v1.20 is the most recent version of Time Series Lab. Currently, Windows 64 bit is the only supported platform.
A few users have reported a warning message during installation. Time Series Lab - Score Edition is a new software product. It is therefore not yet recognised by Windows as a known app.
Windows Defender SmartScreen, a feature that prevents unrecognized apps from running, might tell you that:
"Windows Defender Smartscreen prevented an unrecognised app from starting".
If you encounter this warning message, click the "More info" link at the end of the warning paragraph. You see a new window with a new option: Run anyway.
Of course you can always run the program by a virus scanner after which you will see that Time Series Lab - Score Edition is not malware.
Make sure to read the license agreement before installing the program.
- New outline and more plot options on graph page
- TSL manual added to docs folder in TSL install folder
- Fixed bug that occurred when Level and AR processes were combined and Level was the init component
- Right mouse click on text output shows additional options
- Undo and redo added as options for text output on main page
- Exponential link function is now the default for Poisson and Negative Binomial distribution
- Components can now be saved as .csv as well
- Updating of score parameter is renamed from alpha to kappa to be consistent with literature
- On the frontpage of the program, users can choose from pre-defined models like ARMA and GARCH models
- Multiple lags of the score can be added to the model which gives the option to exactly replicate ARMA(p,q) and GARCH(p,q) models
- Screenshots of the program can be taken with Ctrl+p (main monitor)
- The Weibull distribution is added to the continuous distributions
- Forecasts can now be saved as .csv as well
- Loss function contributions per time period are saved together with forecasts
- The Generalized Gaussian, or General Error, distribution is added to the continuous distributions
- Parameter estimates from former model run can be used as starting values even if the model changed
- Fixed bug in standard error notation
- For exponential link functions, leverage is incorporated in the score function
- Initialization parameters of seasonal component can be estimated together with other hyper parameters
- Added 1-step-ahead and multi-step-ahead forecasting on "Forecast page"
v1.01 / 1.02
- Fixed bug in Integrated random walk calculation
- Added additional text output in State Information section
- Fixed bug in forecast output column headers
- Added Autocorrelation function of scores to "Graph page"
- New outline of "Model setup" and "Advanced settings" menu
- Fixed bug regarding the identification of two AR components
- Fixed inefficiency in likelihood calculation
- Added functionality where the user can select the time series axis from the loaded database
- Right mouse click on graphs for additional options on "Graphics" and "Forecasting" page
- More elaborate description of estimated model on "Main menu" page
- Functionality added to update the program without the need of manually downloading the newest install file
- Diagnostic tests added
- Interactive forecasting where losses from several loss functions are reported for user-selected forecast windows
- Addition of probability distributions "Exponential Generalized Beta 2", "Exponential", and "Bernoulli"
- Addition of leverage effect in scale
- Tooltip messages are added to inform the user about functionalities
- Addition of second autoregressive component
- ACF and PACF plotting functionality on "Load data" page
- Interactive model description on "Model setup" page
- Significance levels included in parameter report
- Graphical capabilities added to the "Load data" page
- Data transformations can be applied to the data
- Addition of explanatory variables for location and scale
- User can select a range (t1-t2) from the time series to estimate