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@cmccarthy1 cmccarthy1 released this 04 Jan 09:11
2.0.0
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Learn about vigilant mode.

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.
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