https://github.com/wwrechard/pydlm

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2d29f76 Update README.md 19 December 2018, 09:45:26 UTC
7dcc897 Temporary fix on the predictN bug. Currently the predict() function will call a deepcopy to the dlm class itself and the copy is stored as a member variable with the dlm object. As a result, when the predict() is called multiple times, the dlm object is copied recursively and the memory/complxity is exploded in the end. The temporary solution is to void the _predictModel variable before making the deepcopy. The current predict() complxity is O(n). TESTED=""" >>> from pydlm import dlm,trend >>> dlm1 = dlm(range(1000)) + trend(1) >>> dlm1.fit() >>> for i in range(1000): >>> ... dlm1.predict() """ 19 December 2018, 09:36:36 UTC
e0287d4 Use matrix config to support python 3.7 14 December 2018, 10:22:54 UTC
b651932 Set zip_safe=False 14 December 2018, 10:13:20 UTC
75bb84b Give 3.7 a try 14 December 2018, 09:58:43 UTC
6b7d678 Give 3.7 a try. 14 December 2018, 09:40:30 UTC
c996663 unittest is part of standard python 2 and 3 and cannot be installed from pypi (#30) 14 December 2018, 09:39:35 UTC
1d31a60 Drop 3.7 to first pass the tests. Might need to remove tests requirement? 14 December 2018, 09:30:52 UTC
d0ae158 Drop python 3.4 as well... 14 December 2018, 09:13:21 UTC
a21aa15 Dropping python 2.7 in the test. Adding python 3.7. 14 December 2018, 09:12:27 UTC
71a52f0 Separate _dlm.py into multiple modules each with detailed functionality. Easier to read and maintain. 14 December 2018, 08:50:35 UTC
35561cf Update README.md 03 July 2018, 11:06:13 UTC
3a52d06 Update README.md 03 July 2018, 10:34:15 UTC
a2ea2ea Update README.md 18 May 2018, 07:40:03 UTC
aa039f8 passing printInfo to builder so that output does not pollute the terminal when switched off (#27) 18 May 2018, 07:25:00 UTC
d35f8bb Add functions to build dlm from exported model. 25 April 2018, 07:09:08 UTC
b9aa643 Remove the _clean() function as now predictN won't modify the model object and _clean() is useless. 24 April 2018, 08:46:17 UTC
6e5aa6f Add a method to allow builder to be initialized from an exported builder. 25 March 2018, 23:35:38 UTC
fb8a53d Add function to export dlm builder. We only support exporting builder for models without dynamic components. 25 March 2018, 23:11:32 UTC
67e7bf5 upadte comments on autoReg#2 25 February 2018, 09:57:33 UTC
868d6ee Add link to auto regressor 25 February 2018, 09:49:18 UTC
5f660a2 Update date comment on auto regressor component. 25 February 2018, 09:46:13 UTC
4ea2755 Merge branch 'master' of github.com:wwrechard/pydlm 25 February 2018, 09:29:17 UTC
aac8682 Fixing python 3 range issue. (Hopefully) 25 February 2018, 09:28:56 UTC
9da2e47 Update README.md 25 February 2018, 09:19:46 UTC
31f7369 remove all the tests that depend on the data argument in autoReg. 25 February 2018, 09:03:45 UTC
2be6c03 Refactor auto regressor to fetch data directly from dlm main class instead of user input. This helps simplifying the predict function. It does not need to manually construct the auto regressor features when predict into the future. With the new auto regressor structure, predict function just need to send the reference to the raw data and the predicted data and autoReg will construct the feature vector itself. 25 February 2018, 08:57:33 UTC
754735e Update README.md 14 February 2018, 08:26:35 UTC
9c828ba Update setup.py 11 February 2018, 09:35:38 UTC
c9f7736 Update README.md 11 February 2018, 09:35:21 UTC
83b8569 Update CHANGELOG.md 11 February 2018, 09:34:53 UTC
78e8a21 Update README.md 11 February 2018, 09:33:53 UTC
947261d Update the version number. 11 February 2018, 09:29:04 UTC
c073dde Merge branch 'master' of github.com:wwrechard/pydlm 11 February 2018, 09:23:14 UTC
d68ecaf Fix the overloading problem for noisePrior(). 11 February 2018, 09:22:52 UTC
d134357 Fix typo 'filtering' and add variable options in dlm instantiation. * modified: pydlm/dlm.py fixed annoying typo fitering --> filtering * modified: pydlm/dlm.py modified: pydlm/func/_dlm.py * modified: pydlm/func/_dlm.py * modified: pydlm/func/_dlm.py 28 November 2017, 07:08:01 UTC
e9e6c69 Update README.md 28 November 2017, 05:26:56 UTC
86c1a53 Change the dlm to use copied model for prediction, so that the status of main model won't be affected. 28 November 2017, 05:15:56 UTC
f479ff5 Change the auto noise initializer to take care of the missing data. 15 November 2017, 09:02:36 UTC
a06975d Update README.md 16 October 2017, 10:07:21 UTC
