Version 1.1.1

v1.1.1 is a patch release in response to #104

• Deprecates the ARIMA.add_new_observations method. This method originally was designed to support updating the endogenous/exogenous arrays with new observations without changing the model parameters, but achieving this behavior for each of statsmodels' ARMA, ARIMA and SARIMAX classes proved nearly impossible, given the extremely complex internals of statmodels estimators.

• Replace ARIMA.add_new_observations with ARIMA.update. This allows the user to update the model with new observations by taking maxiter new steps from the existing model coefficients and allowing the MLE to converge to an updated set of model parameters.

• Change default maxiter to None, using 50 for seasonal models and 500 for non-seasonal models (as statsmodels does). The default value used to be 50 for all models.

• New behavior in ARIMA.fit allows start_params and maxiter to be passed as **fit_args, overriding the use of their corresponding instance attributes.

Version 1.1.0

Release 1.1.0 adds:

• ARIMA.plot_diagnostics method, as requested in #49
• Adds new arg to ARIMA constructor and auto_arima: with_intercept (default is True).
• New default for trend is no longer 'c', it is None.
• Added to_dict method to ARIMA class to address #54
• The 'PMDARIMA_CACHE' and 'PMDARIMA_CACHE_WARN_SIZE' environment variables are
  now deprecated, since they no longer need to be used. They will be removed in v1.2.0
• Added versioned documentation. All releases' doc (from 0.9.0 onward) is now available
  at alkaline-ml.com/pmdarima/<version>
• Python 3.7 support(!!)

Version 1.0.0

v1.0.0

• Wheels will no longer be built for Python versions < 3.5. You may still be able to build
  from source, but support for 2.x python versions will diminish in future versions.

• Migrate namespace from 'pyramid-arima' to 'pmdarima'. This is due to the fact that
  a growing web-framework (also named Pyramid) is causing namespace collisions when
  both packages are installed on a machine. See Issue #34
  for more detail.

• Remove redundant Travis tests

• Automate documentation build on Circle CI

• Move lots of the build/test functionality into the Makefile for ease.

• Warn for impending deprecation of various environment variable name changes. The following
  will be completely switched over in version 1.2.0:

  • 'PYRAMID_MPL_DEBUG' will become 'PMDARIMA_MPL_DEBUG'
  • 'PYRAMID_MPL_BACKEND' will become 'PMDARIMA_MPL_BACKEND'
  • 'PYRAMID_ARIMA_CACHE_WARN_SIZE' will become 'PMDARIMA_CACHE_WARN_SIZE'

Version 0.9.0

v0.9.0

Bug fixes:

• Explicitly catch case in auto_arima where a value of m that is too large may over-estimate
  D, causing the time series to be differenced down to an empty array. This is now handled by
  raising a separate error for this case that better explains what happened.

• Re-pickling an ARIMA will no longer remove the location on disk of the cached statsmodels
  ARIMA models. Older versions encountered an issue where an older version of the model would be
  reinstated and immediately fail due to an OSError since the cached state no longer existed. This
  means that a user must be very intentional about clearing out the pyramid cache over time (addresses #39)

• Added pyramid cache check on initial import to warn user if the cache size has grown too large.

• If d or D are explicitly defined for auto_arima (rather than None), do not
  raise an error if they exceed max_d or max_D, respectively (sort of addresses #37)

New features:

• Added Circle CI for validating PyPy builds (rather than CPython)

• Deploy python wheel for version 3.6 on Linux and Windows (addresses #38)

Forward looking

• Include warning for upcoming package name change (pmdarima).

Version 0.8.1

v0.8.1

• ARIMA instance attributes

  • The pkg_version_ attribute (assigned on model fit) is new as of version 0.8.1.
    On unpickling, if the current Pyramid version does not match the version under which it
    was serialized, a UserWarning will be raised.

• Addition of the _config.py file at the top-level of the package

  • Specifies the location of the ARIMA result pickles
  • Specifies the ARIMA result pickle name pattern

• Fix bug (Issue #30) in ARIMA
  where using CV with differencing and no seasonality caused a dim mismatch in the model's
  exog array and its endog array

• New dataset: woolyrnq (from R's forecast package).

• Visualization utilities available at the top level of the package:

  • plot_acf
  • plot_pacf
  • autocorr_plot

• Updated documentation with significantly more examples and API references.

Version 0.7.1

Bug fixes:

• Out-of-sample scoring/fitting is now handled appropriately (see Issue #28).
• Fixed TypeError on ARMA predictions where d=0 (see Issue #29).

New features:

• Created a add_new_samples method for ARIMA models so newly observed samples can be added to a model without updating its parameters. This allows future forecasts to consider the latest ground-truth samples.
• Added confidence intervals to predictions. See Issue #20

Documentation:

• Overhauled documentation with new formatting
• Migrated off of readthedocs and onto gh-pages

Version 0.6.5

Much faster ARIMA computation since we don't compute the U or V in the SVD component.

Version 0.6.2

Version 0.6.2 is a hot fix that addresses Issue #16, where Pyramid could not be installed via PIP on an EC2 Linux machine.

Version 0.5.1

This release adds a hotfix to the v0.5 release, which includes the requirements.txt in the MANIFEST.in and allows pip installs from pypi.

Version 0.5

v0.5

Bump version