Release Notes

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