dfm-python 0.5.1__tar.gz → 0.5.3__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (464) hide show
  1. {dfm_python-0.5.1 → dfm_python-0.5.3}/PKG-INFO +23 -23
  2. {dfm_python-0.5.1 → dfm_python-0.5.3}/README.md +21 -21
  3. dfm_python-0.5.3/lightning_logs/ddfm/version_11/checkpoints/ddfm-epoch=00-train_loss=0.8447.ckpt +0 -0
  4. dfm_python-0.5.3/lightning_logs/ddfm/version_11/metrics.csv +2 -0
  5. dfm_python-0.5.3/lightning_logs/ddfm/version_12/checkpoints/ddfm-epoch=00-train_loss=0.8701.ckpt +0 -0
  6. dfm_python-0.5.3/lightning_logs/ddfm/version_12/metrics.csv +2 -0
  7. dfm_python-0.5.3/lightning_logs/dfm/version_168/metrics.csv +12 -0
  8. dfm_python-0.5.3/lightning_logs/dfm/version_169/metrics.csv +12 -0
  9. dfm_python-0.5.3/lightning_logs/dfm/version_170/metrics.csv +12 -0
  10. dfm_python-0.5.3/lightning_logs/dfm/version_171/metrics.csv +12 -0
  11. dfm_python-0.5.3/lightning_logs/dfm/version_172/metrics.csv +12 -0
  12. dfm_python-0.5.3/lightning_logs/dfm/version_174/metrics.csv +12 -0
  13. dfm_python-0.5.3/lightning_logs/dfm/version_175/metrics.csv +12 -0
  14. dfm_python-0.5.3/lightning_logs/dfm/version_176/metrics.csv +12 -0
  15. dfm_python-0.5.3/lightning_logs/dfm/version_177/metrics.csv +12 -0
  16. dfm_python-0.5.3/lightning_logs/dfm/version_178/metrics.csv +12 -0
  17. dfm_python-0.5.3/lightning_logs/dfm/version_179/metrics.csv +12 -0
  18. dfm_python-0.5.3/lightning_logs/dfm/version_180/metrics.csv +12 -0
  19. dfm_python-0.5.3/lightning_logs/dfm/version_181/metrics.csv +12 -0
  20. dfm_python-0.5.3/lightning_logs/dfm/version_182/metrics.csv +12 -0
  21. dfm_python-0.5.3/lightning_logs/dfm/version_183/metrics.csv +12 -0
  22. dfm_python-0.5.3/lightning_logs/dfm/version_184/metrics.csv +12 -0
  23. dfm_python-0.5.3/lightning_logs/dfm/version_186/metrics.csv +12 -0
  24. dfm_python-0.5.3/lightning_logs/dfm/version_187/metrics.csv +12 -0
  25. dfm_python-0.5.3/lightning_logs/dfm/version_188/metrics.csv +12 -0
  26. dfm_python-0.5.3/lightning_logs/dfm/version_189/metrics.csv +12 -0
  27. dfm_python-0.5.3/lightning_logs/dfm/version_190/metrics.csv +12 -0
  28. dfm_python-0.5.3/lightning_logs/dfm/version_191/metrics.csv +12 -0
  29. dfm_python-0.5.3/lightning_logs/dfm/version_192/metrics.csv +12 -0
  30. dfm_python-0.5.3/lightning_logs/dfm/version_193/metrics.csv +12 -0
  31. dfm_python-0.5.3/lightning_logs/dfm/version_194/metrics.csv +12 -0
  32. dfm_python-0.5.3/lightning_logs/dfm/version_195/metrics.csv +12 -0
  33. dfm_python-0.5.3/lightning_logs/dfm/version_196/metrics.csv +12 -0
  34. dfm_python-0.5.3/lightning_logs/dfm/version_197/metrics.csv +12 -0
  35. dfm_python-0.5.3/lightning_logs/dfm/version_198/metrics.csv +12 -0
  36. dfm_python-0.5.3/lightning_logs/dfm/version_199/metrics.csv +12 -0
  37. dfm_python-0.5.3/lightning_logs/dfm/version_200/metrics.csv +12 -0
  38. dfm_python-0.5.3/lightning_logs/dfm/version_201/metrics.csv +12 -0
  39. dfm_python-0.5.3/lightning_logs/dfm/version_202/metrics.csv +12 -0
  40. dfm_python-0.5.3/lightning_logs/dfm/version_204/metrics.csv +12 -0
  41. dfm_python-0.5.3/lightning_logs/dfm/version_205/metrics.csv +12 -0
  42. dfm_python-0.5.3/lightning_logs/dfm/version_206/metrics.csv +12 -0
  43. dfm_python-0.5.3/lightning_logs/dfm/version_207/metrics.csv +12 -0
  44. dfm_python-0.5.3/lightning_logs/dfm/version_208/metrics.csv +12 -0
  45. dfm_python-0.5.3/lightning_logs/dfm/version_209/metrics.csv +12 -0
  46. dfm_python-0.5.3/lightning_logs/dfm/version_210/metrics.csv +6 -0
  47. dfm_python-0.5.3/lightning_logs/dfm/version_211/metrics.csv +6 -0
  48. dfm_python-0.5.3/lightning_logs/dfm/version_212/metrics.csv +6 -0
  49. dfm_python-0.5.3/lightning_logs/dfm/version_213/metrics.csv +6 -0
  50. dfm_python-0.5.3/lightning_logs/dfm/version_216/metrics.csv +6 -0
  51. dfm_python-0.5.3/lightning_logs/dfm/version_217/metrics.csv +6 -0
  52. dfm_python-0.5.3/lightning_logs/dfm/version_218/metrics.csv +6 -0
  53. dfm_python-0.5.3/lightning_logs/dfm/version_219/metrics.csv +6 -0
  54. dfm_python-0.5.3/lightning_logs/dfm/version_221/metrics.csv +6 -0
  55. dfm_python-0.5.3/lightning_logs/dfm/version_222/metrics.csv +6 -0
