PyFlux 0.1.8 Release

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Version 0.1.8 of PyFlux has been released on PyPi.

New Models

  • GP-NARX models

Bug/Fixes/Improvements

  • TSM code now documented

I am likely going to come back to the GP-NARX model in upcoming updates as there are a few things that I’m unsatisfied with in the current (alpha) version – particularly the forecast intervals.

On another note, the core feature list is now half complete, yay! Here’s what to expect from future releases:

  1. Next alpha feature : linear and non-linear state space models
  2. Beta releases for ARIMA/GAS/GARCH/VAR models
  3. GP-NARX beta release
  4. GP-SSM alpha release
  5. RNN alpha release
  6. SSM beta release

Once I’ve got a few of these done, I’m going to look to advertise this library more broadly, as more users -> more developers -> progress.

Ross

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