Presentation on theme: "2.1 Latest features of JDemetra 2.2"— Presentation transcript
Slide1
2.1 Latest features of JDemetra+ 2.2
jean.palate@nbb.beSlide2
Outline
SA core engines
SA new features (algorithms)
Internal modifications
Graphical interface
Integration in IT environment
Next stepsSlide3
1. SA core
engines
.
Comparison with 2.1
Changes:Correction of some small bugs (optimization)More robust algorithms (canonical decomposition…)better parallel processingFew impact on the resultsSignificant improvement of the performances (X13)
Differences (numbers) between JD+ 2.1 and JD+ 2.2 Nb of seriesTSX13BE4281115DE56361516FR1933422IT2340215NL161125UK1924110Total177252583 0.14%0.47%Test Database (Eurostat)
Processing time (in sec., 17725 series)
TS
X13
2.1
140
662
2.2
124
426
-11%
-36%Slide4
2. SA new features
(
algorithms
)
Modelling
Fixed regression coefficientsNew revision policy (fixed model)Julian EasterDecompositionUse of backcasts in X11DiagnosticsNew Residual seasonality (See Findley et al.)
Residual calendar effectsDeprecatedVisual spectral diagnostics…To be tested by the SAUG/SACESlide5
3. Internal
improvements
Preparation to JD+ 3.0
Introduction of new Java 8 features
« lambda expressions » (functional approach)…ConsequenceJD+ 2.2 → Java 8Dynamic creation of (new) outputNew design for the time series providersCode cleanupObsolete code indicated as deprecated
Better multi-threading handling…Slide6
4. Graphical
interface
Improvements mainly based on the users requirements (Hackathon,
Github
…)
Main new features (see release notes)User preferences (output, diagnostics…)CommentsExports (multi-processing, anomaly detection)Many detailsFeedbackAsynchronous handling…Slide7
5. Integration
in IT
environment
(I)
R package
JD-light: high-level SA (and other) functionsSlide8
5. Integration
in IT
environment
(II)
WEB service
New XML schemaHighly-typed on the input sideWeakly-typed (dictionary) on the output sideDeveloped in cooperation with ESSNET (Sharing Common Functionalities)INSEE, DESTATIS (+BUBA)Slide9
6. Next steps (tentative, to be discussed)
First pre-release before the end of March
Testing
Algorithms / cruncher (end of
april
)Graphical interface (end of may)Documentation?Iterative process !Release before end of June
