Move plotting into a separate file (Py)

This commit is contained in:
Ben Letham 2018-05-03 10:23:56 -07:00
parent 0c30f6efcf
commit 7c95c62cf0
2 changed files with 396 additions and 238 deletions

View file

@ -14,24 +14,28 @@ from collections import defaultdict
from copy import deepcopy
from datetime import timedelta
import logging
logging.basicConfig()
logger = logging.getLogger(__name__)
try:
from matplotlib import pyplot as plt
from matplotlib.dates import MonthLocator, num2date
from matplotlib.ticker import FuncFormatter
except ImportError:
logger.exception('Importing matplotlib failed. Plotting will not work.')
import warnings
import numpy as np
import pandas as pd
# fb-block 1 start
from fbprophet.models import prophet_stan_models
from fbprophet.plot import (
plot,
plot_components,
plot_forecast_component,
seasonality_plot_df,
plot_weekly,
plot_yearly,
plot_seasonality,
)
# fb-block 1 end
logging.basicConfig()
logger = logging.getLogger(__name__)
warnings.filterwarnings("default", category=DeprecationWarning)
try:
import pystan # noqa F401
except ImportError:
@ -1251,26 +1255,10 @@ class Prophet(object):
-------
A matplotlib figure.
"""
if ax is None:
fig = plt.figure(facecolor='w', figsize=(10, 6))
ax = fig.add_subplot(111)
else:
fig = ax.get_figure()
fcst_t = fcst['ds'].dt.to_pydatetime()
ax.plot(self.history['ds'].dt.to_pydatetime(), self.history['y'], 'k.')
ax.plot(fcst_t, fcst['yhat'], ls='-', c='#0072B2')
if 'cap' in fcst and plot_cap:
ax.plot(fcst_t, fcst['cap'], ls='--', c='k')
if self.logistic_floor and 'floor' in fcst and plot_cap:
ax.plot(fcst_t, fcst['floor'], ls='--', c='k')
if uncertainty:
ax.fill_between(fcst_t, fcst['yhat_lower'], fcst['yhat_upper'],
color='#0072B2', alpha=0.2)
ax.grid(True, which='major', c='gray', ls='-', lw=1, alpha=0.2)
ax.set_xlabel(xlabel)
ax.set_ylabel(ylabel)
fig.tight_layout()
return fig
return plot(
m=self, fcst=fcst, ax=ax, uncertainty=uncertainty,
plot_cap=plot_cap, xlabel=xlabel, ylabel=ylabel,
)
def plot_components(self, fcst, uncertainty=True, plot_cap=True,
weekly_start=0, yearly_start=0):
@ -1296,225 +1284,60 @@ class Prophet(object):
-------
A matplotlib figure.
"""
# Identify components to be plotted
components = ['trend']
if self.holidays is not None and 'holidays' in fcst:
components.append('holidays')
components.extend([name for name in self.seasonalities
if name in fcst])
if len(self.extra_regressors) > 0 and 'extra_regressors' in fcst:
components.append('extra_regressors')
npanel = len(components)
fig, axes = plt.subplots(npanel, 1, facecolor='w',
figsize=(9, 3 * npanel))
if npanel == 1:
axes = [axes]
for ax, plot in zip(axes, components):
if plot == 'trend':
self.plot_forecast_component(
fcst, 'trend', ax, uncertainty, plot_cap)
elif plot == 'holidays':
self.plot_forecast_component(
fcst, 'holidays', ax, uncertainty, False)
elif plot == 'weekly':
self.plot_weekly(
ax=ax, uncertainty=uncertainty, weekly_start=weekly_start)
elif plot == 'yearly':
self.plot_yearly(
ax=ax, uncertainty=uncertainty, yearly_start=yearly_start)
elif plot == 'extra_regressors':
self.plot_forecast_component(
fcst, 'extra_regressors', ax, uncertainty, False)
else:
self.plot_seasonality(
name=plot, ax=ax, uncertainty=uncertainty)
fig.tight_layout()
return fig
return plot_components(
m=self, fcst=fcst, uncertainty=uncertainty, plot_cap=plot_cap,
weekly_start=weekly_start, yearly_start=yearly_start,
)
def plot_forecast_component(
self, fcst, name, ax=None, uncertainty=True, plot_cap=False):
"""Plot a particular component of the forecast.
