Commit Graph

224 Commits

Author SHA1 Message Date
Petrônio Cândido de Lima e Silva
9bfd931e45 - Improvements on probability distributions and KDE
- Seasonal Ensemble
2017-07-01 19:42:45 -03:00
Petrônio Cândido de Lima e Silva
ba71e08e76 Methods to rescale and unify several experiments 2017-06-17 17:30:24 -03:00
Petrônio Cândido de Lima e Silva
9af879e195 - Bugfixes and improvements on benchmarks 2017-05-24 00:31:05 -03:00
Petrônio Cândido de Lima e Silva
849cd74bff - SeasonalIndexer on sfts 2017-05-22 00:44:07 -03:00
Petrônio Cândido de Lima e Silva
4cfc2bced4 - SeasonalIndexer on sfts 2017-05-21 18:06:16 -03:00
Petrônio Cândido de Lima e Silva
8efd7c38d8 - SeasonalIndexer on sfts 2017-05-21 18:04:10 -03:00
Petrônio Cândido de Lima e Silva
d1b18ef5c4 - Bugfixes and improvements on Ensemble FTS and distributed_benchmarks 2017-05-20 13:43:39 -03:00
Petrônio Cândido de Lima e Silva
f533dd249a - Bugfixes and improvements on Ensemble FTS
- Improvement on plotting probabilistic forecasts
2017-05-18 14:20:12 -03:00
Petrônio Cândido de Lima e Silva
aa2b5de18f - Ensemble FTS - first complete version 2017-05-17 16:58:51 -03:00
Petrônio Cândido de Lima e Silva
67358fa000 - Improvementos of interval and distribution m-step ahead forecasts for arima and quantreg 2017-05-17 10:45:10 -03:00
Petrônio Cândido de Lima e Silva
b3e1a70602 - Implementation of interval and distribution m-step ahead forecasts for arima and quantreg 2017-05-15 14:06:26 -03:00
Petrônio Cândido de Lima e Silva
0d8d6c9240 - Bugfix on interval forecast of arima 2017-05-14 08:54:41 -03:00
Petrônio Cândido de Lima e Silva
a0f49ea151 - Bugfix on interval forecast of quantreg 2017-05-14 01:19:49 -03:00
Petrônio Cândido de Lima e Silva
8bc4b966b6 - Bugfix on interval forecast of quantreg 2017-05-13 22:35:59 -03:00
Petrônio Cândido de Lima e Silva
0b7799a9bb - Bugfix on interval forecast of quantreg 2017-05-13 22:32:40 -03:00
Petrônio Cândido de Lima e Silva
f8ac95d24e - Correction of inverse transformation on interval forecasts 2017-05-13 21:37:10 -03:00
Petrônio Cândido de Lima e Silva
2c0e685e87 - Optimizations for interval distributed benchmarks 2017-05-13 21:03:49 -03:00
Petrônio Cândido de Lima e Silva
3b21889d6c - Bugfixes in naive, arima and quantreg and optimizations on benchmarks 2017-05-09 19:04:51 -03:00
Petrônio Cândido de Lima e Silva
5f7c0f0bfa - Bugfixes in naive, arima and quantreg and optimizations on benchmarks 2017-05-09 19:03:53 -03:00
Petrônio Cândido de Lima e Silva
18b69fa71f - Bug: TWFTS and WFTS models are getting the same shortname 2017-05-09 11:08:39 -03:00
Petrônio Cândido de Lima e Silva
537e7dcfe3 - Issue #3 - Code documentation with PEP 257 compliance
- Several bugfixes in benchmarks methods and optimizations
2017-05-09 10:27:47 -03:00
Petrônio Cândido de Lima e Silva
8df4f9c749 - Several bugfixes in benchmarks methods and optimizations 2017-05-08 17:50:35 -03:00
Petrônio Cândido de Lima e Silva
38a1410b16 - Several bugfixes in benchmarks methods and optimizations 2017-05-08 15:20:16 -03:00
Petrônio Cândido de Lima e Silva
692503704e - Several bugfixes in benchmarks methods and optimizations 2017-05-08 14:49:45 -03:00
Petrônio Cândido de Lima e Silva
ff67356d64 - Issue #3 - Code documentation with PEP 257 compliance
- Benchmarks refactoring and optimizations
