pyextremes - v2.3.3

What's Changed

• Update deprecated pandas offset alias by @connortann in https://github.com/georgebv/pyextremes/pull/85
• Added support for numpy 2.0 and updated CICD by @georgebv in https://github.com/georgebv/pyextremes/pull/86

New Contributors

• @connortann made their first contribution in https://github.com/georgebv/pyextremes/pull/85

Full Changelog: https://github.com/georgebv/pyextremes/compare/v2.3.2...v2.3.3

- Python
Published by georgebv over 1 year ago

pyextremes - v2.3.2

What's Changed

• Scipy interval hotfix by @georgebv in https://github.com/georgebv/pyextremes/pull/72

Full Changelog: https://github.com/georgebv/pyextremes/compare/v2.3.1...v2.3.2

- Python
Published by georgebv over 2 years ago

pyextremes - v2.3.1

What's Changed

• Fixed:typos by @shenxiangzhuang in https://github.com/georgebv/pyextremes/pull/58
• Changed:gitignore:add jetbrain ide ignore config by @shenxiangzhuang in https://github.com/georgebv/pyextremes/pull/61
• Provide location parameter to KS test, address issue #39 by @eastjames in https://github.com/georgebv/pyextremes/pull/55

New Contributors

• @eastjames made their first contribution in https://github.com/georgebv/pyextremes/pull/55

Full Changelog: https://github.com/georgebv/pyextremes/compare/v2.3.0...v2.3.1

- Python
Published by georgebv over 2 years ago

pyextremes - v2.3.0

• Added support for pandas 2 (pandas 1 is still supported)
• Dropped support for Python 3.8, it's no longer supported by some of the dependencies

What's Changed

• Added support for pandas 2, dropped support for python 3.8 by @georgebv in https://github.com/georgebv/pyextremes/pull/50

Full Changelog: https://github.com/georgebv/pyextremes/compare/v2.2.7...v2.3.0

- Python
Published by georgebv almost 3 years ago

pyextremes - v2.2.7

What's Changed

• Fixed requirements by @georgebv in https://github.com/georgebv/pyextremes/pull/46

Full Changelog: https://github.com/georgebv/pyextremes/compare/v2.2.6...v2.2.7

- Python
Published by georgebv about 3 years ago

pyextremes - v2.2.6

What's Changed

• Fix broken blocks and typo in doc by @shenxiangzhuang in https://github.com/georgebv/pyextremes/pull/40
• Added API docs by @ecomodeller in https://github.com/georgebv/pyextremes/pull/42
• Fixed CI scripts by @georgebv in https://github.com/georgebv/pyextremes/pull/43
• Updated docs by @georgebv in https://github.com/georgebv/pyextremes/pull/44
• Fixed POT threshold by @georgebv in https://github.com/georgebv/pyextremes/pull/45

New Contributors

• @shenxiangzhuang made their first contribution in https://github.com/georgebv/pyextremes/pull/40
• @ecomodeller made their first contribution in https://github.com/georgebv/pyextremes/pull/42

Full Changelog: https://github.com/georgebv/pyextremes/compare/v2.2.5...v2.2.6

- Python
Published by georgebv about 3 years ago

pyextremes - pyextremes v2.2.5

• fixed an error caused by passing pandas.Series with duplicate datetime indices to pyextremes.EVA and calling .get_extremes

- Python
Published by georgebv over 3 years ago

pyextremes - pyextremes v2.2.4

• Fixed bug in the plot_corner function which previously returned incorrect list of axes.
• Several minor code optimizations.

- Python
Published by georgebv over 4 years ago

pyextremes - pyextremes v2.2.3

• Added test_ks method to EVA. Allows to run the Kolmogorov-Smirnov test on the fitted model.
• Updated the way declustering in the get_extremes_peaks_over_threshold function happens. Clusters are now identified independently. Previous version could result in multiple extreme events within the same cluster if the cluster had multiple peaks separated by distances larger than r. This behavior was incorrect.
• Fixed issue when get_return_periods function could produce output linked to original extremes, thus allowing implicit mutation of original data.
• Updated old and created new plotting functions for threshold selection in pyextremes.tuning.threshold_selection.
• Minor backwards-compatible tweaks and optimizations.

