New internals + bug fixes

Merge pull request #47 from fipelle/fipelle-patch-1

Update LICENSE

v0.2.5

Integrated memory improvements + patches (originally under the diffuse branch)

v0.2.4

Implemented sequential Kalman filter and smoother

v0.2.3

Added diff2(...) and diff_or_diff2(...)

v0.2.2

MessyTimeSeries v0.2.2

Diff since v0.2.1

Merged pull requests:

• Added support for UniformScaling R (useful for large dimensionality reduction problems) (#37) (@fipelle)

0.2.2: Added support for UniformScaling R (useful for large dimensionality reduction problems)

Update Project.toml

v0.2.1

MessyTimeSeries v0.2.1

Closed issues:

• I have ARFIMA, you can use it (#8)
• Auto [V]AR[I]MA[X] (#9)
• Fitted Trend Line and Residuals (#13)
• Error: TSAnalysis.get_bounded_log (#14)
• Discrepancies With Package Registration (#17)
• Tag new release with correct Distribution compat (#27)

Merged pull requests:

• add: project.toml, src (#1) (@fipelle)
• Develop (changes in README.md) (#2) (@fipelle)
• Dev (#3) (@fipelle)
• Minor change in the examples (#4) (@fipelle)
• New README.md (#5) (@fipelle)
• bump version (#6) (@fipelle)
• Fix automerge issue (#7) (@fipelle)
• VARIMA models (#10) (@fipelle)
• Added: subsampling methods (#11) (@fipelle)
• This series of commits solves a few compatibility issues linked to Optim (#15) (@fipelle)
• Improvements in the Kalman filter and smoother implementation (#16) (@fipelle)
• Dev: new methods + speedup current methods (#18) (@fipelle)
• Micro-optimisation (#19) (@fipelle)
• Implemented StableRNGs + minor changes in the filter APIs (#20) (@fipelle)
• Fix in stationary_block_bootstrap docstring (#21) (@fipelle)
• Split KalmanStatus into OnlineKalmanStatus, DynamicKalmanStatus and SizedKalmanStatus + ad-hoc optimised methods (#22) (@fipelle)
• Implemented MSeries and ad-hoc methods (#23) (@fipelle)
• Immutable SizedKalmanStatus (#24) (@fipelle)
• Low-level matrix operations in filter and smoother (#25) (@fipelle)
• Internal changes to have further consistency between *_skipmissing an… (#26) (@fipelle)
• Implemented optional early stopping in ksmoother (#28) (@fipelle)
• Dev: TSAnalysis.jl => MessyTimeSeries.jl (#29) (@fipelle)
• Import changes in main module and test/tools.jl (#30) (@fipelle)
• Dev: Documenter (#31) (@fipelle)
• Attempted fix in Documentation.yml (#32) (@fipelle)
• Updated docstrings (#33) (@fipelle)
• Dev (#34) (@fipelle)
• Logo (#35) (@fipelle)

Added integration with docs + updated docstrings

0.2.1

Update README.md

TSAnalysis.jl => MessyTimeSeries.jl

Breaking change: package renaming from TSAnalysis.jl => MessyTimeSeries.jl

0.1.4

Added:

• Artificial delete-d jackknife
• Block bootstrap
• Block jackknife
• Stationary bootstrap

Removed:

• Examples folder (the examples are in the readme now)