0.5.1 - 2026-04-28

Release Notes

Added

• Annual component extension to the periodic AR inflow model. Selecting
  "order_selection": "pacf_annual" in the estimation config activates the
  PAR(p)-A path: the fitting pipeline emits a new AnnualComponent triple
  (coefficient, mean_m3s, std_m3s) per (hydro, season) on top of the
  classical AR coefficients, allowing the model to capture multi-year
  hydrological persistence. The triple is exposed on InflowModel.annual and
  is also written to a new output file
  output/stochastic/inflow_annual_component.parquet (5 columns:
  hydro_id, stage_id, annual_coefficient, annual_mean_m3s,
  annual_std_m3s) by both the CLI and the Python bindings.

• HistoryClass taxonomy on PAR(p)-A historical buckets. Each
  (hydro plant, stage) observation series is classified before fitting:
  constant series (Constant), saturating caps such as turbine flow
  ceilings or low-flow constants (Saturated), and series dominated by
  more than 10% strictly negative observations (ManyNegative) are now
  detected automatically. Constant and Saturated buckets force a
  degenerate fit (order 0, no AR/annual coefficients) so structurally
  uninformative buckets do not propagate spurious autoregressive
  structure into adjacent months' PACFs. ManyNegative is purely
  diagnostic and does not override the fit.

• Two extensions to the PACF order-selection rule for the PAR(p)-A path:
  a structural-zero short-circuit forces the model to order 0 when the
  lag-1 conditional FACP is exactly zero (degenerate Schur complement),
  and a minimum-order-1 default keeps an AR(1) base whenever the lag-1
  FACP is well defined but no lag exceeds the 95% significance threshold.

• Maceira-Damazio iterative order reduction across the full periodic
  cycle. After the initial PACF + Yule-Walker fit, the
  recursively-composed contributions of each lag through the periodic
  monthly chain are computed; if any contribution is negative, the
  offending season's AR ceiling is reduced and the fit is re-run at the
  new ceiling. The reduction iterates across all seasons until every
  season's contribution recursion yields non-negative entries. This
  prevents negative chain-composed contributions from propagating as
  unstable Benders cuts in downstream SDDP recursions. Exposed as
  cobre_stochastic::par::fit_par_annual_with_reduction and wired into
  the pacf_annual estimation path.

Changed

• PAR(p)-A seasonal stats (σ^Z_m) and Z⊗A cross-covariance now use the
  population (1/N) divisor and a max-bucket-size cross-cov divisor,
  matching the Maceira-Damazio PAR(p)-A standard-deviation convention.
  The classical PAR(p) path (without annual component) is unchanged.

• HiGHS default options retuned for warm-started master LPs dominated by
  many slack rows: Devex dual-edge weight pricing, dual-simplex cost
  perturbation disabled, initial-condition check disabled, row-wise PRICE
  strategy, and a loosened rebuild-refactor solution-error tolerance
  (1e-6). These changes alter the simplex trajectory and may yield a
  different optimal basis representation at the same objective value;
  the deterministic-suite parity hashes for D03, D06, and D07 were
  refreshed accordingly. Numerical answers are unchanged within solver
  tolerances.

• JSON Schemas under book/src/schemas/ regenerated from the current
  Rust structs via cobre schema export. The previously committed
  schemas had drifted from the source of truth (most visibly,
  CutSelectionConfig was renamed to RowSelectionConfig and
  ExportsConfig was trimmed to its two active flags). No
  config-file shape change for users on the supported variants.

cobre-cli 0.5.1

Install cobre-cli 0.5.1

Install prebuilt binaries via shell script

curl --proto '=https' --tlsv1.2 -LsSf https://github.com/cobre-rs/cobre/releases/download/v0.5.1/cobre-cli-installer.sh | sh

Install prebuilt binaries via powershell script

powershell -ExecutionPolicy Bypass -c "irm https://github.com/cobre-rs/cobre/releases/download/v0.5.1/cobre-cli-installer.ps1 | iex"

Download cobre-cli 0.5.1

File	Platform	Checksum
cobre-cli-aarch64-apple-darwin.tar.xz	Apple Silicon macOS	checksum
cobre-cli-x86_64-apple-darwin.tar.xz	Intel macOS	checksum
cobre-cli-x86_64-pc-windows-msvc.zip	x64 Windows	checksum
cobre-cli-aarch64-unknown-linux-gnu.tar.xz	ARM64 Linux	checksum
cobre-cli-x86_64-unknown-linux-gnu.tar.xz	x64 Linux	checksum

cobre-mcp 0.5.1

Install cobre-mcp 0.5.1

Install prebuilt binaries via shell script

curl --proto '=https' --tlsv1.2 -LsSf https://github.com/cobre-rs/cobre/releases/download/v0.5.1/cobre-mcp-installer.sh | sh

Install prebuilt binaries via powershell script

powershell -ExecutionPolicy Bypass -c "irm https://github.com/cobre-rs/cobre/releases/download/v0.5.1/cobre-mcp-installer.ps1 | iex"

Download cobre-mcp 0.5.1

File	Platform	Checksum
cobre-mcp-aarch64-apple-darwin.tar.xz	Apple Silicon macOS	checksum
cobre-mcp-x86_64-apple-darwin.tar.xz	Intel macOS	checksum
cobre-mcp-x86_64-pc-windows-msvc.zip	x64 Windows	checksum
cobre-mcp-aarch64-unknown-linux-gnu.tar.xz	ARM64 Linux	checksum
cobre-mcp-x86_64-unknown-linux-gnu.tar.xz	x64 Linux	checksum