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@charphi charphi released this Jul 7, 2020

This is the release of JDemetra+ 2.2.3.
Java SE 8 or later version is required to run it.

Release notes

Statistical Algorithms

  • Fix error in TradingDaysSpec
  • Correction for the extreme value detection if the difference between the boundary and the value is below machine precision.
  • Fix for LogAdd for half yearly data with bias correction legacy.
  • Fix for AutoHenderson for halfyearly data.
  • Add epsilon for standard deviation
  • Fix bug in automatic differencing (diagnostics)
  • Fix bug in Tramo (automatic choice of trading days with holidays)
  • Add new revision policy (current [AO])
  • Fix bugs with User-defined holidays
  • Correction in regression specs

Other

  • Fix parsing of numbers that use non-breaking spaces as grouping separator
  • Fix InvalidPathException
  • Fix drag & drop on Java11
  • Fix rendering on high dpi
  • Fix Windows search scope
  • Add native support of Java 11+ thanks to NetBeans Platform 11
  • Add new open document engine (.ods files)
  • Add generation of checksum on binaries
  • Fix SQL keyword list
  • Fix parsing of some dates in Excel ( .xlsx)
  • Fix native library issues in some restricted environments

Some explanations on the new revision policy: current[AO]

The new revision policy fixes the model (including all the parameters) and handle any new observation as an additive outlier.
Those “pseudo outliers” are in fact introduced in the model as intervention variables (to avoid possible confusion).

It is easy to show that, in the case of model-based decompositions (canonical decomposition, structural model…), this solution is exactly the same as using forecasts (some small discrepancies can appear, due for instance to the bias correction in multiplicative models).
In X13, that approach is not exactly the same as the use of forecasts, due to the fact that the projected seasonal factors are not necessary coherent with the ARIMA forecasts. In most cases, the differences between the use of “Current[AO]” and “Current[forecasts]” are small.

The main advantages of the “Current[AO]” approach are:

  • No modification of usual routines
  • Usual diagnostics (+ estimation of the size of the AO)
  • Possibility to fine tune the model (removal of some “AO”…)

The generated intervention variables are kept in the model (and perhaps re-estimated) when other revision policies are applied on subsequent periods, except in the case of the concurrent (=complete) policy; in that latter case they are removed from the model. Statisticians must then decide on the best handling of the series (use of automatic outliers detection, of ramps, of specific regression variables…)

Assets 8
Pre-release
Pre-release

@charphi charphi released this May 27, 2020

This is the release candidate 2 of JDemetra+ 2.2.3.
Java SE 8 or later version is required to run it.

Release notes

Same as RC1 with:

  • Fix bug in current (AO) revision policy
  • Fix bugs with User-defined holidays
  • Correction in regression specs
  • Fix native library issues in some restricted environments
Assets 4
Pre-release
Pre-release

@charphi charphi released this May 4, 2020

This is the release candidate 1 of JDemetra+ 2.2.3.
Java SE 8 or later version is required to run it.

Release notes

Statistical Algorithms

  • Fix error in TradingDaysSpec
  • Correction for the extreme value detection if the difference between the boundary and the value is below machine precision.
  • Fix for LogAdd for half yearly data with bias correction legacy.
  • Fix for AutoHenderson for halfyearly data.
  • Add epsilon for standard deviation
  • Fix bug in automatic differencing (diagnostics)
  • Fix bug in Tramo (automatic choice of trading days with holidays)
  • Add new revision policy (current [AO])

Other

  • Fix parsing of numbers that use non-breaking spaces as grouping separator
  • Fix InvalidPathException
  • Fix drag & drop on Java11
  • Fix rendering on high dpi
  • Fix Windows search scope
  • Add native support of Java 11+ thanks to NetBeans Platform 11
  • Add new open document engine (.ods files)
  • Add generation of checksum on binaries
  • Fix SQL keyword list
  • Fix parsing of some dates in Excel ( .xlsx)

Some explanations on the new revision policy: current[AO]

The new revision policy fixes the model (including all the parameters) and handle any new observation as an additive outlier.
Those “pseudo outliers” are in fact introduced in the model as intervention variables (to avoid possible confusion).

It is easy to show that, in the case of model-based decompositions (canonical decomposition, structural model…), this solution is exactly the same as using forecasts (some small discrepancies can appear, due for instance to the bias correction in multiplicative models).
In X13, that approach is not exactly the same as the use of forecasts, due to the fact that the projected seasonal factors are not necessary coherent with the ARIMA forecasts. In most cases, the differences between the use of “Current[AO]” and “Current[forecasts]” are small.

The main advantages of the “Current[AO]” approach are:

  • No modification of usual routines
  • Usual diagnostics (+ estimation of the size of the AO)
  • Possibility to fine tune the model (removal of some “AO”…)

The generated intervention variables are kept in the model (and perhaps re-estimated) when other revision policies are applied on subsequent periods, except in the case of the concurrent (=complete) policy; in that latter case they are removed from the model. Statisticians must then decide on the best handling of the series (use of automatic outliers detection, of ramps, of specific regression variables…)

Assets 4

@charphi charphi released this Jan 15, 2019

This is the release of JDemetra+ 2.2.2.
Java SE 8 or later version is required to run it.

