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.

Bug fixes

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