- Python
Published by georgebv over 4 years ago

pyextremes - pyextremes v2.2.2

Hotfix for new scipy version 1.7.0 - fixes issue when getting confidence bounds while using the MLE model. Some distributions provided by scipy no longer return a fit method, but instead a reference to a wrapper which resulted in AttributeError.

- Python
Published by georgebv over 4 years ago

pyextremes - pyextremes v2.2.1

EVA.set_extremes hotfix for calculating default block size for block maxima and default threshold for peaks-over-threshold.

- Python
Published by georgebv almost 5 years ago

pyextremes - pyextremes v2.2.0

Added an option to create EVA model from extremes directly via from_extremes method. This method can be used in situations when source data is not available and only extremes (e.g. annual maxima) are known.

Another new method set_extremes allows to set extreme values directly without using the get_extremes method. This method can be used to analyze extreme values extracted using a custom method or with/without specific values (e.g. outliers).

- Python
Published by georgebv almost 5 years ago

pyextremes - pyextremes v2.1.1

Changes in this release:

• Performance improvements due to delayed evaluation of log messages via string interpolation.
• Changed the default block size - changed from "1Y" to "365.2425D". This was due to pandas deprecating the "Y" time unit and because using days removes ambiguity regarding the definition of a year.
• Added extras to pip-based installation.
• Added an option to the Block Maxima extremes extraction to discard the last block if its duration is smaller than min_last_block, which is a value in the range [0;1)

- Python
Published by georgebv about 5 years ago

pyextremes - pyextremes v2.0.1

This update fixes a bug in the plot_return_value_stability function and adds support for multiple distributions in the plot_return_value_stability function.

- Python
Published by georgebv about 5 years ago

pyextremes - pyextremes v2.0.0

This is a big update involving major refactoring of the code base. Nevertheless, API mostly hasn't changed since the last version - only small things like support attribute and property names were changed to more properly reflect their purpose. However, because some changes were made to the attribute names people may be using a decision was made to release this as version 2.0.0. Overall, the following notable changes were made to the code:

• emcee version 2 is no longer supported - there are major differences with the way MCMC chains are stored between versions 2 and 3; because of this only version 3+ will be supported moving forward
• when using the EVA class and when no distribution is specified by the user the model now automatically selects the best distribution using the Akaike information criterion (AIC)
• MLE model is now significantly faster when calculating confidence intervals for large number of samples - this was mostly achieved by using the built-in multiprocessing module
• results for all models are now cached as a simple dictionary in the .return_value_cache attribute; no more unnecessary complexity with self-made caching
• confidence intervals are no longer plotted by default - this change was made in order to increase performance for the default case

- Python
Published by georgebv over 5 years ago

pyextremes - pyextremes v1.0.0

This is the first, fully functional release of the pyextremes library. All features are working and have been tested. The two main changes relative to the previous release v0.2.0 have been made:

• package has been extensively tested in production with real-life projects and data, multiple bugs and inconveniences have been fixed, some plots and outputs were updated to match industry standards
• added plotting functions assisting during threshold selection for the POT-GPD family of models

- Python
Published by georgebv over 5 years ago

pyextremes - pyextremes v0.2.0

This is a fully working, nearly finished release of pyextremes. This release includes all major tools envisioned for the package and has been tested against most scenarios.

These are the changes relative to the v0.1.0 release:

• all models are now based on the same universal Distribution class. This class is a wrapper around scipy.stats.rv_continuous and allows to use any scipy.stats distribution in the models and to create custom user distributions subclassed from scipy.stats.rv_continuous
• fully reworked how models work - all models now have most of their functionality defined in the base class, with only the fit, encode_kwargs, and _get_extreme_value methods defined for each model

- Python
Published by georgebv almost 6 years ago

pyextremes - pyextremes v0.1.0

This is an alpha release of the pyextremes library. It is possible to do the following operations:

• extract extreme values and plot them
• fit a model
• get return values for given return periods

There is still a lot to be done, but for basic purposes of this project - it's ready to be used.

- Python
Published by georgebv almost 6 years ago