presentation 1 / 15 2.1 nbb report towards jd+ 2.1… [email protected]
TRANSCRIPT
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0. Outline
► Overview of the recent developments● Bugs● IT improvements● Statistical improvements
► Planned developments● Short term (2016)● Main tasks for the medium term (2017)
► Proposal for a new release 2.1► Tutorials and documentation on Github► JD+ on the NBB WEB site
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1. Issues on Github
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1.1 Bugs
Description of the bug Importance Cost Milestones Status
Stock trading days (output) in Tramo-Seats Low Low 2.1 Closed
Errors in Seats diagnostics Medium Low 2.1 Closed
Missing scales in some charts Low Low 2.1 Closed
Missing labels in grids Low Low 2.1 Closed
Creation of multiple workspace items Low Low 2.1 Pending
User-defined regression variables in X12, Tramo-Seats Medium Medium 2.1 Closed
AIC test in X12 (log/level) Medium Low 2.1 Closed
Association of AR roots to trend/seasonal irregular in SEATS Medium Low 2.1 Closed
Updating X13 in multi-documents High Low 2.1 Closed
…
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1.2 IT improvements
Description of the issue Importance Cost Milestones Status
Visualization of the regression variables Low Low 2.1 Closed
Long/short names in output Low Low 2.1 Closed
External string table for the specifications dialog boxes High Medium 2.1 Closed
User-defined scaling in spectral analysis Low Low 2.1 Postponed
Deployment of the new modules to the central repository of Maven instead of JoinUp Medium Low 2.1 Closed
New ODBC provider High Medium 2.1 Closed
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1.31 Statistical improvements (general)
Description of the issue Importance Cost Milestones Status
Settings of the diagnostics High High 2.1 Closed
Reset of the diagnostics to the default values Medium Medium 2.1 In progress
Forecasts panels in modeling algorithms Medium Low 2.1 Closed
Multiple pre-specified outliers for the same period (+ new graphical interface) Medium Medium 2.1 Closed
Julian Easter, holidays related to Julian Easter Medium High 2.1 Closed
Forecasting/backcasting module in Tramo(-Seats)/ X12
Medium Medium 2.1 Postponed
Seasonality F-test with automatic model identification
Low Medium 2.1 Closed
Option for disabling preliminary checks (number of missing values…)
Low Low 2.1 Closed
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1.32 Statistical improvements (specific)
Description of the issue Importance Cost Milestones Status
Decomposition of the stationary variance of the series in different parts (S, I, TD…) in Tramo-Seats Medium Medium 2.1 Closed
Tests on significant seasonal periods in Tramo-Seats Medium Low 2.1 Closed
Standard deviations of the SA components (Tramo-Seats) Medium Low 2.1 Closed
X11: A9, D9a, adjust D11 Medium Low 2.1 BBk
Excludefcst option in X11 Medium Low 2.1 BBk
Backcasting in X11 Medium Low 2.1 Postponed
Stock trading days (output) in X12 Medium Low 2.1 Closed
Option for mixed models (AR/MA) in X12 Low Low 2.1 Closed
Larger ARIMA models in X12 Low Low 2.1 Closed
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2.1 Future developments (short term)
Description of the issue Importance Cost Milestones Status
Statistical
Intermediate results in Tramo(-Seats) and X12 Medium Medium 2.x In progress
Controlled current adjustment High High 2.x
Quality report High High 2.x
Forecasts/backcasts in SEATS: use of the SEATS model or of the Tramo model Medium Medium 2.x
Mean identification in RSA1 Medium Medium 2.x
IT
Saving/loading specifications to/from the workspace Low Medium 2.x
Configurations files (output…) Medium Medium 2.x
Locking the names of the regression variables and of the calendars Medium High 2.X (?)
Bugs
Conflicts between log transformation and model span Low Low 2.x
Reload options for time series providers Medium High 2.X (?)
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2.2 Main tasks for the medium term
Description Importance Cost Milestones Status
Java 8 High High 2.x, 3.0 (?) In progress
Common RegArima modeling High High 3.0
New state space framework High High 2.x, 3.0 (?) In progress
Specific module for the creation/analysis of trading days variables Medium High 3.0
SA comparison tool High High 3.0
ARIMA modelling: skipping approach in the case of many missing values Medium High 3.0
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2.21 Focus on the upgrade to Java 8
► Pros:● New attractive language features ● New APIs (Date and Time, ...)● Improved security● Java 7 is no more publicly supported since April 2015● Available on all platforms
► Cons:● Some organisations might still be locked to Java 7● No more ODBC driver (but a beta workaround is already
available in JDemetra+)
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3 Proposal for a new release (JD+ 2.1.0)
► Many improvements/corrections since JD+ 2.0► New plug-ins often need recent features
► Release Task Tentative schedule
2.1 End of the developmentsCreation of the release candidate
12/2016
Testing (SACE) 1-2/2016
Release 3/2016
2.x 12/2016
3.0 12/2017
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4.1 Tutorials on Github
► JDemetra-hello (https://github.com/nbbrd/jdemetra-hello )
● Light Java applications● Examples used during the last training for hobby
developers
► JDemetra-cli (https://github.com/nbbrd/jdemetra-cli )
● Light command line tools
► JDemetra-tutorial (https://github.com/nbbrd/jdemetra-tutorial )
● NetBeans plug-ins● Examples for user-defined output, quality report…
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4.2 Documentation on Github
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5. Other: JD+ on the NBB WEB site
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6. Summary
► Two main questions?
● New release 2.1 (after testing)● Upgrade to Java 8 for the following releases
(2.2…)