statsmodels changelog

Changelog History

Page 1

• v0.13.0.dev0

  August 27, 2020

• v0.12.1 Changes

  October 29, 2020

  🚀 This is a minor release from the 0.12.x branch with bug fixes and essential maintenance only.

• v0.12.0 Changes

  August 27, 2020

  🚀 The statsmodels developers are happy to announce release 0.12.0. 239 issues were closed in this release and 221 pull requests were merged.

  Major new features include:

  • 🆕 New exponential smoothing model: ETS (Error, Trend, Seasonal)
  • 🆕 New dynamic factor model for large datasets and monthly/quarterly mixed frequency models
  • ⚡️ Decomposition of forecast updates based on the "news"
  • 📜 Sparse Cholesky Simulation Smoother
  • Option to use Chandrasekhar recursions
  • Two popular methods for forecasting time series, forecasting after STL decomposition and the Theta model
  • Functions for constructing complex Deterministic Terms in time series models
  • 🆕 New statistics function: one-way ANOVA-type tests, hypothesis tests for 2-samples and meta-analysis.

• v0.12.0.rc0 Changes

  August 11, 2020

  🚀 The statsmodels developers are happy to announce the first release candidate for 0.12.0. 223 issues were closed in this release and 208 pull requests were merged. Major new features include:

  • 🆕 New exponential smoothing model: ETS (Error, Trend, Seasonal)
  • 🆕 New dynamic factor model for large datasets and monthly/quarterly mixed frequency models
  • ⚡️ Decomposition of forecast updates based on the "news"
  • 📜 Sparse Cholesky Simulation Smoother
  • Option to use Chandrasekhar recursions
  • Two popular methods for forecasting time series, forecasting after STL decomposition and the Theta model
  • Functions for constructing complex Deterministic Terms in time series models

• v0.12.0.dev0

  January 22, 2020

• v0.11.1 Changes

  February 21, 2020

  🚀 This is a bug fix release. It fixes a small number of bugs including two that affect the installation on statmodels on Python 2.7 and 3.8.

  🚀 See the full release notes (or in rst format) for the full set of backported pull requests.

• v0.11.0dev0

  July 15, 2019

• v0.11.0.rc2 Changes

  January 15, 2020

  🚀 The second and final release candidate for statsmodels 0.11.

  Major new features include:

  • Regression
    • Rolling OLS and WLS
  • Statistics
    • Oaxaca-Blinder decomposition
    • Distance covariance measures (new in RC2)
    • New regression diagnostic tools (new in RC2)
  • Statespace Models
    • Statespace-based Linear exponential smoothing models¶
    • Methods to apply parameters fitted on one dataset to another dataset¶
    • Method to hold some parameters fixed at known values
    • Option for low memory operations
    • Improved access to state estimates
    • Improved simulation and impulse responses for time-varying models
  • Time-Series Analysis
    • STL Decomposition
    • New AR model
    • New ARIMA model
    • Zivot-Andrews Test
    • More robust regime-switching models

  🚀 See release notes for full details.

• v0.11.0.rc1 Changes

  December 18, 2019

  🚀 Release candidate for statsmodels 0.11.

  Major new features include:

  • Regression
    • Rolling OLS and WLS
  • Statistics
    • Oaxaca-Blinder decomposition
  • Statespace Models
    • Statespace-based Linear exponential smoothing models¶
    • Methods to apply parameters fitted on one dataset to another dataset¶
    • Method to hold some parameters fixed at known values
    • Option for low memory operations
    • Improved access to state estimates
    • Improved simulation and impulse responses for time-varying models
  • Time-Series Analysis
    • STL Decomposition
    • New AR model
    • New ARIMA model
    • Zivot-Andrews Test
    • More robust regime switching models

  🚀 See release notes for full details.

• v0.11.0.dev0

  July 15, 2019

• 1
• 2
• 3
• Next ›
• Last »