.. :changelog: Changelog ========= 1.1.4 (2024-01-21) (`release notes `__) ------------------------------------------------------------------------------------------------- :Core Changes: - replace stan sampling engine `PyStan2` by `cmdstanpy` (https://github.com/uber/orbit/pull/801) - update installation procedures and dependencies (https://github.com/uber/orbit/pull/833), (https://github.com/uber/orbit/pull/835), (https://github.com/uber/orbit/pull/821) - update installation process such that it pre-compile all stan files during wheel building (https://github.com/uber/orbit/pull/833), (https://github.com/uber/orbit/pull/835) :Documentation: - update read the doc process and underlying doc with respect to new changes (https://github.com/uber/orbit/pull/836), (https://github.com/uber/orbit/pull/838) - prune old examples and duplicates under the `example/` folder (https://github.com/uber/orbit/pull/838) 1.1.3 (2022-11-30) (`release notes `__) ------------------------------------------------------------------------------------------------- :Core changes: - add python 3.8 unit tests (https://github.com/uber/orbit/pull/752) - optimize interface to be compatible with arviz (https://github.com/uber/orbit/pull/755) - requirements update (https://github.com/uber/orbit/pull/763) - code clean up (https://github.com/uber/orbit/pull/765) - dlt global trend prior adjustment (https://github.com/uber/orbit/pull/786) :Documentation: - tutorial refresh (https://github.com/uber/orbit/pull/795) :Utilities: - uses tqdm in parameters tuning (https://github.com/uber/orbit/pull/762) - residuals plot (https://github.com/uber/orbit/pull/758) - simpler stan compile interface (https://github.com/uber/orbit/pull/769) 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