LAMPSPUC/StateSpaceModels.jl issues and pull requests

#327 - Update univariate_kalman_filter.jl

Pull Request - State: open - Opened by AnaChikashua about 1 month ago - 1 comment

#326 - Bump compat for StatsBase to 0.34

Pull Request - State: closed - Opened by bgroenks96 8 months ago - 2 comments

#325 - Update unobserved_components.jl documentation

Pull Request - State: closed - Opened by guilhermebodin 8 months ago - 1 comment

#324 - Cannot predict for more steps than number of observations

Issue - State: open - Opened by SupplyChef 8 months ago

#323 - Can not fit MA(q)

Issue - State: closed - Opened by shayandavoodii 9 months ago - 10 comments

#322 - Holt-Winter Model

Issue - State: open - Opened by eoteroe 9 months ago - 1 comment

#321 - Linear univariate time variant model implemented?

Issue - State: open - Opened by jsimons8 10 months ago - 8 comments

#320 - Update Project.toml

Pull Request - State: closed - Opened by guilhermebodin 10 months ago

#319 - fix smooth trend

Pull Request - State: closed - Opened by guilhermebodin 10 months ago - 1 comment

#318 - Enhancement Request - Add ability to specify innovations for simulation

Issue - State: open - Opened by dompazz over 1 year ago - 2 comments

#317 - Unobserved components model with smooth trend is broken

Issue - State: closed - Opened by raphaelsaavedra over 1 year ago
Labels: bug

#316 - Fix orders constraints

Pull Request - State: closed - Opened by guilhermebodin over 1 year ago - 1 comment

#315 - max_q must be strictly positive? (auto arima)

Issue - State: closed - Opened by dazhwu over 1 year ago - 3 comments

#314 - fixed cholesky error in simulate

Pull Request - State: closed - Opened by dietzemarina almost 2 years ago - 3 comments

#313 - Getting DomainError when fitting some models

Issue - State: open - Opened by SupplyChef almost 2 years ago - 2 comments

#312 - Fix `plotdiagnostics(kf)`

Pull Request - State: closed - Opened by guilhermebodin about 2 years ago - 1 comment

#311 - Example in the Quick Start not working

Issue - State: closed - Opened by davibarreira about 2 years ago - 1 comment

#310 - Feature suggestion: state space models for intermittent demand

Issue - State: open - Opened by SupplyChef about 2 years ago
Labels: enhancement

#309 - Fix basic structural with exogenous variables simulation

Pull Request - State: closed - Opened by guilhermebodin about 2 years ago - 2 comments

#308 - simulate_scenarios for BasicStructuralExplanatory fails if seasonality is not 12

Issue - State: closed - Opened by SupplyChef about 2 years ago - 2 comments

#307 - Fix Basic Structural Model with Explanatory

Pull Request - State: closed - Opened by guilhermebodin over 2 years ago - 1 comment

#306 - BasicStructuralExplanatory works ONLY for s = 12.

Issue - State: closed - Opened by junpei-n over 2 years ago - 3 comments

#305 - Fix std err calculations

Pull Request - State: closed - Opened by guilhermebodin over 2 years ago - 1 comment

#304 - Possible Issue with Std.Error in SARIMA()

Issue - State: closed - Opened by dompazz over 2 years ago - 2 comments

#303 - add some improvements

Pull Request - State: closed - Opened by guilhermebodin over 2 years ago - 3 comments

#302 - Allow Polynomials v2

Pull Request - State: closed - Opened by raphaelsaavedra over 2 years ago - 1 comment

#301 - Allow Polynomials v2 in [compat]

Issue - State: closed - Opened by mapi1 over 2 years ago - 1 comment

#300 - Fix missing values

Pull Request - State: closed - Opened by guilhermebodin over 2 years ago - 1 comment

#299 - LAPACKException for missing/NaN values

Issue - State: closed - Opened by mapi1 over 2 years ago - 3 comments

#298 - fix performance of getters

Pull Request - State: closed - Opened by guilhermebodin over 2 years ago - 1 comment

#297 - get_smoothed_state performance issues for larger time series

Issue - State: closed - Opened by mapi1 over 2 years ago - 5 comments

#296 - Update Project.toml

Pull Request - State: closed - Opened by guilhermebodin over 2 years ago - 1 comment

