NEWS
jenga 2.0.0 (2026-07-17)
- Added approximate nearest-neighbor search via custom projection candidates.
- Added optional torch/CUDA distance acceleration with automatic CPU fallback.
- Added probabilistic forecast distributions through configurable simulation draws.
- Added split-conformal prediction intervals calibrated on validation windows.
- Added multiscale sequence representations for neighbor matching.
- Replaced philentropy binary-distance calls with custom vectorized distance metrics and removed the dependency.
- Replaced utility dependencies for iteration, dummy encoding, imputation, smoothing, timing, descriptive moments, entropy, numeric error metrics, and KNN distances with local implementations.
- Expanded distance methods and kernels with additional dependency-free implementations.
- Added sign-respecting filtering on final reconstructed draws before forecast quantiles are computed.
- Enforced historical sign bounds after conformal calibration and in forecast plots.
jenga 1.3.0 (2022-08-18)
- Rationalization and streamlining
- Now you can deal also with categorical variables
jenga 1.2.0 (2022-05-23)
- prediction score is now managed as a distinct metric and it is not used for model selection
- streamlined code and processing
- matrix distance calculation: improved performance shifting from philentropy to Rfast
- other minutiae
jenga 1.1.0 (2022-04-16)
- common sense filter
- added stats to the prediction table (and removed pred_stats)
- added new criterion for model selection: prediction score
- added new metric measures for test error from greybox
- added automatic differentiation module (and removed deriv from hyper-parameters)
jenga 1.0.0 (2021-10-21)
- Added a
NEWS.md file to track changes to the package.