Release notes

Statistical Algorithms

  • [FIXED] Bug in outliers detection (Tramo)
  • [FIXED] Bug in the computation of the canonical decomposition (SEATS)
  • [IMPROVED] Enlarged matrix output
  • [ADDED] New bias correction (X11, pseudo-additive decomposition)
  • [ADDED] X11 for half-yearly series

I/O

  • [IMPROVED] Error reporting
  • [IMPROVED] File type detection of spreadsheets
  • [IMPROVED] Perfornance and memory consumption of big Excel files
  • [FIXED] Overflow when dealing with unrealistic dimensions in Excel files

Graphical user interface

  • [FIXED] JDK11 compatibility
  • [FIXED] Windows contrain on ODBC plugin
  • [IMPROVED] Informations of the input timeseries in the SaItemNode
  • [FIXED] Error reporting when message is null
  • [IMPROVED] Error reporting when message is null
  • [FIXED] Local refresh of arima parameters
  • [FIXED] Weak reference in calendars
  • [FIXED] NPE in spreadsheet output if data is missing

Other

  • [FIXED] Various JDK11 issues
  • [FIXED] Missinig API in v2.2.1
  • [FIXED] Deadlock in TsFactory
Assets 7
Pre-release
Pre-release

@charphi charphi released this Dec 19, 2018

This is the release candidate 2 of JDemetra+ 2.2.2.
Java SE 8 or later version is required to run it.

Assets 3
Pre-release
Pre-release

@charphi charphi released this Nov 28, 2018

This is the release candidate 1 of JDemetra+ 2.2.2.
Java SE 8 or later version is required to run it.

Assets 3

@charphi charphi released this Apr 16, 2018 · 131 commits to master since this release

This is the release of JDemetra+ 2.2.1.
Java SE 8 or later version is required to run it.

Release notes

Statistical Algorithms

  • [FIXED] Bug in derived results of the canonical decomposition (SEATS)
  • [FIXED] Correction in D16, D18 (X11)
  • [ADDED] Possibility to fix some coefficients in trading days variables
  • [ADDED] Definition of the forecast horizon (SEATS)
  • [ADDED] Pseudo-additive decomposition in X11

I/O

  • [FIXED] XXE vulnerability

Graphical user interface

  • [FIXED] Java 9 compatibility (JNA, chart rendering, launch)
  • [FIXED] Html styling & rendering
  • [IMPROVED] Zoom in html pages
Assets 7
Pre-release
Pre-release

@charphi charphi released this Apr 6, 2018

This is the release candidate 2 of JDemetra+ 2.2.1.
Java SE 8 or later version is required to run it.

Assets 3
Pre-release
Pre-release

@charphi charphi released this Mar 9, 2018

This is the release candidate 1 of JDemetra+ 2.2.1.
Java SE 8 or later version is required to run it.

Assets 3

@charphi charphi released this Jul 11, 2017 · 162 commits to master since this release

This is the release of JDemetra+ 2.2.0.
Java SE 8 or later version is required to run it.

Release notes

Statistical Algorithms

  • [FIXED] Wrong degrees of freedom in LjungBox (diagnostics)
  • [FIXED] Julian Easter dates
  • [IMPROVED] Re-estimation of RegArima models (performance/precision issues)
  • [ADDED] Gamma distribution (+used in other distributions)
  • [ADDED] Fixed regression coefficients
  • [ADDED] Canova-Hansen and (augmented) Dickey-Fuller tests
  • [FIXED] Wrong canonical decomposition in case of complex models
  • [FIXED] Benchmarking in case of incomplete starting year
  • [FIXED] Small bugs in X11 (advanced cases)
  • [FIXED] Bug in RegArima forecasts (NaN) in case of missing values in the first obs.
  • [IMPROVED] New factorization of the autocovariance function (SEATS). More robust.
  • [ADDED] Analysis of the revisions of SA changes
  • [ADDED] Trading days: derived Sunday effect
  • [ADDED] Backcasts in X11

I/O

  • [IMPROVED] TsProviders API
  • [ADDED] TCK (technical compatibility kit) for TsProviders
  • [IMPROVED] Parsing of Excel files
  • [FIXED] Bugs in xml files (Tramo/regarima)
  • [ADDED] New xml schema (to be used in WEB services)
  • [ADDED] Wild cards in results retrieval
  • [ADDED] Dynamic results retrieval (extension by plug-ins)

Graphical user interface

  • [ADDED] Fixed regression coefficients (editors to modify them)
  • [ADDED] Add ability to set comments on specifications, documents
  • [FIXED] 3D likelihood chart bug fix when there are no parameters
  • [IMPROVED] SI ratio chart : easier to select and identify observations
  • [IMPROVED] User can now select between 2 editors for prespecified outliers (in the options)
  • [ADDED] Import/export of specifications from/to the workspace
  • [ADDED] Copy of results from the Check Last anomaly detection
  • [ADDED] Export of results components from a SA processing
  • [ADDED] Custom matrix of diagnostics
  • [IMPROVED] Drag & Drop feedback
  • [IMPROVED] Error reporting in auto-completion
  • [IMPROVED] Propertysheet layout when editing beans
  • [ADDED] Saving of Ts to text files
  • [FIXED] Default working dir of workspace
  • [FIXED] Fixed dot/comma mismatch in numeric editors
  • [FIXED] Commit behavior of Day editor
  • [ADDED] New forecasts/backcasts panel (TODO)

Other

  • [ADDED] JRE 8 minimum requirement to run the application
  • [ADDED] Maven snapshots repository
  • [IMPROVED] jwsacruncher moved to its own repository
  • [ADDED] WEB services around JD+
  • [ADDED] Light R package
Assets 7