to sktime's developer guide!
 
 New developers should:
 
-* sign up to the developer Discord (see link in README) and say hello in the ``#contributors`` channel
+* sign up to the developer Discord (see link in README) and say hello in the ``#intro`` channel
 * install a development version of ``sktime``, see :ref:`installation`
 * set up CI tests locally and ensure they know how to check them remotely, see :ref:`continuous_integration`
 * get familiar with the git workflow (:ref:`git_workflow`) and coding standards (:ref:`coding_standards`)
diff --git a/docs/source/get_involved/contributing.rst b/docs/source/get_involved/contributing.rst
index 705e81dfe..e7eb30c94 100644
--- a/docs/source/get_involved/contributing.rst
+++ b/docs/source/get_involved/contributing.rst
@@ -24,7 +24,7 @@ and people who are looking to learn and develop their skills.
 
 Recommended steps for first time contributors, or to get started with regular contributions:
 
-1. Say hello (in the lobby on `Discord`_)!
+1. Say hello (in the ``#intro`` channel on `Discord`_)!
 2. Get set up for development, see `instructions in the developer guide <https://www.sktime.net/en/stable/developer_guide.html>`_.
 3. Pick a good first issue to work on, see a collection `in this summary issue <https://github.com/sktime/sktime/issues/1147>`_ , or from `this list <https://github.com/sktime/sktime/issues?q=is%3Aopen+is%3Aissue+label%3A%22good+first+issue%22>`_
    suggestion: pick something small with simple content to learn the "process"
diff --git a/pyproject.toml b/pyproject.toml
index d8897bac4..9356412ad 100644
--- a/pyproject.toml
+++ b/pyproject.toml
@@ -108,6 +108,7 @@ all_extras = [
   "statsmodels>=0.12.1",
   'stumpy>=1.5.1; python_version < "3.11"',
   'tbats>=1.1; python_version < "3.12"',
+  'temporian>=0.7.0; python_version < "3.12" and sys_platform != "win32"',
   'tensorflow<2.17,>=2; python_version < "3.12"',
   'tsfresh>=0.17; python_version < "3.12"',
   'tslearn<0.7.0,!=0.6.0,>=0.5.2; python_version < "3.11"',
@@ -145,6 +146,7 @@ all_extras_pandas2 = [
   "statsmodels>=0.12.1",
   'stumpy>=1.5.1; python_version < "3.11"',
   'tbats>=1.1; python_version < "3.12"',
+  'temporian>=0.7.0; python_version < "3.12" and sys_platform != "win32"',
   'tensorflow<2.17,>=2; python_version < "3.12"',
   'tsfresh>=0.17; python_version < "3.12"',
   'tslearn<0.7.0,!=0.6.0,>=0.5.2; python_version < "3.11"',
@@ -203,13 +205,14 @@ regression = [
 transformations = [
   'esig<0.10,>=0.9.7; python_version < "3.11"',
   "filterpy<1.5,>=1.4.5",
-  "holidays>=0.29,<0.45",
+  "holidays>=0.29,<0.46",
   "mne>=1.5,<1.7",
   'numba<0.60,>=0.53',
   "pycatch22>=0.4,<0.4.4",
   "pykalman-bardo<0.10,>=0.9.7",
   "statsmodels<0.15,>=0.12.1",
   'stumpy<1.13,>=1.5.1; python_version < "3.12"',
+  'temporian>=0.7.0; python_version < "3.12" and sys_platform != "win32"',
   'tsfresh<0.21,>=0.17; python_version < "3.12"',
 ]
 
diff --git a/sktime/classification/deep_learning/resnet.py b/sktime/classification/deep_learning/resnet.py
index f85fcf7f0..44c3ef4c5 100644
--- a/sktime/classification/deep_learning/resnet.py
+++ b/sktime/classification/deep_learning/resnet.py
@@ -55,8 +55,8 @@ class ResNetClassifier(BaseDeepClassifier):
     >>> from sktime.classification.deep_learning.resnet import ResNetClassifier
     >>> from sktime.datasets import load_unit_test
     >>> X_train, y_train = load_unit_test(split="train")
-    >>> clf = ResNetClassifier(n_epochs=20, bacth_size=4) # doctest: +SKIP
-    >>> clf.fit(X_train, Y_train) # doctest: +SKIP
+    >>> clf = ResNetClassifier(n_epochs=20) # doctest: +SKIP
+    >>> clf.fit(X_train, y_train) # doctest: +SKIP
     ResNetClassifier(...)
     """
 
