Each version of Monument adds capabilities and robustness to the platform.
Upgrade at no cost to the latest version by following the link at Help > Check for Updates...
Version 1.41 - Cross-sectional Data Handling(release date 2020-08-25)
- Cross-sectional and panel data algorithms for both numerical and categorical data
- Adaptive algo display with predictive methods that automatically adapt to the currently selected data (for example, displaying a date enables timeseries methods)
- Algos are shown only where appropriate for the selected data.
- When a Dimension is moved into the charting area, only classification algos are shown and run.
- When a time pill is moved into COLS, only timeseries algos are shown.
- New cross-sectional data methods
- LGBM for cross-sectional and panel data, with AutoML
- SVM for categorical data and SVR for numerical cross-sectional and panel data
- Feature importance for LGBM, G-Boost, and Ent-Boost
- Sample datasets available at Help > Demos
- Further training and guidance available at Help > FAQ and YouTube links
- Error edge-case cleanup with 95% reduction in error messages, supported by enhanced, user-driven error reporting
Version 1.33 - Windowing
(release date 2020-07-20)
- Partitioning methods in windowing enable out-of-sample cross validation across an entire time series
- Shuffle windowing methodology cleanup with shuffle discontinued in dlm, lightbml2, tvar, gsboost, entboost. Shuffle in these instances enabled look-forward bias.
- Binance-third-party data integration
- Binance rewritten to allow any valid starting date (previously limited to a single call, typically 500 entries). Also checks for existing values to minimize re-reads.
- Bug fixes