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Merge pull request #32 from LAMPSPUC/update_glmnet
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update glmnet
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andreramosfdc authored Oct 29, 2024
2 parents ac135dc + 0b5e4c8 commit 7595003
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4 changes: 2 additions & 2 deletions .github/workflows/documentation.yml
Original file line number Diff line number Diff line change
Expand Up @@ -12,8 +12,8 @@ jobs:
- uses: actions/checkout@v2
- uses: julia-actions/setup-julia@latest
with:
# Build documentation on Julia 1.0
version: '1.0'
# Build documentation on Julia 1.10
version: '1.10'
- name: Install dependencies
run: julia --project=docs/ -e 'using Pkg; Pkg.develop(PackageSpec(path=pwd())); Pkg.instantiate()'
- name: Build and deploy
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2 changes: 2 additions & 0 deletions .gitignore
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Expand Up @@ -6,3 +6,5 @@ paper_tests/m4_test/metrics_results/
paper_tests/m4_test/results_ARIMA/
paper_tests/m4_test/results_SSL/
paper_tests/simulation_test/results_simulation_raw/

docs/build
6 changes: 3 additions & 3 deletions Project.toml
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@@ -1,7 +1,7 @@
name = "StateSpaceLearning"
uuid = "971c4b7c-2c4e-4bac-8525-e842df3cde7b"
authors = ["andreramosfc <[email protected]>"]
version = "1.0.1"
version = "1.0.2"

[deps]
Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
Expand All @@ -12,6 +12,6 @@ Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"
Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

[compat]
GLMNet = "0.4.0, 0.4.1, 0.4.2, 0.5.0, 0.5.1, 0.5.2, 0.6.0, 0.6.1, 0.6.2, 0.6.3, 0.7.0, 0.7.1, 0.7.2"
GLMNet = "0.7.4"
Distributions = "0.16, 0.17, 0.18, 0.19, 0.20, 0.21, 0.22, 0.23, 0.24, 0.25"
julia = "1"
julia = "1.10"
5 changes: 5 additions & 0 deletions docs/Project.toml
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Expand Up @@ -4,3 +4,8 @@ Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
GLMNet = "8d5ece8b-de18-5317-b113-243142960cc6"
LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
Statistics = "10745b16-79ce-11e8-11f9-7d13ad32a3b2"

[compat]
julia = "1.10"
GLMNet = "0.7.4"
Distributions = "0.16, 0.17, 0.18, 0.19, 0.20, 0.21, 0.22, 0.23, 0.24, 0.25"
10 changes: 5 additions & 5 deletions docs/src/manual.md
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Expand Up @@ -68,7 +68,7 @@ prediction = exp.(prediction_log)
plot(airp.passengers, w=2 , color = "Black", lab = "Historical", legend = :outerbottom)
plot!(vcat(ones(length(log_air_passengers)).*NaN, prediction), lab = "Forecast", w=2, color = "blue")
```
![quick_example_airp](./docs/src/assets/quick_example_airp.PNG)
![quick_example_airp](assets/quick_example_airp.PNG)

```julia
N_scenarios = 1000
Expand All @@ -81,7 +81,7 @@ end
plot!(vcat(ones(length(log_air_passengers)).*NaN, exp.(simulation[:, N_scenarios])), lab = "Scenarios Paths", α = 0.1 , color = "red")

```
![airp_sim](./docs/src/assets/airp_sim.svg)
![airp_sim](assets/airp_sim.svg)

### Component Extraction
Quick example on how to perform component extraction in time series utilizing StateSpaceLearning.
Expand All @@ -107,7 +107,7 @@ plot(seasonal, w=2 , color = "Black", lab = "Seasonal Component", legend = :oute

```

| ![quick_example_trend](./docs/src/assets/trend.svg) | ![quick_example_seas](./docs/src/assets/seasonal.svg)|
| ![quick_example_trend](assets/trend.svg) | ![quick_example_seas](assets/seasonal.svg)|
|:------------------------------:|:-----------------------------:|


Expand Down Expand Up @@ -164,7 +164,7 @@ plot!(real_removed_valued, lab = "Real Removed Values", w=2, color = "red")
plot!(fitted_completed_missing_values, lab = "Fit in Sample completed values", w=2, color = "blue")

```
![quick_example_completion_airp](./docs/src/assets/quick_example_completion_airp.PNG)
![quick_example_completion_airp](assets/quick_example_completion_airp.PNG)

### Outlier Detection
Quick example of outlier detection for an altered air passengers time-series (artificial NaN values are added to the original time-series).
Expand All @@ -190,7 +190,7 @@ plot(log_air_passengers, w=2 , color = "Black", lab = "Historical", legend = :ou
scatter!([detected_outliers], log_air_passengers[detected_outliers], lab = "Detected Outliers")

```
![quick_example_completion_airp](./docs/src/assets/outlier.svg)
![quick_example_completion_airp](assets/outlier.svg)

### StateSpaceModels initialization
Quick example on how to use StateSpaceLearning to initialize StateSpaceModels
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