dfm-python 0.5.0__tar.gz → 0.5.2__tar.gz

{dfm_python-0.5.0 → dfm_python-0.5.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: dfm-python
-Version: 0.5.0
+Version: 0.5.2
 Summary: Dynamic Factor Model (DFM) estimation and nowcasting in Python
 Project-URL: Homepage, https://github.com/yourusername/dfm-python
 Project-URL: Documentation, https://github.com/yourusername/dfm-python#readme
@@ -59,25 +59,25 @@ Description-Content-Type: text/markdown
 [![PyPI version](https://img.shields.io/pypi/v/dfm-python.svg)](https://pypi.org/project/dfm-python/)
 [![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/)
 
-A comprehensive Python implementation of **Dynamic Factor Models (DFM)** and **Deep Dynamic Factor Models (DDFM)** for forecasting high-dimensional time series. Built with PyTorch Lightning for production-ready training and inference.
+A comprehensive Python implementation of **Dynamic Factor Models (DFM)** and **Deep Dynamic Factor Models (DDFM)** for forecasting high-dimensional time series. Built with PyTorch Lightning.
 
 ## Features
 
 ### Core Capabilities
-- ✅ **Mixed-frequency data**: Monthly, quarterly, semi-annual, annual series in one model
-- ✅ **Clock-based framework**: All factors evolve at a common clock frequency
-- ✅ **Block structure**: Flexible factor organization (global + sector-specific factors)
-- ✅ **Idiosyncratic components**: Per-series state augmentation for better fit
-- ✅ **Preprocessed data**: Users handle preprocessing (imputation, scaling) using sktime or other tools
-- ✅ **Forecasting**: Generate predictions for any horizon
-- ✅ **Nowcasting**: Estimate current period values using incomplete data
-- ✅ **Deep DFM (DDFM)**: Nonlinear encoder with PyTorch for capturing complex factor structures
+- **Mixed-frequency data**: Monthly, quarterly, semi-annual, annual series in one model
+- **Clock-based framework**: All factors evolve at a common clock frequency
+- **Block structure**: Flexible factor organization (global + sector-specific factors)
+- **Idiosyncratic components**: Per-series state augmentation for better fit
+- **Preprocessed data**: Users handle preprocessing (imputation, scaling) using sktime or other tools
+- **Forecasting**: Generate predictions for any horizon
+- **Nowcasting**: Estimate current period values using incomplete data
+- **Deep DFM (DDFM)**: Nonlinear encoder with PyTorch for capturing complex factor structures
 
 ### Technical Features
-- ✅ **PyTorch Lightning**: Standard training interface with DataModule and Trainer
-- ✅ **Multiple configuration methods**: YAML files, Python dictionaries, or Hydra
-- ✅ **Advanced numerical stability**: Adaptive regularization, spectral radius capping, variance floors
-- ✅ **Production-ready**: Comprehensive error handling, extensive testing, well-documented
+- **PyTorch Lightning**: Standard training interface with DataModule and Trainer
+- **Multiple configuration methods**: YAML files, Python dictionaries, or Hydra
+- **Advanced numerical stability**: Adaptive regularization, spectral radius capping, variance floors
+- **Error handling**: Comprehensive error handling, extensive testing, well-documented
 
 ## Installation
 
@@ -160,11 +160,12 @@ trainer.fit(ddfm_model, dm)
 Xf, Zf = ddfm_model.predict(horizon=6)
 ```
 
-### Example 3: Nowcasting
+### Example 3: Nowcasting with update().predict()
 
 ```python
 from dfm_python import DFM, DFMDataModule, DFMTrainer
 import pandas as pd
+import numpy as np
 
 # Load data and train model (same as above)
 df = pd.read_csv('data/macro.csv')
@@ -179,14 +180,25 @@ model.load_config('config/model/dfm.yaml')
 trainer = DFMTrainer(max_iter=10, threshold=1e-4)
 trainer.fit(model, dm)
 
-# Nowcast a target series at a specific view date
-result = model.nowcast(
-    target_series='KOEQUIPTE',
-    view_date='2024-01-15'
-)
+# Get standardization parameters from trained model
+result = model.result
+Mx = result.Mx  # Mean for standardization
+Wx = result.Wx  # Standard deviation for standardization
+
+# Prepare new data (in practice, this would be real-time incomplete data)
+# Standardize using the same parameters from training
+X_new_raw = df_processed.iloc[-5:].values  # Last 5 periods as example
+X_new_std = (X_new_raw - Mx) / Wx
+
+# Update model state with new standardized data, then predict
+# Pattern: model.update(X_std).predict(horizon=1)
+X_nowcast, Z_nowcast = model.update(X_new_std).predict(horizon=1)
 