ed0bb21 Add an autoNoise initialization to the model. 16 October 2017, 09:52:58 UTC
60a5a31 Change the default prior variance to 100. 16 October 2017, 09:28:33 UTC
bd88a2b Update README.md 28 September 2017, 07:35:09 UTC
796c3d7 Update README.md 28 September 2017, 07:31:26 UTC
a61401f Clean the log info that is used for debugging 28 September 2017, 07:26:35 UTC
0c71c14 Bug fix on continuePrediction (currentDate ---> startDate) to make prediction work for autoReg. 28 September 2017, 07:24:30 UTC
813db24 Merge branch 'master' of github.com:wwrechard/pydlm 28 September 2017, 06:41:32 UTC
d5e88c1 Fix a bug that continuePredict fails when AutoReg has degree > 1 28 September 2017, 06:40:59 UTC
c768d86 Update README.md 27 September 2017, 08:40:06 UTC
0cb3f42 confirm the tests have covered the tune. Add list() wrapper to map() for fixing python 3 error. 22 September 2017, 09:27:09 UTC
cf24f3a Merge branch 'master' of github.com:wwrechard/pydlm 22 September 2017, 09:20:49 UTC
9971846 Add tests for runing plot() and tune() to confirm the coverage. (Expect to see travis failure for python3). 22 September 2017, 09:19:12 UTC
46a0ce6 Update README.md 30 August 2017, 02:10:34 UTC
cf7e988 Update README.md 30 August 2017, 02:10:22 UTC
5aca832 Update README 30 August 2017, 02:09:25 UTC
e0d3aa4 Released 0.1.1.9 and added to Changelogs. 30 August 2017, 02:06:52 UTC
995e64a Update README.md 04 August 2017, 07:21:31 UTC
93f93ba correct document. 31 July 2017, 05:23:09 UTC
74a6aed Merge branch 'master' of github.com:wwrechard/pydlm 31 July 2017, 00:46:20 UTC
c605299 Add the example to the user manual. 31 July 2017, 00:46:06 UTC
67fd0c0 Update README.md 28 July 2017, 01:39:08 UTC
cc47378 Merge branch 'master' of github.com:wwrechard/pydlm 27 July 2017, 10:12:24 UTC
a46a045 Complete the description of example code. 27 July 2017, 10:11:51 UTC
c5ba823 Update README.md 27 July 2017, 10:03:13 UTC
3085c31 Update README.md 27 July 2017, 09:59:48 UTC
b2f35ce Update README.md 27 July 2017, 09:56:47 UTC
9cb47f0 Update README.md 27 July 2017, 09:52:36 UTC
72e80ff Update README.md 27 July 2017, 09:49:51 UTC
be4cf2e Update README.md 27 July 2017, 09:49:20 UTC
9848c62 Update README.md 27 July 2017, 09:47:57 UTC
fdac95e Update README.md 27 July 2017, 09:44:29 UTC
4064c76 remove changelog to CHANGELOG.md 27 July 2017, 09:43:14 UTC
11635ce remove changelog~ 27 July 2017, 09:41:52 UTC
cfbdf47 Add change log. 27 July 2017, 09:40:42 UTC
e665936 Update README.md 27 July 2017, 09:40:02 UTC
9e87916 Update README.md 27 July 2017, 09:27:48 UTC
98dc0be Add more images for the google science example. 27 July 2017, 08:44:18 UTC
463d7eb Add images for Google data science example 27 July 2017, 07:45:43 UTC
bb7c41e Update README.md 26 July 2017, 09:52:08 UTC
eeb44bc Complete description 26 July 2017, 06:39:40 UTC
c2d7c54 Complete the example using Google data post. 26 July 2017, 06:37:07 UTC
aeed16b Fix bug in testDlm. The predictN now output python list of float instead of list of numpy matrix. 25 July 2017, 10:11:04 UTC
e0b93fc reduce the default prior variance from 1e7 to 100 for seasonality component. 25 July 2017, 10:09:04 UTC
87e1e23 Add description to dlm.plotPredictN 25 July 2017, 09:36:19 UTC
1e0d52b Add a plot function to directly plot N-day prediction with the same input as predictN() 25 July 2017, 09:31:30 UTC
8530a6a Ingore .csv~ tmp files. 25 July 2017, 08:47:00 UTC
2784479 Add example using Google data science blog post. 25 July 2017, 08:45:10 UTC
9762858 Update README.md 20 June 2017, 07:39:08 UTC
7347112 Update README.md 20 June 2017, 07:31:24 UTC
cd1f81a Merge branch 'master' of github.com:wwrechard/pydlm 20 June 2017, 07:18:47 UTC
22de129 The .getMSE() method does not take care of missing data. Fix the bug when None exists in the data. 20 June 2017, 06:57:29 UTC
bf3e648 Create LICENSE (#12) 19 June 2017, 01:25:13 UTC
77eba88 update the class description. 15 June 2017, 07:57:43 UTC
f184105 Update the trend degree to match the actual degree of a polynomial, i.e., degree=0 indicats a constant, degree=1 indicates a linear trend and so on. 15 June 2017, 07:52:21 UTC
2cc1f20 Create README.md 15 June 2017, 06:53:08 UTC
c840843 Temporarily disable python 3.7 check due to numpy Bug issue: https://github.com/python/cpython/pull/1236 15 June 2017, 06:51:46 UTC
128441b Update README.md 15 June 2017, 05:03:55 UTC
910de99 Fix indent 17 May 2017, 10:47:41 UTC
e4cf329 Merge branch 'master' of github.com:wwrechard/pydlm 17 May 2017, 10:46:09 UTC
9040ecc Update README.md 17 May 2017, 10:45:41 UTC
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