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trendseries 1.2.0

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@viniciusoike viniciusoike released this 10 May 03:31
· 54 commits to main since this release

New Features

  • augment_trends() now accepts multiple value columns via a character vector in value_col. Trends are extracted for each column and named trend_{method}_{col} (e.g. trend_stl_consumption).

  • Improved UCM (Unobserved Components Model) trend extraction. The model now uses fixed variance components with signal-to-noise ratios derived from Hodrick-Prescott filter lambdas, producing smoother, economically meaningful trends by default. The smoothing parameter can be used to override the default.

  • Added London Underground transit datasets: transit_london_monthly and transit_london_avgs.

Breaking Changes

  • group_vars is deprecated in favour of group_cols in augment_trends(). A deprecation warning is now issued when group_vars is used. group_vars will be removed in a future release. Update your code by replacing group_vars = ... with group_cols = ....

Bug Fixes and Improvements

  • Fixed typos, grammar, and prose across vignettes.
  • Updated vignettes to use group_cols instead of deprecated group_vars.
  • Fixed mislabeled y-axis in vignette plots.
  • Removed stale ZLEMA reference from moving average documentation.