-print(f"Nowcast value: {result.nowcast_value}")
-print(f"Confidence interval: {result.confidence_interval}")
+# Extract nowcast for target series
+target_idx = df_processed.columns.get_loc('KOEQUIPTE')
+nowcast_value = X_nowcast[0, target_idx]
+
+print(f"Nowcast value: {nowcast_value:.6f}")
 ```
 
 ## Configuration
@@ -294,8 +306,10 @@ trainer.fit(model, datamodule)  # Standard Lightning pattern
 # Prediction
 Xf, Zf = model.predict(horizon=6)  # Forecast future values
 
-# Nowcasting
-result = model.nowcast(target_series, view_date)  # Estimate current period
+# Nowcasting (update state with new data, then predict)
+result = model.result
+X_new_std = (X_new_raw - result.Mx) / result.Wx  # Standardize new data
+X_nowcast, Z_nowcast = model.update(X_new_std).predict(horizon=1)  # Update and predict
 ```
 
 ### Result Objects
@@ -376,10 +390,19 @@ pytest src/test/test_trainer.py -v
 
 ## Project Status
 
-**Version**: 0.4.9  
-**Status**: Stable and production-ready  
+**Version**: 0.5.1  
+**Status**: Stable  
 **Python**: 3.10+  
 
+### What's New in 0.5.1
+
+- **New `update()` method**: Replaces legacy `nowcast()` with flexible `update().predict()` pattern
+- **Improved API**: Users now control all preprocessing (masking, imputation, standardization)
+- **Code cleanup**: Removed legacy code and overengineering (~200+ lines removed)
+- **Bug fixes**: Fixed DDFM `update()` method for single-factor models
+- **Updated tutorials**: All 4 tutorials rewritten with new pattern and VAR(1) configuration
+- **VAR(1) only**: Simplified to VAR(1) factor dynamics throughout  
+
 ## License
 
 MIT License

{dfm_python-0.5.0 → dfm_python-0.5.2}/README.md

@@ -3,25 +3,25 @@
 [![PyPI version](https://img.shields.io/pypi/v/dfm-python.svg)](https://pypi.org/project/dfm-python/)
 [![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/)
 
-A comprehensive Python implementation of **Dynamic Factor Models (DFM)** and **Deep Dynamic Factor Models (DDFM)** for forecasting high-dimensional time series. Built with PyTorch Lightning for production-ready training and inference.
+A comprehensive Python implementation of **Dynamic Factor Models (DFM)** and **Deep Dynamic Factor Models (DDFM)** for forecasting high-dimensional time series. Built with PyTorch Lightning.
 
 ## Features
 
 ### Core Capabilities
-- ✅ **Mixed-frequency data**: Monthly, quarterly, semi-annual, annual series in one model
-- ✅ **Clock-based framework**: All factors evolve at a common clock frequency
-- ✅ **Block structure**: Flexible factor organization (global + sector-specific factors)
-- ✅ **Idiosyncratic components**: Per-series state augmentation for better fit
-- ✅ **Preprocessed data**: Users handle preprocessing (imputation, scaling) using sktime or other tools
-- ✅ **Forecasting**: Generate predictions for any horizon
-- ✅ **Nowcasting**: Estimate current period values using incomplete data
-- ✅ **Deep DFM (DDFM)**: Nonlinear encoder with PyTorch for capturing complex factor structures
+- **Mixed-frequency data**: Monthly, quarterly, semi-annual, annual series in one model
+- **Clock-based framework**: All factors evolve at a common clock frequency
+- **Block structure**: Flexible factor organization (global + sector-specific factors)
+- **Idiosyncratic components**: Per-series state augmentation for better fit
+- **Preprocessed data**: Users handle preprocessing (imputation, scaling) using sktime or other tools
+- **Forecasting**: Generate predictions for any horizon
+- **Nowcasting**: Estimate current period values using incomplete data
+- **Deep DFM (DDFM)**: Nonlinear encoder with PyTorch for capturing complex factor structures
 
 ### Technical Features
-- ✅ **PyTorch Lightning**: Standard training interface with DataModule and Trainer
-- ✅ **Multiple configuration methods**: YAML files, Python dictionaries, or Hydra
-- ✅ **Advanced numerical stability**: Adaptive regularization, spectral radius capping, variance floors
-- ✅ **Production-ready**: Comprehensive error handling, extensive testing, well-documented
+- **PyTorch Lightning**: Standard training interface with DataModule and Trainer
+- **Multiple configuration methods**: YAML files, Python dictionaries, or Hydra
+- **Advanced numerical stability**: Adaptive regularization, spectral radius capping, variance floors
+- **Error handling**: Comprehensive error handling, extensive testing, well-documented
 
