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Releases: MathisWellmann/sliding_features-rs

0.9.0: Improved `MinMaxNornalizer` sliding window

02 Jun 14:46

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  • Renamed HlNormalizer to MinMaxNormalizer
  • Fixed future data leakage concern in implementation which included the last values in the min-max values before returning the final value. Now the newest value is normalized against the current high-low range, then the range is updated
  • Don't return values when less than window_len data samples have been seen, eliminating the warmup transient response.

0.8.0: `ZScoreStandardization` improvements

02 Jun 14:03

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Did not do a release in quite a while...
But the most recent version 0.8.0: renamed the Vcst to ZScoreNormalization and fixed a data leakage bug, where the most recent value was included in the standard deviation calculation, which was not proper.

First major release on GH

07 Mar 17:19

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This library has been stable and mostly feature complete for over 2 years now.
Polishing up some documentation and adding a mermaid diagram.