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Release Candidate 0.12.0rc0

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@bashtage bashtage released this 11 Aug 08:44
v0.12.0rc0
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Learn about vigilant mode.

The statsmodels developers are happy to announce the first release candidate for 0.12.0. 223 issues were closed in this release and 208 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
Assets 2