Parameters
----------
fcst: pd.DataFrame output of self.predict.
name: Name of the component to plot.
ax: Optional matplotlib Axes to plot on.
uncertainty: Optional boolean to plot uncertainty intervals.
plot_cap: Optional boolean indicating if the capacity should be shown
in the figure, if available.
Returns
-------
a list of matplotlib artists
"""
artists = []
if not ax:
fig = plt.figure(facecolor='w', figsize=(10, 6))
ax = fig.add_subplot(111)
fcst_t = fcst['ds'].dt.to_pydatetime()
artists += ax.plot(fcst_t, fcst[name], ls='-', c='#0072B2')
if 'cap' in fcst and plot_cap:
artists += ax.plot(fcst_t, fcst['cap'], ls='--', c='k')
if self.logistic_floor and 'floor' in fcst and plot_cap:
ax.plot(fcst_t, fcst['floor'], ls='--', c='k')
if uncertainty:
artists += [ax.fill_between(
fcst_t, fcst[name + '_lower'], fcst[name + '_upper'],
color='#0072B2', alpha=0.2)]
ax.grid(True, which='major', c='gray', ls='-', lw=1, alpha=0.2)
ax.set_xlabel('ds')
ax.set_ylabel(name)
return artists
warnings.warn(
'This method will be removed in the next version. '
'Please use fbprophet.plot.plot_forecast_component. ',
DeprecationWarning,
)
return plot_forecast_component(
self, fcst=fcst, name=name, ax=ax, uncertainty=uncertainty,
plot_cap=plot_cap,
)
def seasonality_plot_df(self, ds):
"""Prepare dataframe for plotting seasonal components.
Parameters
----------
ds: List of dates for column ds.
Returns
-------
A dataframe with seasonal components on ds.
"""
df_dict = {'ds': ds, 'cap': 1., 'floor': 0.}
for name in self.extra_regressors:
df_dict[name] = 0.
df = pd.DataFrame(df_dict)
df = self.setup_dataframe(df)
return df
warnings.warn(
'This method will be removed in the next version. '
'Please use fbprophet.plot.seasonality_plot_df. ',
DeprecationWarning,
)
return seasonality_plot_df(self, ds=ds)
def plot_weekly(self, ax=None, uncertainty=True, weekly_start=0):
"""Plot the weekly component of the forecast.
Parameters
----------
ax: Optional matplotlib Axes to plot on. One will be created if this
is not provided.
uncertainty: Optional boolean to plot uncertainty intervals.
weekly_start: Optional int specifying the start day of the weekly
seasonality plot. 0 (default) starts the week on Sunday. 1 shifts
by 1 day to Monday, and so on.
Returns
-------
a list of matplotlib artists
"""
artists = []
if not ax:
fig = plt.figure(facecolor='w', figsize=(10, 6))
ax = fig.add_subplot(111)
# Compute weekly seasonality for a Sun-Sat sequence of dates.
days = (pd.date_range(start='2017-01-01', periods=7) +
pd.Timedelta(days=weekly_start))
df_w = self.seasonality_plot_df(days)
seas = self.predict_seasonal_components(df_w)
days = days.weekday_name
artists += ax.plot(range(len(days)), seas['weekly'], ls='-',
c='#0072B2')
if uncertainty:
artists += [ax.fill_between(range(len(days)),
seas['weekly_lower'], seas['weekly_upper'],
color='#0072B2', alpha=0.2)]
ax.grid(True, which='major', c='gray', ls='-', lw=1, alpha=0.2)
ax.set_xticks(range(len(days)))
ax.set_xticklabels(days)
ax.set_xlabel('Day of week')
ax.set_ylabel('weekly')
return artists
warnings.warn(
'This method will be removed in the next version. '
'Please use fbprophet.plot.plot_weekly. ',
DeprecationWarning,
)
return plot_weekly(
self, ax=ax, uncertainty=uncertainty, weekly_start=weekly_start,
)
def plot_yearly(self, ax=None, uncertainty=True, yearly_start=0):
"""Plot the yearly component of the forecast.