diff --git a/sktime/classification/deep_learning/rnn.py b/sktime/classification/deep_learning/rnn.py
index ab651853f..e5b6b0815 100644
--- a/sktime/classification/deep_learning/rnn.py
+++ b/sktime/classification/deep_learning/rnn.py
@@ -47,6 +47,15 @@ class SimpleRNNClassifier(BaseDeepClassifier):
     ----------
     ..[1] benchmark forecaster in M4 forecasting competition:
     https://github.com/Mcompetitions/M4-methods
+
+    Examples
+    --------
+    >>> from sktime.classification.deep_learning.rnn import SimpleRNNClassifier
+    >>> from sktime.datasets import load_unit_test
+    >>> X_train, y_train = load_unit_test(split="train")
+    >>> clf = SimpleRNNClassifier(n_epochs=20,batch_size=20) # doctest: +SKIP
+    >>> clf.fit(X_train, y_train) # doctest: +SKIP
+    ResNetClassifier(...)
     """
 
     _tags = {
@@ -121,7 +130,7 @@ class SimpleRNNClassifier(BaseDeepClassifier):
         )(output_layer)
 
         self.optimizer_ = (
-            keras.optimizers.RMSprop(lr=0.001)
+            keras.optimizers.RMSprop(learning_rate=0.001)
             if self.optimizer is None
             else self.optimizer
         )
diff --git a/sktime/forecasting/compose/_fallback.py b/sktime/forecasting/compose/_fallback.py
index d2382066c..7b9f867c1 100644
--- a/sktime/forecasting/compose/_fallback.py
+++ b/sktime/forecasting/compose/_fallback.py
@@ -8,7 +8,7 @@ If the active forecaster fails during prediction, it proceeds to the next. This
 a robust forecasting mechanism by providing fallback options.
 """
 
-__author__ = ["ninedigits"]
+__author__ = ["ninedigits", "RikStarmans"]
 __all__ = ["FallbackForecaster"]
 
 from sktime.base import _HeterogenousMetaEstimator
@@ -107,7 +107,7 @@ class FallbackForecaster(_HeterogenousMetaEstimator, _DelegatedForecaster):
     """
 
     _tags = {
-        "authors": ["ninedigits"],
+        "authors": ["ninedigits", "RikStarmans"],
         "maintainers": ["ninedigits"],
         "handles-missing-data": True,
         "scitype:y": "both",
diff --git a/sktime/networks/rnn.py b/sktime/networks/rnn.py
index 836bef650..f63ff822d 100644
--- a/sktime/networks/rnn.py
+++ b/sktime/networks/rnn.py
@@ -74,3 +74,29 @@ class RNNNetwork(BaseDeepNetwork):
         )(input_layer)
 
         return input_layer, output_layer
+
+    @classmethod
+    def get_test_params(cls, parameter_set="default"):
+        """Return testing parameter settings for the estimator.
+
+        Parameters
+        ----------
+        parameter_set : str, default="default"
+            Name of the set of test parameters to return, for use in tests. If no
+            special parameters are defined for a value, will return ``"default"`` set.
+            Reserved values for classifiers:
+                "results_comparison" - used for identity testing in some classifiers
+                    should contain parameter settings comparable to "TSC bakeoff"
+
+        Returns
+        -------
+        params : dict or list of dict, default = {}
+            Parameters to create testing instances of the class
+            Each dict are parameters to construct an "interesting" test instance, i.e.,
+            ``MyClass(**params)`` or ``MyClass(**params[i])`` creates a valid test
+            instance.
+            ``create_test_instance`` uses the first (or only) dictionary in ``params``
+        """
+        params1 = {}
+        params2 = {"units": 5}
+        return [params1, params2]
diff --git a/sktime/regression/deep_learning/mlp.py b/sktime/regression/deep_learning/mlp.py
index 5c0f26d75..354daca74 100644
--- a/sktime/regression/deep_learning/mlp.py
+++ b/sktime/regression/deep_learning/mlp.py
@@ -48,6 +48,17 @@ class MLPRegressor(BaseDeepRegressor):
     .. [1] Wang et. al, Time series classification from
     scratch with deep neural networks: A strong baseline,
     International joint conference on neural networks (IJCNN), 2017.
+
+    Examples
+    --------
+    >>> from sktime.datasets import load_unit_test
+    >>> from sktime.regression.deep_learning.mlp import MLPRegressor
+    >>> X_train, y_train = load_unit_test(return_X_y=True, split="train")
+    >>> X_test, y_test = load_unit_test(return_X_y=True, split="test")
+    >>> regressor = MLPRegressor() # doctest: +SKIP
+    >>> regressor.fit(X_train, y_train) # doctest: +SKIP
+    MLPRegressor(...)
+    >>> y_pred = regressor.predict(X_test) # doctest: +SKIP
     """
 
