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Releases: fipelle/MessyTimeSeries.jl

0.1.3

19 Mar 03:30
b307a62
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  • Added support for VARIMA models.

  • Extended forecast to handle irregular multivariate data.

  • The ARIMA functions and types are now aliases for those assigned to VARIMA models.

0.1.2

28 Nov 23:48
a0511e7
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  • Added support for ARMA and ARIMA models.

  • Added tests for Kalman filter, smoother, ARMA and ARIMA models.

  • Solved minor bugs and deprecated a few methods.

  • New README.md.

First working version

03 Nov 12:57
01fd12e
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0.1.1

add: dependencies for stdlib + new version