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

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@ceholden ceholden released this 22 Apr 21:22
· 68 commits to master since this release

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