     _tags = {
diff --git a/sktime/regression/deep_learning/rnn.py b/sktime/regression/deep_learning/rnn.py
index 1ea5ed4bd..7d40c7ce1 100644
--- a/sktime/regression/deep_learning/rnn.py
+++ b/sktime/regression/deep_learning/rnn.py
@@ -47,6 +47,15 @@ class SimpleRNNRegressor(BaseDeepRegressor):
     ----------
     ..[1] benchmark forecaster in M4 forecasting competition:
     https://github.com/Mcompetitions/M4-methods
+
+    Examples
+    --------
+    >>> from sktime.regression.deep_learning.rnn import SimpleRNNRegressor
+    >>> from sktime.datasets import load_unit_test
+    >>> X_train, Y_train = load_unit_test(split="train")
+    >>> clf = SimpleRNNRegressor(n_epochs=20, batch_size=4) # doctest: +SKIP
+    >>> clf.fit(X_train, Y_train) # doctest: +SKIP
+    SimpleRNNRegressor(...)
     """
 
     _tags = {
@@ -117,7 +126,7 @@ class SimpleRNNRegressor(BaseDeepRegressor):
         )(output_layer)
 
         self.optimizer_ = (
-            keras.optimizers.RMSprop(lr=0.001)
+            keras.optimizers.RMSprop(learning_rate=0.001)
             if self.optimizer is None
             else self.optimizer
         )
diff --git a/sktime/transformations/series/temporian.py b/sktime/transformations/series/temporian.py
new file mode 100644
index 000000000..01ddf472a
--- /dev/null
+++ b/sktime/transformations/series/temporian.py
@@ -0,0 +1,154 @@
+# copyright: sktime developers, BSD-3-Clause License (see LICENSE file)
+
+"""Implementation of TemporianTransformer. Contributed by the Temporian team."""
+
+__author__ = ["ianspektor", "javiber"]
+
+from sktime.transformations.base import BaseTransformer
+
+
+class TemporianTransformer(BaseTransformer):
+    """Applies a Temporian function to the input time series.
+
+    This transformer applies a Temporian [1]_ function to the input time series.
+
+    The conversion from sktime's internal representation to Temporian's EventSet [2]_
+    and back is handled automatically by the transformer.
+
+    Parameters
+    ----------
+    function : Callable[[temporian.EventSet], temporian.EventSet]
+        Temporian function to apply to the input time series. The function must receive
+        and return a single Temporian EventSet, and can apply an arbitrary number of
+        Temporian operators to its input.
+    compile : bool, default=False
+        If True, the function will be compiled using Temporian's @tp.compile [3]_
+        decorator, which can lead to significant speedups by optimizing the graph of
+        operations.
+
+    Examples
+    --------
+    >>> from sktime.datasets import load_airline
+    >>> from sktime.transformations.series.temporian import TemporianTransformer
+    >>> import temporian as tp  # doctest: +SKIP
+    >>>
+    >>> def function(evset):  # doctest: +SKIP
+    ...     return evset.simple_moving_average(tp.duration.days(3 * 365))  \
+        # doctest: +SKIP
+    >>> transformer = TemporianTransformer(function=function)  # doctest: +SKIP
+    >>> X = load_airline()  # doctest: +SKIP
+    >>> X_averaged = transformer.fit_transform(X)  # doctest: +SKIP
+
+    References
+    ----------
+    .. [1] https://temporian.readthedocs.io/en/stable/
+    .. [2] https://temporian.readthedocs.io/en/stable/reference/temporian/EventSet/
+    .. [3] https://temporian.readthedocs.io/en/stable/reference/temporian/compile/
+    """
+
+    _tags = {
+        # packaging info
+        # --------------
+        "authors": ["ianspektor", "javiber"],
+        "maintainers": ["ianspektor", "javiber"],
+        "python_dependencies": ["temporian"],
+        "python_version": ">=3.8",
