StateSpaceModels.jl Versions Save

StateSpaceModels v0.6.7

Diff since v0.6.6

Closed issues:

• Error with structural model and single precision (#195)
• Unobserved components model with smooth trend is broken (#317)

Merged pull requests:

• fix smooth trend (#319) (@guilhermebodin)

StateSpaceModels v0.6.6

Diff since v0.6.5

Closed issues:

• max_q must be strictly positive? (auto arima) (#315)

Merged pull requests:

• Fix orders constraints (#316) (@guilhermebodin)

StateSpaceModels v0.6.5

Diff since v0.6.4

Merged pull requests:

• fixed cholesky error in simulate (#314) (@dietzemarina)

StateSpaceModels v0.6.4

Diff since v0.6.3

Closed issues:

• Example in the Quick Start not working (#311)

Merged pull requests:

• Fix plotdiagnostics(kf) (#312) (@guilhermebodin)

StateSpaceModels v0.6.3

Diff since v0.6.2

Closed issues:

• simulate_scenarios for BasicStructuralExplanatory fails if seasonality is not 12 (#308)

Merged pull requests:

• Fix basic structural with exogenous variables simulation (#309) (@guilhermebodin)

StateSpaceModels v0.6.2

Diff since v0.6.1

Closed issues:

• BasicStructuralExplanatory works ONLY for s = 12. (#306)

Merged pull requests:

• Fix Basic Structural Model with Explanatory (#307) (@guilhermebodin)

StateSpaceModels v0.6.1

Diff since v0.6.0

Closed issues:

• Possible Issue with Std.Error in SARIMA() (#304)

Merged pull requests:

• Fix std err calculations (#305) (@guilhermebodin)

StateSpaceModels v0.6.0

Diff since v0.5.21

Closed issues:

• Investigate hessian instability (#193)
• Allow Polynomials v2 in [compat] (#301)

Merged pull requests:

• Allow Polynomials v2 (#302) (@raphaelsaavedra)
• add some improvements (#303) (@guilhermebodin)

StateSpaceModels v0.5.21

Diff since v0.5.20

Closed issues:

• get_smoothed_state performance issues for larger time series (#297)
• LAPACKException for missing/NaN values (#299)

Merged pull requests:

• Fix missing values (#300) (@guilhermebodin)

StateSpaceModels v0.5.20

Diff since v0.5.19

Closed issues:

• Make an example where there are no hyperparameters (#167)

Merged pull requests:

• Create doc_cleanup.yml (#291) (@guilhermebodin)
• remove documenter key (#293) (@guilhermebodin)
• Fix typo: "Hensen" should be "Hansen" (#294) (@azev77)
• Vehicle Tracking model (#295) (@guilhermebodin)
• Update Project.toml (#296) (@guilhermebodin)
• fix performance of getters (#298) (@guilhermebodin)