  56. dfm_python-0.5.3/lightning_logs/dfm/version_224/metrics.csv +2 -0
  57. dfm_python-0.5.3/lightning_logs/dfm/version_225/metrics.csv +6 -0
  58. dfm_python-0.5.3/lightning_logs/dfm/version_226/metrics.csv +6 -0
  59. dfm_python-0.5.3/lightning_logs/dfm/version_227/metrics.csv +2 -0
  60. dfm_python-0.5.3/lightning_logs/dfm/version_228/metrics.csv +6 -0
  61. dfm_python-0.5.3/lightning_logs/dfm/version_229/metrics.csv +6 -0
  62. {dfm_python-0.5.1 → dfm_python-0.5.3}/pyproject.toml +8 -2
  63. {dfm_python-0.5.1 → dfm_python-0.5.3}/src/dfm_python/__init__.py +1 -1
  64. {dfm_python-0.5.1 → dfm_python-0.5.3}/src/dfm_python/encoder/vae.py +16 -2
  65. {dfm_python-0.5.1 → dfm_python-0.5.3}/src/dfm_python/lightning/scaling.py +11 -5
  66. {dfm_python-0.5.1 → dfm_python-0.5.3}/src/dfm_python/models/base.py +15 -41
  67. {dfm_python-0.5.1 → dfm_python-0.5.3}/src/dfm_python/models/ddfm.py +175 -10
  68. {dfm_python-0.5.1 → dfm_python-0.5.3}/src/dfm_python/models/dfm.py +273 -53
  69. {dfm_python-0.5.1 → dfm_python-0.5.3}/src/dfm_python/models/mcmc.py +5 -4
  70. {dfm_python-0.5.1 → dfm_python-0.5.3}/src/dfm_python/ssm/em.py +1 -1
  71. dfm_python-0.5.3/src/test/test_mixed_frequency.py +335 -0
  72. {dfm_python-0.5.1 → dfm_python-0.5.3}/src/test/test_nowcast.py +100 -0
  73. {dfm_python-0.5.1 → dfm_python-0.5.3}/src/test/test_nowcast_implementation.py +86 -0
  74. {dfm_python-0.5.1 → dfm_python-0.5.3}/src/test/test_predict.py +98 -1
  75. {dfm_python-0.5.1 → dfm_python-0.5.3}/tutorial/tutorial_finance_dfm.py +4 -1
  76. {dfm_python-0.5.1 → dfm_python-0.5.3}/tutorial/tutorial_macro_ddfm.py +58 -5
  77. {dfm_python-0.5.1 → dfm_python-0.5.3}/tutorial/tutorial_macro_dfm.py +62 -6
  78. dfm_python-0.5.1/test_venv/bin/Activate.ps1 +0 -247
  79. dfm_python-0.5.1/test_venv/bin/activate +0 -70
  80. dfm_python-0.5.1/test_venv/bin/activate.csh +0 -27
  81. dfm_python-0.5.1/test_venv/bin/activate.fish +0 -69
  82. dfm_python-0.5.1/test_venv/bin/coverage +0 -7
  83. dfm_python-0.5.1/test_venv/bin/coverage-3.12 +0 -7
  84. dfm_python-0.5.1/test_venv/bin/coverage3 +0 -7
  85. dfm_python-0.5.1/test_venv/bin/docutils +0 -7
  86. dfm_python-0.5.1/test_venv/bin/f2py +0 -7
  87. dfm_python-0.5.1/test_venv/bin/fabric +0 -7
  88. dfm_python-0.5.1/test_venv/bin/isympy +0 -7
  89. dfm_python-0.5.1/test_venv/bin/keyring +0 -7
  90. dfm_python-0.5.1/test_venv/bin/markdown-it +0 -7
  91. dfm_python-0.5.1/test_venv/bin/normalizer +0 -7
  92. dfm_python-0.5.1/test_venv/bin/numpy-config +0 -7
  93. dfm_python-0.5.1/test_venv/bin/pip +0 -8
  94. dfm_python-0.5.1/test_venv/bin/pip3 +0 -8
  95. dfm_python-0.5.1/test_venv/bin/pip3.12 +0 -8
  96. dfm_python-0.5.1/test_venv/bin/py.test +0 -7
  97. dfm_python-0.5.1/test_venv/bin/pygmentize +0 -7
  98. dfm_python-0.5.1/test_venv/bin/pygrun +0 -164
  99. dfm_python-0.5.1/test_venv/bin/pyproject-build +0 -7
  100. dfm_python-0.5.1/test_venv/bin/pytest +0 -7
  101. dfm_python-0.5.1/test_venv/bin/python +0 -1
  102. dfm_python-0.5.1/test_venv/bin/python3 +0 -1
  103. dfm_python-0.5.1/test_venv/bin/python3.12 +0 -1
  104. dfm_python-0.5.1/test_venv/bin/rst2html +0 -7
  105. dfm_python-0.5.1/test_venv/bin/rst2html4 +0 -7
  106. dfm_python-0.5.1/test_venv/bin/rst2html5 +0 -7
  107. dfm_python-0.5.1/test_venv/bin/rst2latex +0 -7
  108. dfm_python-0.5.1/test_venv/bin/rst2man +0 -7
  109. dfm_python-0.5.1/test_venv/bin/rst2odt +0 -7
  110. dfm_python-0.5.1/test_venv/bin/rst2pseudoxml +0 -7
  111. dfm_python-0.5.1/test_venv/bin/rst2s5 +0 -7
  112. dfm_python-0.5.1/test_venv/bin/rst2xetex +0 -7
  113. dfm_python-0.5.1/test_venv/bin/rst2xml +0 -7
  114. dfm_python-0.5.1/test_venv/bin/torchfrtrace +0 -7
  115. dfm_python-0.5.1/test_venv/bin/torchrun +0 -7
  116. dfm_python-0.5.1/test_venv/bin/tqdm +0 -7
  117. dfm_python-0.5.1/test_venv/bin/twine +0 -7
  118. dfm_python-0.5.1/test_venv/bin/wheel +0 -8
  119. dfm_python-0.5.1/test_venv/pyvenv.cfg +0 -5
  120. dfm_python-0.5.1/test_venv/share/man/man1/isympy.1 +0 -188
  121. dfm_python-0.5.1/tutorial/lightning_logs/ddfm/version_0/checkpoints/ddfm-epoch=00-train_loss=0.7024.ckpt +0 -0
  122. dfm_python-0.5.1/tutorial/lightning_logs/ddfm/version_0/metrics.csv +0 -2
