v0.5.19

StateSpaceModels v0.5.19

Diff since v0.5.18

Closed issues:

• Implement the AutoARIMA algorithm (#234)

Merged pull requests:

• fix automatic forecasting docs (#289) (@guilhermebodin)
• Add sparse kalman filter (#290) (@guilhermebodin)

v0.5.18

StateSpaceModels v0.5.18

Diff since v0.5.17

Closed issues:

• Scenarios of SARIMA (#285)
• ExponentialSmoothing: AssertionError ub > lb (#287)

Merged pull requests:

• fix es seasonal upper bound (#288) (@guilhermebodin)

v0.5.17

StateSpaceModels v0.5.17

Diff since v0.5.16

Closed issues:

• Implement naive and seasonal naive models (#238)
• implement principal component analysis (#247)
• Change backtest to cross_validation (#269)
• Possible SARIMA convergency issue (#271)
• Add push_preview on deploy docs (#273)
• Add seasonal plot recipe (#280)

Merged pull requests:

• Change from backtest to cross validation (#272) (@guilhermebodin)
• Added quick examples (#274) (@guilhermebodin)
• WIP: add KPSS Test (#276) (@iagochavarry)
• Auto arima (#279) (@guilhermebodin)
• Canova hansen test (#281) (@iagochavarry)
• Add seasonal strength test (#283) (@iagochavarry)

v0.5.16

StateSpaceModels v0.5.16

Diff since v0.5.15

Merged pull requests:

• Naive models (#270) (@guilhermebodin)

v0.5.15

StateSpaceModels v0.5.15

Diff since v0.5.14

Merged pull requests:

• fix explanatory (#268) (@guilhermebodin)

v0.5.14

StateSpaceModels v0.5.14

Diff since v0.5.13

Closed issues:

• Implement BasicStructural Model with Exogenous variables (#265)

Merged pull requests:

• Add scenarios exogenous in bse (#267) (@guilhermebodin)

v0.5.13

StateSpaceModels v0.5.13

Diff since v0.5.12

Merged pull requests:

• Add BasicStructuralExplanatory (#266) (@guilhermebodin)

v0.5.12

StateSpaceModels v0.5.12

Diff since v0.5.11

Merged pull requests:

• Add simulate function for time invariant multivariate systems (#264) (@guilhermebodin)

v0.5.11

StateSpaceModels v0.5.11

Diff since v0.5.10

Closed issues:

• Implement Dynamic Autoregressive models (#240)
• MethodError when calling kalman_smoother for LocalLevelExplanatory (#262)

Merged pull requests:

• Add dynamic autoregressive model (#260) (@guilhermebodin)
• fix kalman smoother for local level explanatory (#263) (@guilhermebodin)

v0.5.10

StateSpaceModels v0.5.10

Diff since v0.5.9

Merged pull requests:

• separe unit_root function into assert_stationarity and assert_invertibility (#259) (@iagochavarry)
• bump version (#261) (@guilhermebodin)