#295 - Vehicle Tracking model

Pull Request - State: closed - Opened by guilhermebodin over 2 years ago - 2 comments

#294 - Fix typo: "Hensen" should be "Hansen"

Pull Request - State: closed - Opened by azev77 over 2 years ago - 1 comment

#293 - remove documenter key

Pull Request - State: closed - Opened by guilhermebodin over 2 years ago - 1 comment

#292 - Add keyword arg to ignore the hessian calculation

Issue - State: closed - Opened by guilhermebodin over 2 years ago - 1 comment

#291 - Create doc_cleanup.yml

Pull Request - State: closed - Opened by guilhermebodin almost 3 years ago

#290 - Add sparse kalman filter

Pull Request - State: closed - Opened by guilhermebodin almost 3 years ago - 5 comments

#289 - fix automatic forecasting docs

Pull Request - State: closed - Opened by guilhermebodin almost 3 years ago - 1 comment

#288 - fix es seasonal upper bound

Pull Request - State: closed - Opened by guilhermebodin almost 3 years ago - 1 comment

#287 - ExponentialSmoothing: AssertionError ub > lb

Issue - State: closed - Opened by rschwarz almost 3 years ago - 4 comments

#286 - Local level explanatory time varying

Pull Request - State: open - Opened by PaulMainwood about 3 years ago - 2 comments

#285 - Scenarios of SARIMA

Issue - State: closed - Opened by guilhermebodin about 3 years ago

#284 - Add examples for auto arima

Issue - State: open - Opened by iagochavarry about 3 years ago
Labels: good first issue

#283 - Add seasonal strength test

Pull Request - State: closed - Opened by iagochavarry about 3 years ago

#282 - Add Time varying regression TVRegression

Issue - State: open - Opened by guilhermebodin about 3 years ago - 1 comment

#281 - Canova hansen test

Pull Request - State: closed - Opened by iagochavarry about 3 years ago - 1 comment

#280 - Add seasonal plot recipe

Issue - State: closed - Opened by guilhermebodin about 3 years ago - 1 comment

#279 - Auto arima

Pull Request - State: closed - Opened by guilhermebodin about 3 years ago - 1 comment

#278 - Add HPfilter

Issue - State: open - Opened by guilhermebodin about 3 years ago - 2 comments
Labels: good first issue

#277 - Change kpss function name

Pull Request - State: closed - Opened by iagochavarry about 3 years ago

#276 - WIP: add KPSS Test

Pull Request - State: closed - Opened by iagochavarry about 3 years ago - 2 comments

#275 - Add JuliaFormatter

Issue - State: open - Opened by guilhermebodin about 3 years ago

#274 - Added quick examples

Pull Request - State: closed - Opened by guilhermebodin about 3 years ago - 1 comment

#273 - Add push_preview on deploy docs

Issue - State: closed - Opened by guilhermebodin about 3 years ago

#272 - Change from backtest to cross validation

Pull Request - State: closed - Opened by guilhermebodin about 3 years ago - 1 comment

#271 - Possible SARIMA convergency issue

Issue - State: closed - Opened by iagochavarry about 3 years ago - 3 comments

#270 - Naive models

Pull Request - State: closed - Opened by guilhermebodin about 3 years ago - 1 comment

#269 - Change backtest to cross_validation

Issue - State: closed - Opened by guilhermebodin about 3 years ago

#268 - fix explanatory

Pull Request - State: closed - Opened by guilhermebodin about 3 years ago

#267 - Add scenarios exogenous in bse

Pull Request - State: closed - Opened by guilhermebodin about 3 years ago - 1 comment

#266 - Add BasicStructuralExplanatory

Pull Request - State: closed - Opened by guilhermebodin about 3 years ago - 1 comment

#265 - Implement BasicStructural Model with Exogenous variables

Issue - State: closed - Opened by guilhermebodin about 3 years ago - 1 comment

#264 - Add simulate function for time invariant multivariate systems

Pull Request - State: closed - Opened by guilhermebodin about 3 years ago - 1 comment

#263 - fix kalman smoother for local level explanatory

Pull Request - State: closed - Opened by guilhermebodin about 3 years ago - 1 comment

#262 - MethodError when calling `kalman_smoother` for `LocalLevelExplanatory`

Issue - State: closed - Opened by raphaelsaavedra about 3 years ago
Labels: bug

#261 - bump version

Pull Request - State: closed - Opened by guilhermebodin about 3 years ago - 1 comment