  123. dfm_python-0.5.1/tutorial/lightning_logs/ddfm/version_1/checkpoints/ddfm-epoch=00-train_loss=0.8395.ckpt +0 -0
  124. dfm_python-0.5.1/tutorial/lightning_logs/ddfm/version_1/metrics.csv +0 -2
  125. dfm_python-0.5.1/tutorial/lightning_logs/ddfm/version_2/checkpoints/ddfm-epoch=00-train_loss=0.9328.ckpt +0 -0
  126. dfm_python-0.5.1/tutorial/lightning_logs/ddfm/version_2/metrics.csv +0 -2
  127. dfm_python-0.5.1/tutorial/lightning_logs/ddfm/version_3/checkpoints/ddfm-epoch=00-train_loss=0.7968.ckpt +0 -0
  128. dfm_python-0.5.1/tutorial/lightning_logs/ddfm/version_3/metrics.csv +0 -2
  129. {dfm_python-0.5.1 → dfm_python-0.5.3}/.git +0 -0
  130. {dfm_python-0.5.1 → dfm_python-0.5.3}/.gitignore +0 -0
  131. {dfm_python-0.5.1 → dfm_python-0.5.3}/.python-version +0 -0
  132. {dfm_python-0.5.1 → dfm_python-0.5.3}/LICENSE +0 -0
  133. {dfm_python-0.5.1 → dfm_python-0.5.3}/MANIFEST.in +0 -0
  134. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/experiment/test_finance.yaml +0 -0
  135. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/experiment/test_macro.yaml +0 -0
  136. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/model/ddfm.yaml +0 -0
  137. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/model/dfm.yaml +0 -0
  138. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KO3YEARC.yaml +0 -0
  139. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOBFDSAAF.yaml +0 -0
  140. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOBFINAAF.yaml +0 -0
  141. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOBFXSAAF.yaml +0 -0
  142. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOBSESI_R.yaml +0 -0
  143. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOBSIBCEQ.yaml +0 -0
  144. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOBSIBCOQ.yaml +0 -0
  145. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOBSIBNER.yaml +0 -0
  146. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOBSIBNMR.yaml +0 -0
  147. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOBSIEMAR.yaml +0 -0
  148. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOBSIHAPR.yaml +0 -0
  149. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOBSIIMER.yaml +0 -0
  150. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOBSIIMPR.yaml +0 -0
  151. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOBSIXMER.yaml +0 -0
  152. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOBUSINVR.yaml +0 -0
  153. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCALL_.yaml +0 -0
  154. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCNFBUSR.yaml +0 -0
  155. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCNFCONR.yaml +0 -0
  156. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCNGOV_D.yaml +0 -0
  157. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCNPER_D.yaml +0 -0
  158. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCOBUSIR.yaml +0 -0
  159. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCONPMTH.yaml +0 -0
  160. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCONPRCF.yaml +0 -0
  161. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCONSTRP.yaml +0 -0
  162. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCPCOREF.yaml +0 -0
  163. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCPEXFEF.yaml +0 -0
  164. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCREU__A.yaml +0 -0
  165. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCSECDMR.yaml +0 -0
  166. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCSECEMR.yaml +0 -0
  167. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCSEMEMR.yaml +0 -0
  168. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCSEOHDR.yaml +0 -0
  169. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCSEOHSR.yaml +0 -0
  170. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCSHHEMR.yaml +0 -0
  171. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCSHHLMR.yaml +0 -0
  172. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCSMTTOA.yaml +0 -0
  173. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCSPHIMR.yaml +0 -0
  174. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCSPSPMR.yaml +0 -0
