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Releases: uber/orbit

v1.1.4.1

29 Jan 02:41
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  • Hot fix on requirement.txt to set up fix on conda forge as well
  • Reduce number of python versions in unit test

v1.1.4

23 Jan 01:52
cb3bc94
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Core Changes:

  • replace PyStan2 by cmdstanpy (#801)
  • update requirement and installation procedures (073f03f)
  • loggers upgrade

Documentation:

  • all tutorial is updated to use cmdstanpy in backend

v1.1.3

30 Nov 18:22
89c391c
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Core changes:

  • add python 3.8 unit tests (#752)
  • optimize interface to be compatible with arviz (#755)
  • requirements update (#763)
  • code clean up (#765)
  • dlt global trend prior adjustment (#786)

Documentation:

Tutorial enhancement:

  • tutorial refresh (#795)

Utilities:

  • uses tqdm in parameters tuning (#762)
  • residuals plot (#758)
  • simpler stan compile interface (#769)

v1.1.2

28 Apr 21:45
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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)

v1.1.2alpha

07 Apr 00:21
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v1.1.2alpha Pre-release
Pre-release

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)

v1.1.1

04 Mar 00:16
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  • fix the .mplstyle file path bug

v1.1.0

12 Jan 00:40
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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)

v1.0.17

30 Aug 17:57
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  • Core changes:
    • Use global mean instead of median in ktrx model before next major release

v1.0.16

27 Aug 19:59
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  • Core changes
    • Bug fix and code improvement before next major release (#540, #541, #546)
    • lower than matplotlib requirement (#498)

v1.0.15

02 Aug 22:14
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  • 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)