#260 - Add dynamic autoregressive model

Pull Request - State: closed - Opened by guilhermebodin about 3 years ago - 3 comments

#259 - separe unit_root function into assert_stationarity and assert_invertibility

Pull Request - State: closed - Opened by iagochavarry about 3 years ago - 1 comment

#258 - add exogenous variables support for SARIMA and UnobservedComponents

Issue - State: open - Opened by guilhermebodin about 3 years ago - 5 comments

#257 - Add auto_ets function

Pull Request - State: closed - Opened by guilhermebodin about 3 years ago - 1 comment

#256 - Fix ETS documentation

Pull Request - State: closed - Opened by guilhermebodin over 3 years ago

#255 - Improve table print and add model name

Pull Request - State: closed - Opened by guilhermebodin over 3 years ago - 1 comment

#254 - Add ETS models

Pull Request - State: closed - Opened by guilhermebodin over 3 years ago - 2 comments

#253 - fix statsbase on 0.33

Pull Request - State: closed - Opened by guilhermebodin over 3 years ago

#252 - Fix StatsBase Toml

Pull Request - State: closed - Opened by guilhermebodin over 3 years ago

#251 - fix WPI docs

Pull Request - State: closed - Opened by guilhermebodin over 3 years ago - 1 comment

#250 - Add residuals plots

Pull Request - State: closed - Opened by guilhermebodin over 3 years ago - 1 comment

#249 - performance question

Issue - State: closed - Opened by waynelapierre over 3 years ago - 3 comments

#248 - implement auto.arima

Issue - State: closed - Opened by waynelapierre over 3 years ago - 2 comments

#247 - implement principal component analysis

Issue - State: closed - Opened by waynelapierre over 3 years ago - 1 comment

#246 - Fix idx forecast

Pull Request - State: closed - Opened by guilhermebodin over 3 years ago - 1 comment

#245 - ARIMA model

Issue - State: closed - Opened by waynelapierre over 3 years ago - 9 comments

#244 - Implement a backtest procedure

Pull Request - State: closed - Opened by guilhermebodin over 3 years ago - 2 comments

#243 - Problem using Kalman Filter

Issue - State: closed - Opened by ronb1000 over 3 years ago - 3 comments

#242 - Implement a plot to analyze the standard residuals

Issue - State: closed - Opened by guilhermebodin over 3 years ago - 1 comment

#241 - Implement VAR

Issue - State: open - Opened by guilhermebodin over 3 years ago - 1 comment

#240 - Implement Dynamic Autoregressive models

Issue - State: closed - Opened by guilhermebodin over 3 years ago - 1 comment

#239 - Implement a backtest procedure

Issue - State: closed - Opened by guilhermebodin over 3 years ago

#238 - Implement naive and seasonal naive models

Issue - State: closed - Opened by guilhermebodin over 3 years ago - 1 comment

#237 - Add UC plot recipe

Pull Request - State: closed - Opened by guilhermebodin over 3 years ago - 2 comments

#236 - Add scenarios plots

Pull Request - State: closed - Opened by guilhermebodin over 3 years ago - 1 comment

#235 - Make Plot Recipes for simulated scenarios

Issue - State: closed - Opened by guilhermebodin over 3 years ago

#234 - Implement the AutoARIMA algorithm

Issue - State: closed - Opened by guilhermebodin over 3 years ago - 10 comments

#233 - Make an ETS that allows for all linear models

Issue - State: closed - Opened by guilhermebodin over 3 years ago

#232 - Make Plot Recipes for Unobserved Components model

Issue - State: closed - Opened by guilhermebodin over 3 years ago

#231 - Added vehicle tracking example

Pull Request - State: closed - Opened by guilhermebodin over 3 years ago - 4 comments

#230 - Added some docs for unobserved components

Pull Request - State: closed - Opened by guilhermebodin over 3 years ago - 1 comment

#229 - bug fix in constrain_box!

Pull Request - State: closed - Opened by guilhermebodin over 3 years ago - 1 comment

#228 - Add UnobservedComponents

Pull Request - State: closed - Opened by guilhermebodin over 3 years ago - 2 comments

GitHub / LAMPSPUC/StateSpaceModels.jl issues and pull requests