  175. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOCYLEADR.yaml +0 -0
  176. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KODBLNEQA.yaml +0 -0
  177. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KODBLNHSA.yaml +0 -0
  178. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOEMPCONF.yaml +0 -0
  179. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOEMPMANF.yaml +0 -0
  180. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOEMPTOTO.yaml +0 -0
  181. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOEMPWREP.yaml +0 -0
  182. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOEQUIMAE.yaml +0 -0
  183. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOEQUIPTE.yaml +0 -0
  184. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOEQUITTE.yaml +0 -0
  185. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOEXCHINA.yaml +0 -0
  186. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOEXNGS_D.yaml +0 -0
  187. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOEXPGDSA.yaml +0 -0
  188. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOEXPPRCF.yaml +0 -0
  189. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOGCFCNSD.yaml +0 -0
  190. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOGCFFNVD.yaml +0 -0
  191. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOGDP___D.yaml +0 -0
  192. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOGFCF__D.yaml +0 -0
  193. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOHWRWEMP.yaml +0 -0
  194. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOIMNGS_D.yaml +0 -0
  195. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOIMPCONA.yaml +0 -0
  196. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOIMPGDDA.yaml +0 -0
  197. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOIMPGDSA.yaml +0 -0
  198. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOIMPPRCF.yaml +0 -0
  199. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOIPALL_G.yaml +0 -0
  200. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOIPMIMAG.yaml +0 -0
  201. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOLRLTCO.yaml +0 -0
  202. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOLRLTHH.yaml +0 -0
  203. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOMPCAPGG.yaml +0 -0
  204. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOMPCONDG.yaml +0 -0
  205. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOMPCONGG.yaml +0 -0
  206. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOMPCONNG.yaml +0 -0
  207. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOMPRI30G.yaml +0 -0
  208. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOMSCAPGG.yaml +0 -0
  209. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KOMSCONGG.yaml +0 -0
  210. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KONETTRDF.yaml +0 -0
  211. {dfm_python-0.5.1 → dfm_python-0.5.3}/config/series/KONEWCONA.yaml +0 -0
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  463. {dfm_python-0.5.1 → dfm_python-0.5.3}/tutorial/tutorial_finance_ddfm.py +0 -0
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{dfm_python-0.5.1 → dfm_python-0.5.3}/PKG-INFO RENAMED
@@ -1,12 +1,12 @@
1
1
  Metadata-Version: 2.4
2
2
  Name: dfm-python
3
- Version: 0.5.1
3
+ Version: 0.5.3
4
4
  Summary: Dynamic Factor Model (DFM) estimation and nowcasting in Python
5
5
  Project-URL: Homepage, https://github.com/yourusername/dfm-python
6
6
  Project-URL: Documentation, https://github.com/yourusername/dfm-python#readme
7
7
  Project-URL: Repository, https://github.com/yourusername/dfm-python
8
8
  Project-URL: Issues, https://github.com/yourusername/dfm-python/issues
9
- Author: DFM Python Contributors
9
+ Author: Minkey Chang
10
10
  License: MIT
11
11
  License-File: LICENSE
12
12
  Keywords: dfm,dynamic-factor-model,econometrics,forecasting,nowcasting,time-series
@@ -59,25 +59,25 @@ Description-Content-Type: text/markdown
59
59
  [![PyPI version](https://img.shields.io/pypi/v/dfm-python.svg)](https://pypi.org/project/dfm-python/)
60
60
  [![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/)
61
61
 