 - Probabilistic package, with Kernel Density Estimation
2017-05-08 13:12:08 -03:00
Petrônio Cândido de Lima e Silva
ea7a0bbd62 - Issue #3 - Code documentation with PEP 257 compliance 2017-05-07 11:41:31 -03:00
Petrônio Cândido de Lima e Silva
cbfbf47f54 - Issue #3 - Code documentation with PEP 257 compliance 2017-05-06 21:19:04 -03:00
Petrônio Cândido de Lima e Silva
fb9c3585be - Song & Chissom Conventional FTS 2017-05-06 17:04:37 -03:00
Petrônio Cândido de Lima e Silva
3365fa72f1 - Issue #3 - Code documentation with PEP 257 compliance 2017-05-05 15:33:27 -03:00
Petrônio Cândido de Lima e Silva
9da53a4845 - Issue #3 - Code documentation with PEP 257 compliance 2017-05-05 15:01:45 -03:00
Petrônio Cândido de Lima e Silva
18e795bcd3 - Several bugfixes
- Issue #2 - PEP 8 compliance
  - Issue #3 - Code documentation with PEP 257 compliance
2017-05-02 17:16:49 -03:00
Petrônio Cândido de Lima e Silva
a4903fd932 - Several bugfixes
- Issue #2 - PEP 8 compliance
  - Issue #3 - Code documentation with PEP 257 compliance
2017-05-02 11:32:03 -03:00
Petrônio Cândido de Lima e Silva
474a9d87a7 - Several bugfixes 2017-05-01 20:56:47 -03:00
Petrônio Cândido de Lima e Silva
e5c2e0dcbd - Adaptive Expectation transformation [Cheng, 2008] 2017-04-20 15:07:34 -03:00
Petrônio Cândido de Lima e Silva
55638cbe20 - Cheng: Trend Weighted FTS 2017-04-19 19:58:25 -03:00
Petrônio Cândido de Lima e Silva
bdc7ad233b - Ensemble FTS 2017-04-14 20:48:53 -03:00
Petrônio Cândido de Lima e Silva
728e8414b7 - General refactoring to include **kwargs on methods signatures
- Ensemble FTS
2017-04-14 19:57:39 -03:00
Petrônio Cândido de Lima e Silva
cd2e2b7586 - QuantReg façade for statsmodels 2017-04-13 17:27:38 -03:00
Petrônio Cândido de Lima e Silva
d804e15211 - Refactoring of ARIMA façade for statsmodels
- QuantReg façade for statsmodels
 - EnsembleFTS
2017-04-13 12:36:22 -03:00
Petrônio Cândido de Lima e Silva
3ec95232bd - Distributed sliding window benchmarks with dispy 2017-04-06 19:23:29 -03:00
Petrônio Cândido de Lima e Silva
97246f1510 - Distributed sliding window benchmarks with dispy 2017-04-05 23:45:11 -03:00
Petrônio Cândido de Lima e Silva
fa676f9f1d - Parallel sliding window benchmarks 2017-04-04 18:39:15 -03:00
Petrônio Cândido de Lima e Silva
16af475646 Parallel benchmarks - sliding window por point forecasts 2017-04-01 12:19:37 -03:00
Petrônio Cândido de Lima e Silva
a95b806a73 - Adding gaussmf and trapmf support on partitioners
- Parallel util for partitioners
2017-03-31 20:34:12 -03:00
Petrônio Cândido de Lima e Silva
5a59d91816 ARIMA façade for benchmarks; Sliding Window benchmarks; small bugfixes and optimizations 2017-03-21 23:17:06 -03:00
Petrônio Cândido de Lima e Silva
5c8c80cd8d - new sliding window benchmarks
- statsmodels ARIMA wrapper for benchmarks
 - method refactoring at PWFTS
 - auto_update at PWFTS
 - method refactoring at ResidualAnalysis
2017-03-03 08:53:55 -03:00
Petrônio Cândido de Lima e Silva
7f13a24402 Refactorings 2017-02-27 15:53:29 -03:00
Petrônio Cândido de Lima e Silva
84e6e1abbf - Sliding Window benchmark
- Refactoring of partitioners for OO design
2017-02-24 13:29:55 -03:00
Petrônio Cândido de Lima e Silva
c708430313 Renaming PFTS to PWFTS 2017-02-22 16:18:15 -03:00
Petrônio Cândido de Lima e Silva
ef84d50346 Probability distributions metrics 2017-02-19 01:02:59 -03:00