Release v2.2.5

2.2.5 - 2024-07-15

This the release of JDemetra+ v2.2.5.
Java SE 17 version is required to run it.

⚠️ Do not use jdemetra-2.2.5-bin-windows.zip because it has a blocking issue with Excel files.

Added

• Add link to online help documentation #891
• Add Windows binaries to release #885

Fixed

• Fix parsing of .ods files #881
• Fix missing log menu item #889

Changed

• Remove Solaris setup

Release v2.2.4

2.2.4 - 2023-01-31

This the release of JDemetra+ v2.2.4.
Java SE 8 or later version is required to run it.

The main changes of this release are some bug fixes in SA processing, the migration of libraries to Maven Central and the support of the Java 14+.

Added

• Add signing of binaries

Changed

• Migration to Maven-Central

Removed

• Remove JavaHelp workaround

Fixed

• Correction in log/level (x13)
• Intermediate precision in X13 (ARMA)
• Uninitialized processing context
• Bug in Hannan-Rissanen
• Fix parsing of locale
• Fix issues with high memory usage in some OpenDocument files
• Fix Zip64 issue in some Excel files
• Fix colors on look&feel update
• Fix TS export using invalid file name
• Fix setups on JDK14+ due to pack200 removal

Release v2.2.4-RC2

This the second release candidate of JDemetra+ v2.2.4.
Java SE 8 or later version is required to run it.

The main changes of this release are some bug fixes in SA processing, the migration of libraries to Maven Central and the support of the Java 14+.

Added

• Add signing of binaries

Changed

• Migration to Maven-Central

Removed

• Remove JavaHelp workaround

Fixed

• Correction in log/level (x13)
• Intermediate precision in X13 (ARMA)
• Uninitialized processing context
• Bug in Hannan-Rissanen
• Fix parsing of locale
• Fix issues with high memory usage in some OpenDocument files
• Fix Zip64 issue in some Excel files
• Fix colors on look&feel update
• Fix TS export using invalid file name
• Fix setups on JDK14+ due to pack200 removal

JDemetra+ v2.2.4 RC1

This is the first release candidate of JDemetra+ 2.2.4.
Java SE 11 or later version is required to run it.

JDemetra+ v3.0.0-RC1

This is the first release candidate of JDemetra+ 3.0.0.
Java SE 17 or later version is required to run it.

Release notes:
JDemetra_07_2022.pdf

JDemetra+ v2.2.3

This is the release of JDemetra+ 2.2.3.
Java SE 8 or later version is required to run it.

Release notes

Statistical Algorithms

• Fix error in TradingDaysSpec
• Correction for the extreme value detection if the difference between the boundary and the value is below machine precision.
• Fix for LogAdd for half yearly data with bias correction legacy.
• Fix for AutoHenderson for halfyearly data.
• Add epsilon for standard deviation
• Fix bug in automatic differencing (diagnostics)
• Fix bug in Tramo (automatic choice of trading days with holidays)
• Add new revision policy (current [AO])
• Fix bugs with User-defined holidays
• Correction in regression specs

Other

• Fix parsing of numbers that use non-breaking spaces as grouping separator
• Fix InvalidPathException
• Fix drag & drop on Java11
• Fix rendering on high dpi
• Fix Windows search scope
• Add native support of Java 11+ thanks to NetBeans Platform 11
• Add new open document engine (.ods files)
• Add generation of checksum on binaries
• Fix SQL keyword list
• Fix parsing of some dates in Excel ( .xlsx)
• Fix native library issues in some restricted environments

Some explanations on the new revision policy: current[AO]

The new revision policy fixes the model (including all the parameters) and handle any new observation as an additive outlier.
Those “pseudo outliers” are in fact introduced in the model as intervention variables (to avoid possible confusion).

It is easy to show that, in the case of model-based decompositions (canonical decomposition, structural model…), this solution is exactly the same as using forecasts (some small discrepancies can appear, due for instance to the bias correction in multiplicative models).
In X13, that approach is not exactly the same as the use of forecasts, due to the fact that the projected seasonal factors are not necessary coherent with the ARIMA forecasts. In most cases, the differences between the use of “Current[AO]” and “Current[forecasts]” are small.

