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Published April 22, 2016 | Version v0.6.0

yatsm: Yet Another Time Series Model (YATSM): v0.6.0

  • 1. Boston University

Description

v0.6.0 - 2016-04-22

Milestone v0.6.0

Changed
  • CCDCesque: Optimize algorithm implementation. Performance estimates show 2x speed gain #70
  • CLI: Improve yatsm pixel by enabling the plotting of multiple refit model estimates on the same graph (commit)
  • CLI: Improve yatsm pixel --embed option (commit)
  • CLI: Add --verbose-yatsm to main yatsm command so it works with all programs running a YATSM algorithm (commit)
  • Use setuptools entry points to point YATSM to available time series algorithms (commit)
Added
  • Expose stay_regularized for segment refitting steps #74
  • Add capability to specify fit section for statistical estimators that are passed to the fit method of the estimator #61
  • CCDCesque: allow specification of min_rmse per band using an array or just one value for all bands #75
  • Add submodule yatsm.regression.diagnostics for regression diagostics, including RMSE (commit)
  • Add new module yatsm.accel with decorator (try_jit) that applies numba.jit to functions only if numba is available #70
  • Apply yatsm.accel.try_jit to calculation of yatsm.regression.diagnostics.rmse, yatsm.regression.robust_fit.RLM, and others #70
  • Benchmark algorithm performance across project history using Airspeed Velocity #71
  • Improve clean target in package's setup.py so it deletes built estimator pickles and .c/.so built with Cython (commit)
  • Increase test coverage from ~20% to ~80%
  • Added documentation to Read the Docs
Fixed
  • CCDCesque: Fix bug in calculation of end attribute for last timeseries record #72
  • CCDCesque: Fix bug in parsing of test_indices if user doesn't supply any #73
  • "Packaged" estimator pickles are built on installation of YATSM so they will work with user versions of libraries (commit)
  • Fix DeprecationWarnings with scikit-learn>=0.17.0 (commit)
  • yatsm.regression.robust_fit.RLM: Fix a bug caused by dividing by zero. This bug only occurs when the number of observations in a time series segment is approximately equal to the number of parameters (n ~= k) #86
  • Fix NumPy deprecation warnings and improve yatsm changemap num performance #83

Files

yatsm-v0.6.0.zip

Files (4.2 MB)

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