 ## Installation
 
@@ -104,11 +104,12 @@ trainer.fit(ddfm_model, dm)
 Xf, Zf = ddfm_model.predict(horizon=6)
 ```
 
-### Example 3: Nowcasting
+### Example 3: Nowcasting with update().predict()
 
 ```python
 from dfm_python import DFM, DFMDataModule, DFMTrainer
 import pandas as pd
+import numpy as np
 
 # Load data and train model (same as above)
 df = pd.read_csv('data/macro.csv')
@@ -123,14 +124,25 @@ model.load_config('config/model/dfm.yaml')
 trainer = DFMTrainer(max_iter=10, threshold=1e-4)
 trainer.fit(model, dm)
 
-# Nowcast a target series at a specific view date
-result = model.nowcast(
-    target_series='KOEQUIPTE',
-    view_date='2024-01-15'
-)
+# Get standardization parameters from trained model
+result = model.result
+Mx = result.Mx  # Mean for standardization
+Wx = result.Wx  # Standard deviation for standardization
+
+# Prepare new data (in practice, this would be real-time incomplete data)
+# Standardize using the same parameters from training
+X_new_raw = df_processed.iloc[-5:].values  # Last 5 periods as example
+X_new_std = (X_new_raw - Mx) / Wx
+
+# Update model state with new standardized data, then predict
+# Pattern: model.update(X_std).predict(horizon=1)
+X_nowcast, Z_nowcast = model.update(X_new_std).predict(horizon=1)
 
-print(f"Nowcast value: {result.nowcast_value}")
-print(f"Confidence interval: {result.confidence_interval}")
+# Extract nowcast for target series
+target_idx = df_processed.columns.get_loc('KOEQUIPTE')
+nowcast_value = X_nowcast[0, target_idx]
+
+print(f"Nowcast value: {nowcast_value:.6f}")
 ```
 
 ## Configuration
@@ -238,8 +250,10 @@ trainer.fit(model, datamodule)  # Standard Lightning pattern
 # Prediction
 Xf, Zf = model.predict(horizon=6)  # Forecast future values
 
-# Nowcasting
-result = model.nowcast(target_series, view_date)  # Estimate current period
+# Nowcasting (update state with new data, then predict)
+result = model.result
+X_new_std = (X_new_raw - result.Mx) / result.Wx  # Standardize new data
+X_nowcast, Z_nowcast = model.update(X_new_std).predict(horizon=1)  # Update and predict
 ```
 
 ### Result Objects
@@ -320,10 +334,19 @@ pytest src/test/test_trainer.py -v
 
 ## Project Status
 
-**Version**: 0.4.9  
-**Status**: Stable and production-ready  
+**Version**: 0.5.1  
+**Status**: Stable  
 **Python**: 3.10+  
 
+### What's New in 0.5.1
+
+- **New `update()` method**: Replaces legacy `nowcast()` with flexible `update().predict()` pattern
+- **Improved API**: Users now control all preprocessing (masking, imputation, standardization)
+- **Code cleanup**: Removed legacy code and overengineering (~200+ lines removed)
+- **Bug fixes**: Fixed DDFM `update()` method for single-factor models
+- **Updated tutorials**: All 4 tutorials rewritten with new pattern and VAR(1) configuration
+- **VAR(1) only**: Simplified to VAR(1) factor dynamics throughout  
+
 ## License
 
 MIT License

{dfm_python-0.5.0 → dfm_python-0.5.2}/lightning_logs/ddfm/version_0/metrics.csv

@@ -1,2 +1,2 @@
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{dfm_python-0.5.0 → dfm_python-0.5.2}/lightning_logs/ddfm/version_1/metrics.csv

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dfm_python-0.5.2/lightning_logs/dfm/version_11/metrics.csv

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dfm_python-0.5.2/lightning_logs/dfm/version_110/metrics.csv

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dfm_python-0.5.2/lightning_logs/dfm/version_111/metrics.csv

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dfm_python-0.5.2/lightning_logs/dfm/version_112/metrics.csv

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dfm_python-0.5.2/lightning_logs/dfm/version_113/metrics.csv

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dfm_python-0.5.2/lightning_logs/dfm/version_114/metrics.csv

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dfm_python-0.5.2/lightning_logs/dfm/version_115/metrics.csv

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dfm_python-0.5.2/lightning_logs/dfm/version_116/metrics.csv

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dfm_python-0.5.2/lightning_logs/dfm/version_118/metrics.csv

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dfm_python-0.5.2/lightning_logs/dfm/version_119/metrics.csv

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dfm_python-0.5.2/lightning_logs/dfm/version_12/metrics.csv

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