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@dancixx dancixx released this 01 Mar 09:45
· 54 commits to main since this release
v.0.12.1
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Learn about vigilant mode.

New Features:

  • AR, MA, ARIMA: Implemented AutoRegressive (AR), Moving Average (MA), and ARIMA models for time series forecasting.
  • SARIMA: Seasonal ARIMA model added for seasonal data analysis.
  • ARCH, GARCH: Implemented AutoRegressive Conditional Heteroskedasticity (ARCH) and Generalized ARCH (GARCH) models for volatility modeling.
  • EGARCH, TGARCH, AGARCH: Added Exponential GARCH (EGARCH), Threshold GARCH (TGARCH), and Asymmetric GARCH (AGARCH) models for advanced volatility modeling.

These models provide robust tools for analyzing and forecasting time series with varying levels of volatility and seasonality.

What's Changed

Full Changelog: v.0.12.0...v.0.12.1

Contributors

dancixx
Assets 2
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