+        # estimator tags
+        # --------------
+        "univariate-only": False,
+        "scitype:transform-input": "Series",
+        "scitype:transform-output": "Series",
+        "scitype:instancewise": True,
+        "scitype:transform-labels": "None",
+        "X_inner_mtype": "pd.DataFrame",
+        "fit_is_empty": True,
+        "capability:inverse_transform": False,
+        "capability:unequal_length": True,
+        "handles-missing-data": False,
+    }
+
+    def __init__(self, function, compile=False):
+        self.function = function
+        self.compile = compile
+
+        super().__init__()
+
+    def _transform(self, X, y=None):
+        """Transform X and return a transformed version.
+
+        private _transform containing core logic, called from transform
+
+        Parameters
+        ----------
+        X : pd.DataFrame
+            if self.get_tag("univariate-only")==True:
+                guaranteed to have a single column
+            if self.get_tag("univariate-only")==False: no restrictions apply
+        y : None, present only for interface compatibility
+
+        Returns
+        -------
+        transformed version of X
+        """
+        import temporian as tp
+
+        X_noindex = X.reset_index(drop=False)
+        X_noindex.columns = X_noindex.columns.astype(str)
+        timestamps_col = X_noindex.columns[0]
+        evset = tp.from_pandas(X_noindex, timestamps=timestamps_col)
+
+        function = tp.compile(self.function) if self.compile else self.function
+
+        res = function(evset)
+        if not isinstance(res, tp.EventSet):
+            raise TypeError(
+                f"Expected return type to be an EventSet but received a {type(res)}"
+            )
+
+        # Test that the sampling was not modified, otherwise the conversion back to
+        # pandas and the set_index would not work as expected
+        try:
+            res.check_same_sampling(evset)
+        except ValueError as exc:
+            raise ValueError(
+                "The resulting EventSet must have the same sampling as the input. "
+                "Visit our docs for more info "
+                "https://temporian.readthedocs.io/en/stable/user_guide/#sampling"
+            ) from exc
+
+        res = tp.to_pandas(res, timestamps=False)
+        res = res.set_index(X.index)
+
+        return res
+
+    @classmethod
+    def get_test_params(cls, parameter_set="default"):
+        """Return testing parameter settings for the estimator.
+
+        Parameters
+        ----------
+        parameter_set : str, default="default"
+            Name of the set of test parameters to return, for use in tests. If no
+            special parameters are defined for a value, will return `"default"` set.
+            There are currently no reserved values for transformers.
+
+        Returns
+        -------
+        params : dict or list of dict, default = {}
+            Parameters to create testing instances of the class
+            Each dict are parameters to construct an "interesting" test instance, i.e.,
+            `MyClass(**params)` or `MyClass(**params[i])` creates a valid test instance.
+            `create_test_instance` uses the first (or only) dictionary in `params`
+        """
+        return [
+            {"function": _test_function_single_op, "compile": False},
+            {"function": _test_function_many_ops, "compile": True},
+        ]
+
+
+def _test_function_single_op(evset):
+    return evset + 1
+
+
+def _test_function_many_ops(evset):
+    return evset.simple_moving_average(10).lag(10).resample(evset)


