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@antoinecarme antoinecarme released this 14 Jul 11:09
· 39 commits to master since this release
ebe2e4b

Released on 2023-07-14

Uploaded to PyPI : pip install pyaf

Changelog :

  1. Python 3.11 Support :
    Python 3.11 support #227
  2. New Hardware Support :
    RISC-V Hardware Platform Validation #208
  3. New Performance Measures :
    Outlier-resistant forecasting Performance Measures #209,
    Add Differentiable Variant of SMAPE Performance Measure #221
  4. Model Selection Improvement :
    Investigate Model Esthetics for PyAF #212,
    Investigate Large Horizon Models #213 ,
    Revisit Model Complexity Definition #223,
    Use MASE by default for PyAF Model Selection #229
  5. Signal Transformation Improvements :
    Use MaxAbsScaler for some Multiplicative Signal Transformations #235,
    Pyaf 5.0 Final Touch 8 : Use an Optimal Choice Rule for the Quantization Signal transform #239
  6. Generic Modeling :
    PyAF 5.0 Final Touch 1 : discard some non-significant components #230,
    PyAF 5.0 Final Touch 2: Disable alpha in ridge regressions #231,
    Pyaf 5.0 Final Touch 5 : Add more info about Exogenous Data Used in ARX Models #236,
    Pyaf 5.0 Final Touch 7 : Improve the Guess of Window Length for Moving Average Trends #238
  7. Plotting Functions Improvements and Bug Fixes :
    Bad plot for shaded area around prediction intervals in hourly data #216,
    Forecast Quantiles Plots Improved #225,
    Pyaf 5.0 Final Touch 3 : report plot filenames in the logs #232
  8. New Docs :
    Provide some UML docs for PyAF integrators #233
  9. Bug Fixes :
    Failure to build a multiplicative ozone model with Lag1 trend #220
  10. PyAF "Forecast Tasks" :
    Use PyTorch as the reference deep learning framework/architecture for future projects #211,
    Automate Prototyping Activities - R-based Models #217
  11. Recurrent Tasks :
    Re-run the Benchmarking process for PyAF 5.0 #222,
    Run some Sanity Checks for PyAF 5.0 #224,
    Pyaf 5.0 Final Touch 4 : Add More Tests #234,
    Pyaf 5.0 Final Touch 6 : Disable Timing Loggers by default #237