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Release 0.12.0
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@bashtage bashtage released this 27 Aug 15:24
v0.12.0
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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.
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