Test patch:
diff --git a/sktime/tests/_config.py b/sktime/tests/_config.py
index 144c8adcd..20d1665dd 100644
--- a/sktime/tests/_config.py
+++ b/sktime/tests/_config.py
@@ -34,8 +34,6 @@ EXCLUDE_ESTIMATORS = [
     # DL classifier suspected to cause hangs and memouts, see #4610
     "FCNClassifier",
     "MACNNClassifier",
-    "SimpleRNNClassifier",
-    "SimpleRNNRegressor",
     "EditDist",
     "CNNClassifier",
     "FCNClassifier",
diff --git a/sktime/tests/test_softdeps.py b/sktime/tests/test_softdeps.py
index c83d6ada8..7f3d100b2 100644
--- a/sktime/tests/test_softdeps.py
+++ b/sktime/tests/test_softdeps.py
@@ -53,6 +53,7 @@ EXCEPTED_FROM_NO_DEP_CHECK = []
 EXCEPTED_FROM_GET_PARAMS_CHECK = [
     "PyODAnnotator",  # adapters always require soft dep. Here: pyod
     "HCrystalBallAdapter",  # adapters always require soft dep. Here: hcrystalball
+    "TemporianTransformer",  # adapters always require soft dep. Here: temporian
 ]
 
 
diff --git a/sktime/transformations/series/tests/test_temporian.py b/sktime/transformations/series/tests/test_temporian.py
new file mode 100644
index 000000000..7a7138d10
--- /dev/null
+++ b/sktime/transformations/series/tests/test_temporian.py
@@ -0,0 +1,225 @@
+"""Tests for TemporianTransformer."""
+
+# copyright: sktime developers, BSD-3-Clause License (see LICENSE file).
+
+__author__ = ["ianspektor", "javiber"]
+
+from datetime import datetime
+from unittest.mock import patch
+
+import numpy as np
+import pandas as pd
+import pytest
+
+from sktime.datasets import load_solar
+from sktime.datatypes import get_examples
+from sktime.tests.test_switch import run_test_for_class
+from sktime.transformations.series.temporian import TemporianTransformer
+
+
+@pytest.mark.skipif(
+    not run_test_for_class(TemporianTransformer),
+    reason="run test only if softdeps are present and incrementally (if requested)",
+)
+def test_flat_univariate():
+    """Tests basic function works on flat (non-indexed) univariate time series."""
+    X = load_solar()[0:32]
+
+    def function(evset):
+        return evset["solar_gen"] + 1
+
+    transformer = TemporianTransformer(function=function)
+    X_transformed = transformer.fit_transform(X=X)
+
+    pd.testing.assert_series_equal(X_transformed, X + 1)
+
+
+@pytest.mark.skipif(
+    not run_test_for_class(TemporianTransformer),
+    reason="run test only if softdeps are present and incrementally (if requested)",
+)
+def test_panel():
+    """Tests basic function works on Panels."""
+
+    def function(evset):
+        return evset + 1
+
+    examples = get_examples("pd-multiindex", as_scitype="Panel").values()
+    assert len(examples) > 0
+
+    for X in examples:
+        transformer = TemporianTransformer(function=function)
+        X_transformed = transformer.fit_transform(X=X)
+        pd.testing.assert_frame_equal(X_transformed, X + 1)
+
+
+@pytest.mark.skipif(
+    not run_test_for_class(TemporianTransformer),
+    reason="run test only if softdeps are present and incrementally (if requested)",
+)
+def test_hier():
+    """Tests basic function works on Hierarchical."""
+
+    def function(evset):
+        return evset + 1
+
+    examples = get_examples("pd_multiindex_hier", as_scitype="Hierarchical").values()
+    assert len(examples) > 0
+
+    for X in examples:
+        transformer = TemporianTransformer(function=function)
+        X_transformed = transformer.fit_transform(X=X)
+        pd.testing.assert_frame_equal(X_transformed, X + 1)
+
+
+@pytest.mark.skipif(
+    not run_test_for_class(TemporianTransformer),
+    reason="run test only if softdeps are present and incrementally (if requested)",
+)
+def test_dtypes():
+    """Tests basic function works on all dtypes."""
+
+    def function(evset):
+        return evset + 1
+
+    X = pd.DataFrame(
+        {
+            str(dtype): np.zeros(10).astype(dtype)
+            for dtype in [
+                np.int32,
+                np.int64,
+                np.float32,
+                np.float64,
+            ]
+        }
+    )
+    transformer = TemporianTransformer(function=function)
+    X_transformed = transformer.fit_transform(X=X)
+    pd.testing.assert_frame_equal(X_transformed, X + 1)
