Changelog

1.1.2 (2022-04-28) (release notes)

Core changes

  • Add Conda installation option (#679)

  • Suppress the lengthy Stan logging message (#696)

  • WBIC for pyro SVI sampling and BIC for MAP optimization (#719, #710)

  • Backtest module to include confidence intervals (#724)

  • Allow configuration for compiled Stan model path (#713)

  • Box plot for regression coefficient comparison (#737)

  • Bounded logistic growth for DLT model (#712)

  • Enhance regression output reporting (#739)

Documentation

  • Add blacking linting to Github action workflow (#708)

  • Tutorial enhancement

Utilities

  • Add a new method make_future_df to prepare data frame for forecasting (#695)

1.1.2alpha (2022-04-06) (release notes)

Core changes

  • Add Conda installation option (#679)

  • Suppress the lengthy Stan logging message (#696)

  • WBIC for pyro SVI sampling and BIC for MAP optimization (#719, #710)

  • Backtest module to include confidence intervals (#724)

  • Allow configuration for compiled Stan model path (#713)

  • Box plot for regression coefficient comparison (#737)

  • Bounded logistic growth for DLT model (#712)

  • Enhance regression output reporting (#739)

Documentation

  • Add blacking linting to Github action workflow (#708)

  • Tutorial enhancement

Utilities

  • Add a new method make_future_df to prepare data frame for forecasting (#695)

1.1.1 (2022-03-03) (release notes)

Core changes

  • fix the mplstyle file path bug (#714)

1.1.0 (2022-01-11) (release notes)

Core changes

  • Redesign the model class structure with three core components: model template, estimator, and forecaster (#506, #507, #508, #513)

  • Introduce the Kernel-based Time-varying Regression (KTR) model (#515)

  • Implement the negative coefficient for LGT and KTR (#600, #601, #609)

  • Allow to handle missing values in response for LGT and DLT (#645)

  • Implement WBIC value for model candidate selection (#654)

Documentation

  • A new series of tutorials for KTR (#558, #559)

  • Migrate the CI from TravisCI to Github Actions (#556)

  • Missing value handle tutorial (#645)

  • WBIC tutorial (#663)

Utilities

  • New Plotting Palette (#571, #589)

  • Redesign the diagnostic plotting (#581, #607)

  • Raise a warning when date index is not evenly distributed (#639)

1.0.17 (2021-08-30) (release notes)

Core changes

  • Use global mean instead of median in ktrx model before next major release

1.0.16 (2021-08-27) (release notes)

Core changes

  • Bug fix and code improvement before next major release (#540, #541, #546)

1.0.15 (2021-08-02) (release notes)

Core changes

  • Prediction functionality refactoring (#430)

  • KTRLite model enhancement and interface cleanup (#440)

  • More flexible scheduling config in Backtester (#447)

  • Allow extraction of training related metrics (e.g. ELBO loss) in Pyro SVI (#443)

  • Add a flag to keep the posterior samples or not in aggregated model (#465)

  • Bug fix and code improvement (#428, #438, #459, #470)

Documentation

  • Clean up and standardize example notebooks (#462)

  • Tutorial update and enhancement (#431, #474)

Utilities

  • Diagnostic plot with Arviz (#433)

  • Refine plotting palette (#434, #473)

  • Create an orbit-featured plotting style (#434)

1.0.13 (2021-04-02) (release notes)

Core changes

  • Implement a new model KTRLite (#380)

  • Refactoring of BaseTemplate (#382, #384)

  • Add MAPTemplate, FullBayesianTemplate, and AggregatedPosteriorTemplate (#394)

  • Remove dependency of scikit-learn (#379, #381)

Documentation

  • Add changelogs, release process, and contribution guidance (#363, #369, #370, #372)

  • Setup documentation deployment via TravisCI (#291)

  • New tutorial of making your own model (#389)

  • Tutorial enhancement (#383, #388)

Utilities

  • New EDA plot utilities (#403, #407, #408)

  • More options for exisiting plot utilities (#396)

1.0.12 (2021-02-19) (release notes)

  • Documentation update (#354, #362)

  • Providing prediction intervals for point posteriors such as AggregatedPosterior and MAP (#357, #359)

  • Abstract classes created to refactor posteriors estimation as templates (#360)

  • Automating documentation and tutorials; migrating docs to readthedocs (#291)

1.0.11 (2021-02-18) (release notes)

Core changes

  • a simple ETS class is created (#280, #296)

  • DLT is replacing LGT as the model used in the quick start and general demos (#305)

  • DLT and LGT are refactored to inherit from ETS (#280)

  • DLT now supports regression with strictly positive/negative signs (#296)

  • deprecation on regression with LGT (#305)

  • dependency update; remove enum34 and update other dependencies versions (#301)

  • fixed pickle error (#342)

Documentation

  • updated tutorials (#309, #329, #332)

  • docstring cleanup with inherited classes (#350)

Utilities

  • include the provide hyper-parameters tuning (#288)

  • include dataloader with a few standard datasets (#352, #337, #277, #248)

  • plotting functions now returns the plot object (#327, #325, #287, #279)

1.0.10 (2020-11-15) (Initial Release)

  • dpl v2 for travis config (#295)

1.0.9 (2020-11-15)

  • debug travis pypi deployment (#293)

  • Debug travis package deployment (#294)

1.0.8 (2020-11-15)

  • debug travis pypi deployment (#293)

1.0.7 (2020-11-14)

  • #279

  • reorder fourier series calculation to match the df (#286)

  • plot utility enhancement (#287)

  • Setup TravisCI deployment for PyPI (#292)

1.0.6 (2020-11-13)

  • #251

  • #257

  • #259

  • #263

  • #248

  • #264

  • #265

  • #270

  • #273

  • #277

  • #281

  • #282