Initial release candidate for version 2.0.0
Pre-release
Pre-release
What’s New:
Time series functionality:
- Addition of time series models implemented in q
- AR, ARMA, ARIMA, SARIMA and ARCH.
- Time series feature engineering techniques (windowed and lagged feature generation.
- Data stationarity testing
Graph/pipeline resources:
- Framework for the development of modularised kdb+ workflows and executable pipeline structures
Optimization:
- Implementation of the Broyden-Fletcher-Goldfarb-Shanno algorithm for function minimization
Grid Search:
- Random and pseudo random (Sobol) number generated parameter set functionality providing an alternative to exhaustive grid search.
Clustering: - Implementation of k-means clustering now uses early stopping
Updates:
Clustering:
- Fit / predict / update style function calls rather than just fit+predict as previously to allow models to be deployed for classification on incoming data.