62
- 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.
62
+ 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.
63
63
 
64
64
  ## Features
65
65
 
66
66
  ### Core Capabilities
67
- - ✅ **Mixed-frequency data**: Monthly, quarterly, semi-annual, annual series in one model
68
- - ✅ **Clock-based framework**: All factors evolve at a common clock frequency
69
- - ✅ **Block structure**: Flexible factor organization (global + sector-specific factors)
70
- - ✅ **Idiosyncratic components**: Per-series state augmentation for better fit
71
- - ✅ **Preprocessed data**: Users handle preprocessing (imputation, scaling) using sktime or other tools
72
- - ✅ **Forecasting**: Generate predictions for any horizon
73
- - ✅ **Nowcasting**: Estimate current period values using incomplete data
74
- - ✅ **Deep DFM (DDFM)**: Nonlinear encoder with PyTorch for capturing complex factor structures
67
+ - **Mixed-frequency data**: Monthly, quarterly, semi-annual, annual series in one model
68
+ - **Clock-based framework**: All factors evolve at a common clock frequency
69
+ - **Block structure**: Flexible factor organization (global + sector-specific factors)
70
+ - **Idiosyncratic components**: Per-series state augmentation for better fit
71
+ - **Preprocessed data**: Users handle preprocessing (imputation, scaling) using sktime or other tools
72
+ - **Forecasting**: Generate predictions for any horizon
73
+ - **Nowcasting**: Estimate current period values using incomplete data
74
+ - **Deep DFM (DDFM)**: Nonlinear encoder with PyTorch for capturing complex factor structures
75
75
 
