MADlib v1.2

Release Date: 2013-September-06

New Features:

• ARIMA Timeseries modeling
  • Added auto-regressive integrated moving average (ARIMA) modeling for
    non-seasonal, univariate timeseries data.
  • Module includes a training function to compute an ARIMA model and a
    forecasting function to predict future values in the timeseries
  • Training function employs the Levenberg-Marquardt algorithm (LMA) to
    compute a numerical solution for the parameters of the model. The
    observations and innovations for time before the first timestamp
    are assumed to be zero leading to minimization of the conditional sum of
    squares. This produces estimates referred to as conditional maximum likelihood
    estimates (also referred as 'CSS' in some statistical packages).
• Documentation updates:
  • Introduced a new format for documentation improving usability.
  • Upgraded to Doxygen v1.84.
  • Updated documentation improving consistency for multiple modules including
    Regression methods, SVD, PCA, Summary function, and Linear systems.
    Bug fixes:
  • Checking out-of-bounds access of a 'svec' even if the size of svec is zero.
  • Fixed a minor bug allowing use of GCC 4.7 and higher to build from source.