The main advantages of the “Current[AO]” approach are:

• No modification of usual routines
• Usual diagnostics (+ estimation of the size of the AO)
• Possibility to fine tune the model (removal of some “AO”…)

The generated intervention variables are kept in the model (and perhaps re-estimated) when other revision policies are applied on subsequent periods, except in the case of the concurrent (=complete) policy; in that latter case they are removed from the model. Statisticians must then decide on the best handling of the series (use of automatic outliers detection, of ramps, of specific regression variables…)

JDemetra+ v2.2.3 RC2

This is the release candidate 2 of JDemetra+ 2.2.3.
Java SE 8 or later version is required to run it.

Release notes

Same as RC1 with:

• Fix bug in current (AO) revision policy
• Fix bugs with User-defined holidays
• Correction in regression specs
• Fix native library issues in some restricted environments

JDemetra+ v2.2.3 RC1

This is the release candidate 1 of JDemetra+ 2.2.3.
Java SE 8 or later version is required to run it.

Release notes

Statistical Algorithms

• Fix error in TradingDaysSpec
• Correction for the extreme value detection if the difference between the boundary and the value is below machine precision.
• Fix for LogAdd for half yearly data with bias correction legacy.
• Fix for AutoHenderson for halfyearly data.
• Add epsilon for standard deviation
• Fix bug in automatic differencing (diagnostics)
• Fix bug in Tramo (automatic choice of trading days with holidays)
• Add new revision policy (current [AO])

Other

• Fix parsing of numbers that use non-breaking spaces as grouping separator
• Fix InvalidPathException
• Fix drag & drop on Java11
• Fix rendering on high dpi
• Fix Windows search scope
• Add native support of Java 11+ thanks to NetBeans Platform 11
• Add new open document engine (.ods files)
• Add generation of checksum on binaries
• Fix SQL keyword list
• Fix parsing of some dates in Excel ( .xlsx)

Some explanations on the new revision policy: current[AO]

The new revision policy fixes the model (including all the parameters) and handle any new observation as an additive outlier.
Those “pseudo outliers” are in fact introduced in the model as intervention variables (to avoid possible confusion).

It is easy to show that, in the case of model-based decompositions (canonical decomposition, structural model…), this solution is exactly the same as using forecasts (some small discrepancies can appear, due for instance to the bias correction in multiplicative models).
In X13, that approach is not exactly the same as the use of forecasts, due to the fact that the projected seasonal factors are not necessary coherent with the ARIMA forecasts. In most cases, the differences between the use of “Current[AO]” and “Current[forecasts]” are small.

The main advantages of the “Current[AO]” approach are:

• No modification of usual routines
• Usual diagnostics (+ estimation of the size of the AO)
• Possibility to fine tune the model (removal of some “AO”…)

The generated intervention variables are kept in the model (and perhaps re-estimated) when other revision policies are applied on subsequent periods, except in the case of the concurrent (=complete) policy; in that latter case they are removed from the model. Statisticians must then decide on the best handling of the series (use of automatic outliers detection, of ramps, of specific regression variables…)

JDemetra+ v2.2.2

This is the release of JDemetra+ 2.2.2.
Java SE 8 or later version is required to run it.

Release notes

Statistical Algorithms

• [FIXED] Bug in outliers detection (Tramo)
• [FIXED] Bug in the computation of the canonical decomposition (SEATS)
• [IMPROVED] Enlarged matrix output
• [ADDED] New bias correction (X11, pseudo-additive decomposition)
• [ADDED] X11 for half-yearly series

I/O

• [IMPROVED] Error reporting
• [IMPROVED] File type detection of spreadsheets
• [IMPROVED] Perfornance and memory consumption of big Excel files
• [FIXED] Overflow when dealing with unrealistic dimensions in Excel files

Graphical user interface

• [FIXED] JDK11 compatibility
• [FIXED] Windows contrain on ODBC plugin
• [IMPROVED] Informations of the input timeseries in the SaItemNode
• [FIXED] Error reporting when message is null
• [IMPROVED] Error reporting when message is null
• [FIXED] Local refresh of arima parameters
• [FIXED] Weak reference in calendars
• [FIXED] NPE in spreadsheet output if data is missing

Other

• [FIXED] Various JDK11 issues
• [FIXED] Missinig API in v2.2.1
• [FIXED] Deadlock in TsFactory

JDemetra+ v2.2.2 RC2

This is the release candidate 2 of JDemetra+ 2.2.2.
Java SE 8 or later version is required to run it.