76
76
  ### Technical Features
77
- - ✅ **PyTorch Lightning**: Standard training interface with DataModule and Trainer
78
- - ✅ **Multiple configuration methods**: YAML files, Python dictionaries, or Hydra
79
- - ✅ **Advanced numerical stability**: Adaptive regularization, spectral radius capping, variance floors
80
- - ✅ **Production-ready**: Comprehensive error handling, extensive testing, well-documented
77
+ - **PyTorch Lightning**: Standard training interface with DataModule and Trainer
78
+ - **Multiple configuration methods**: YAML files, Python dictionaries, or Hydra
79
+ - **Advanced numerical stability**: Adaptive regularization, spectral radius capping, variance floors
80
+ - **Error handling**: Comprehensive error handling, extensive testing, well-documented
81
81
 
82
82
  ## Installation
83
83
 
@@ -391,17 +391,17 @@ pytest src/test/test_trainer.py -v
391
391
  ## Project Status
392
392
 
393
393
  **Version**: 0.5.1
394
- **Status**: Stable and production-ready
395
- **Python**: 3.10+
394
+ **Status**: Stable
395
+ **Python**: 3.10+
396
396
 
397
397
  ### What's New in 0.5.1
398
398
 
399
- - ✨ **New `update()` method**: Replaces legacy `nowcast()` with flexible `update().predict()` pattern
400
- - 🔧 **Improved API**: Users now control all preprocessing (masking, imputation, standardization)
401
- - 🧹 **Code cleanup**: Removed legacy code and overengineering (~200+ lines removed)
402
- - 🐛 **Bug fixes**: Fixed DDFM `update()` method for single-factor models
403
- - 📚 **Updated tutorials**: All 4 tutorials rewritten with new pattern and VAR(1) configuration
404
- - ✅ **VAR(1) only**: Simplified to VAR(1) factor dynamics throughout
399
+ - **New `update()` method**: Replaces legacy `nowcast()` with flexible `update().predict()` pattern
400
+ - **Improved API**: Users now control all preprocessing (masking, imputation, standardization)
401
+ - **Code cleanup**: Removed legacy code and overengineering (~200+ lines removed)
402
+ - **Bug fixes**: Fixed DDFM `update()` method for single-factor models
403
+ - **Updated tutorials**: All 4 tutorials rewritten with new pattern and VAR(1) configuration
404
+ - **VAR(1) only**: Simplified to VAR(1) factor dynamics throughout
405
405
 
406
406
  ## License
407
407
 
{dfm_python-0.5.1 → dfm_python-0.5.3}/README.md RENAMED
@@ -3,25 +3,25 @@
3
3
  [![PyPI version](https://img.shields.io/pypi/v/dfm-python.svg)](https://pypi.org/project/dfm-python/)
4
4
  [![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/)
5
5
 
6
- 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.
6
+ 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.
7
7
 
8
8
  ## Features
9
9
 
10
10
  ### Core Capabilities
11
- - ✅ **Mixed-frequency data**: Monthly, quarterly, semi-annual, annual series in one model
12
- - ✅ **Clock-based framework**: All factors evolve at a common clock frequency
13
- - ✅ **Block structure**: Flexible factor organization (global + sector-specific factors)
14
- - ✅ **Idiosyncratic components**: Per-series state augmentation for better fit
15
- - ✅ **Preprocessed data**: Users handle preprocessing (imputation, scaling) using sktime or other tools
16
- - ✅ **Forecasting**: Generate predictions for any horizon
17
- - ✅ **Nowcasting**: Estimate current period values using incomplete data
18
- - ✅ **Deep DFM (DDFM)**: Nonlinear encoder with PyTorch for capturing complex factor structures
11
+ - **Mixed-frequency data**: Monthly, quarterly, semi-annual, annual series in one model
12
+ - **Clock-based framework**: All factors evolve at a common clock frequency
13
+ - **Block structure**: Flexible factor organization (global + sector-specific factors)
14
+ - **Idiosyncratic components**: Per-series state augmentation for better fit
15
+ - **Preprocessed data**: Users handle preprocessing (imputation, scaling) using sktime or other tools
16
+ - **Forecasting**: Generate predictions for any horizon
17
+ - **Nowcasting**: Estimate current period values using incomplete data
18
+ - **Deep DFM (DDFM)**: Nonlinear encoder with PyTorch for capturing complex factor structures
19
19
 
