October 21, 2022

New features

DSL: Support global time series in graph_signal(…). If a graph_signal(…) only has global data, it now always returns that data, even if it is evaluated for a different entity. This allows for example adding together graph signals with data for entities with global graph signals.
DSL: Allow the bracket operator, which does column selection, to work on all types of signals, also those which return time series for multiple entities. Assuming a signal returns time series for multiple regions, where one of them is named Europe, you can now do: graph_signal(…)['Europe'] to select that time series.
DSL: Add alpha parameter to control width of the confidence band for unobserved components forecasts, and include the confidence band for the in-sample period.

DSL: Fix bug in series_function(..) which prevented it from being used on results from the portfolio allocation signal.