2.1 Latest features of JDemetra 2.2 - PowerPoint Presentation

2.1 Latest features of JDemetra  2.2
2.1 Latest features of JDemetra  2.2

2.1 Latest features of JDemetra 2.2 - Description


jeanpalatenbbbe Outline SA core engines SA new features algorithms Internal modifications Graphical interface Integration in IT environment Next steps 1 SA core engines Comparison ID: 745479 Download Presentation

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algorithms features graphical interface features algorithms interface graphical environment integration release residual x13 typed output handling

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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

Shom More....