20
20
  ### Technical Features
21
- - ✅ **PyTorch Lightning**: Standard training interface with DataModule and Trainer
22
- - ✅ **Multiple configuration methods**: YAML files, Python dictionaries, or Hydra
23
- - ✅ **Advanced numerical stability**: Adaptive regularization, spectral radius capping, variance floors
24
- - ✅ **Production-ready**: Comprehensive error handling, extensive testing, well-documented
21
+ - **PyTorch Lightning**: Standard training interface with DataModule and Trainer
22
+ - **Multiple configuration methods**: YAML files, Python dictionaries, or Hydra
23
+ - **Advanced numerical stability**: Adaptive regularization, spectral radius capping, variance floors
24
+ - **Error handling**: Comprehensive error handling, extensive testing, well-documented
25
25
 
26
26
  ## Installation
27
27
 
@@ -335,17 +335,17 @@ pytest src/test/test_trainer.py -v
335
335
  ## Project Status
336
336
 
337
337
  **Version**: 0.5.1
338
- **Status**: Stable and production-ready
339
- **Python**: 3.10+
338
+ **Status**: Stable
339
+ **Python**: 3.10+
340
340
 
341
341
  ### What's New in 0.5.1
342
342
 
343
- - ✨ **New `update()` method**: Replaces legacy `nowcast()` with flexible `update().predict()` pattern
344
- - 🔧 **Improved API**: Users now control all preprocessing (masking, imputation, standardization)
345
- - 🧹 **Code cleanup**: Removed legacy code and overengineering (~200+ lines removed)
346
- - 🐛 **Bug fixes**: Fixed DDFM `update()` method for single-factor models
347
- - 📚 **Updated tutorials**: All 4 tutorials rewritten with new pattern and VAR(1) configuration
348
- - ✅ **VAR(1) only**: Simplified to VAR(1) factor dynamics throughout
343
+ - **New `update()` method**: Replaces legacy `nowcast()` with flexible `update().predict()` pattern
344
+ - **Improved API**: Users now control all preprocessing (masking, imputation, standardization)
345
+ - **Code cleanup**: Removed legacy code and overengineering (~200+ lines removed)
346
+ - **Bug fixes**: Fixed DDFM `update()` method for single-factor models
347
+ - **Updated tutorials**: All 4 tutorials rewritten with new pattern and VAR(1) configuration
348
+ - **VAR(1) only**: Simplified to VAR(1) factor dynamics throughout
349
349
 
350
350
  ## License
351
351
 
dfm_python-0.5.3/lightning_logs/ddfm/version_11/metrics.csv ADDED
@@ -0,0 +1,2 @@
1
+ epoch,step,train_loss_epoch
2
+ 0,0,0.8447005748748779
dfm_python-0.5.3/lightning_logs/ddfm/version_12/metrics.csv ADDED
@@ -0,0 +1,2 @@
1
+ epoch,step,train_loss_epoch
2
+ 0,0,0.8700895309448242
dfm_python-0.5.3/lightning_logs/dfm/version_168/metrics.csv ADDED
@@ -0,0 +1,12 @@
1
+ em_iteration_epoch,epoch,loglik_epoch,step,train/em_iteration,train/loglik,train/loglik_change
2
+ 100.0,0,-121.14712524414062,0,50.5,-94.95775604248047,2.0282692909240723
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12
+ 100.0,10,-121.14712524414062,10,,,
dfm_python-0.5.3/lightning_logs/dfm/version_169/metrics.csv ADDED
@@ -0,0 +1,12 @@
1
+ em_iteration_epoch,epoch,loglik_epoch,step,train/em_iteration,train/loglik,train/loglik_change
2
+ 100.0,0,-121.14712524414062,0,50.5,-94.95775604248047,2.0282692909240723
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+ 100.0,7,-121.14712524414062,7,,,
10
+ 100.0,8,-121.14712524414062,8,,,
11
+ 100.0,9,-121.14712524414062,9,,,
12
+ 100.0,10,-121.14712524414062,10,,,
dfm_python-0.5.3/lightning_logs/dfm/version_170/metrics.csv ADDED
@@ -0,0 +1,12 @@
1
+ em_iteration_epoch,epoch,loglik_epoch,step,train/em_iteration,train/loglik,train/loglik_change
2
+ 100.0,0,-121.14712524414062,0,50.5,-94.95775604248047,2.0282692909240723
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+ 100.0,3,-121.14712524414062,3,,,
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+ 100.0,4,-121.14712524414062,4,,,
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