+
+
+@pytest.mark.skipif(
+    not run_test_for_class(TemporianTransformer),
+    reason="run test only if softdeps are present and incrementally (if requested)",
+)
+def test_compiled():
+    """Tests compiling the function."""
+    import temporian as tp
+
+    def function(evset):
+        return evset + 1
+
+    X = get_examples("pd.Series", as_scitype="Series")[0]
+
+    true_compile = tp.compile
+
+    with patch.object(tp, "compile") as compile_patch:
+        compile_patch.side_effect = true_compile
+        transformer = TemporianTransformer(function=function, compile=True)
+        X_transformed = transformer.fit_transform(X=X)
+        pd.testing.assert_series_equal(X_transformed, X + 1)
+        compile_patch.assert_called_once_with(function)
+
+
+@pytest.mark.skipif(
+    not run_test_for_class(TemporianTransformer),
+    reason="run test only if softdeps are present and incrementally (if requested)",
+)
+def test_compile_already_compiled():
+    """Tests compiling doesn't fail if the function was compiled already."""
+    import temporian as tp
+
+    @tp.compile
+    def function(evset):
+        return evset + 1
+
+    X = get_examples("pd.Series", as_scitype="Series")[0]
+
+    true_compile = tp.compile
+
+    with patch.object(tp, "compile") as compile_patch:
+        compile_patch.side_effect = true_compile
+        transformer = TemporianTransformer(function, compile=True)
+        X_transformed = transformer.fit_transform(X=X)
+        pd.testing.assert_series_equal(X_transformed, X + 1)
+        compile_patch.assert_called_once_with(function)
+
+
+@pytest.mark.skipif(
+    not run_test_for_class(TemporianTransformer),
+    reason="run test only if softdeps are present and incrementally (if requested)",
+)
+def test_multiple_output():
+    """Tests errors when functions return incorrect types."""
+
+    def function(evset):
+        split = datetime(1950, 7, 16)
+        return evset.before(split), evset.after(split)
+
+    X = load_solar()
+
+    transformer = TemporianTransformer(function=function)
+    with pytest.raises(
+        TypeError, match="Expected return type to be an EventSet but received"
+    ):
+        _ = transformer.fit_transform(X=X)
+
+
+@pytest.mark.skipif(
+    not run_test_for_class(TemporianTransformer),
+    reason="run test only if softdeps are present and incrementally (if requested)",
+)
+def test_multiple_input():
+    """Tests errors on incorrectly defined functions."""
+
+    def function(evset, incorrect_param):
+        return evset + 1
+
+    X = load_solar()
+
+    transformer = TemporianTransformer(function=function)
+    with pytest.raises(TypeError, match="missing 1 required positional"):
+        _ = transformer.fit_transform(X=X)
+
+
+@pytest.mark.skipif(
+    not run_test_for_class(TemporianTransformer),
+    reason="run test only if softdeps are present and incrementally (if requested)",
+)
+def test_change_sampling():
+    """Tests error when changing the sampling."""
+    import temporian as tp
+
+    # in this dataset each row is a period of 1/2 hour
+    # lagging for one hour would remove the first two rows thus changing the sampling
+    X = load_solar()
+
+    def function(evset):
+        return evset.lag(tp.duration.hours(1))
+
+    transformer = TemporianTransformer(function=function, compile=True)
+    with pytest.raises(
+        ValueError,
+        match="The resulting EventSet must have the same sampling as the input",
+    ):
+        _ = transformer.fit_transform(X=X)
+
+
+@pytest.mark.skipif(
+    not run_test_for_class(TemporianTransformer),
+    reason="run test only if softdeps are present and incrementally (if requested)",
+)
+def test_complex_function():
+    import temporian as tp
+
+    # in this dataset each row is a period of 1/2 hour
+
+    def function(evset):
+        return evset.simple_moving_average(tp.duration.days(1)).resample(evset)
+
+    X = load_solar()
+
+    transformer = TemporianTransformer(function=function, compile=True)
+    result = transformer.fit_transform(X=X)
+    assert result.iloc[0] == X.iloc[0]
+    assert np.allclose(result.iloc[-1], X.iloc[-48:].mean())