Version 0.1.8 of PyFlux has been released on PyPi.
- GP-NARX models
- 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:
- Next alpha feature : linear and non-linear state space models
- Beta releases for ARIMA/GAS/GARCH/VAR models
- GP-NARX beta release
- GP-SSM alpha release
- RNN alpha release
- 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.