diff --git a/CHANGELOG.md b/CHANGELOG.md
index 109c7616..3499aca2 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -1,8 +1,8 @@
 # Changelog
 
-## [Unreleased]
+## [0.4.0] - 2023-03-06
 ### Improvement
-- A brand new load forecast module and more... The new forecast module can actually be used to foreast any Home Assistant variable. The API provides fit and predict methods. By the default it provides a more efficient way to forecast the power load consumption. It is based on the skforecast module that uses scikit-learn regression models considering auto-regression lags as features. The hyperparameter optimization is proposed using bayesian optimization from the skopt module.
+- A brand new load forecast module and more... The new forecast module can actually be used to foreast any Home Assistant variable. The API provides fit, predict and tune methods. By the default it provides a more efficient way to forecast the power load consumption. It is based on the skforecast module that uses scikit-learn regression models considering auto-regression lags as features. The hyperparameter optimization is proposed using bayesian optimization from the optuna module.
 - A new documentation section covering the new forecast module.
 ### Fix
 - Fixed Solar.Forecast issues with lists of parameters.
diff --git a/docs/conf.py b/docs/conf.py
index c62f74c2..b75d2520 100644
--- a/docs/conf.py
+++ b/docs/conf.py
@@ -22,7 +22,7 @@
 author = 'David HERNANDEZ'
 
 # The full version, including alpha/beta/rc tags
-release = '0.3.36'
+release = '0.4.0'
 
 # -- General configuration ---------------------------------------------------
 
diff --git a/setup.py b/setup.py
index 6037c384..fe84e6a8 100644
--- a/setup.py
+++ b/setup.py
@@ -19,7 +19,7 @@
 
 setup(
     name='emhass',  # Required
-    version='0.3.36',  # Required
+    version='0.4.0',  # Required
     description='An Energy Management System for Home Assistant',  # Optional
     long_description=long_description,  # Optional
     long_description_content_type='text/markdown',  # Optional (see note above)