Parameters
----------
ax: Optional matplotlib Axes to plot on. One will be created if
this is not provided.
uncertainty: Optional boolean to plot uncertainty intervals.
yearly_start: Optional int specifying the start day of the yearly
seasonality plot. 0 (default) starts the year on Jan 1. 1 shifts
by 1 day to Jan 2, and so on.
Returns
-------
a list of matplotlib artists
"""
artists = []
if not ax:
fig = plt.figure(facecolor='w', figsize=(10, 6))
ax = fig.add_subplot(111)
# Compute yearly seasonality for a Jan 1 - Dec 31 sequence of dates.
days = (pd.date_range(start='2017-01-01', periods=365) +
pd.Timedelta(days=yearly_start))
df_y = self.seasonality_plot_df(days)
seas = self.predict_seasonal_components(df_y)
artists += ax.plot(
df_y['ds'].dt.to_pydatetime(), seas['yearly'], ls='-', c='#0072B2')
if uncertainty:
artists += [ax.fill_between(
df_y['ds'].dt.to_pydatetime(), seas['yearly_lower'],
seas['yearly_upper'], color='#0072B2', alpha=0.2)]
ax.grid(True, which='major', c='gray', ls='-', lw=1, alpha=0.2)
months = MonthLocator(range(1, 13), bymonthday=1, interval=2)
ax.xaxis.set_major_formatter(FuncFormatter(
lambda x, pos=None: '{dt:%B} {dt.day}'.format(dt=num2date(x))))
ax.xaxis.set_major_locator(months)
ax.set_xlabel('Day of year')
ax.set_ylabel('yearly')
return artists
warnings.warn(
'This method will be removed in the next version. '
'Please use fbprophet.plot.plot_yearly. ',
DeprecationWarning,
)
return plot_yearly(
self, ax=ax, uncertainty=uncertainty, yearly_start=yearly_start,
)
def plot_seasonality(self, name, ax=None, uncertainty=True):
"""Plot a custom seasonal component.
Parameters
----------
name: Seasonality name, like 'daily', 'weekly'.
ax: Optional matplotlib Axes to plot on. One will be created if
this is not provided.
uncertainty: Optional boolean to plot uncertainty intervals.
Returns
-------
a list of matplotlib artists
"""
artists = []
if not ax:
fig = plt.figure(facecolor='w', figsize=(10, 6))
ax = fig.add_subplot(111)
# Compute seasonality from Jan 1 through a single period.
start = pd.to_datetime('2017-01-01 0000')
period = self.seasonalities[name]['period']
end = start + pd.Timedelta(days=period)
plot_points = 200
days = pd.to_datetime(np.linspace(start.value, end.value, plot_points))
df_y = self.seasonality_plot_df(days)
seas = self.predict_seasonal_components(df_y)
artists += ax.plot(df_y['ds'].dt.to_pydatetime(), seas[name], ls='-',
c='#0072B2')
if uncertainty:
artists += [ax.fill_between(
df_y['ds'].dt.to_pydatetime(), seas[name + '_lower'],
seas[name + '_upper'], color='#0072B2', alpha=0.2)]
ax.grid(True, which='major', c='gray', ls='-', lw=1, alpha=0.2)
xticks = pd.to_datetime(np.linspace(start.value, end.value, 7)
).to_pydatetime()
ax.set_xticks(xticks)
if period <= 2:
fmt_str = '{dt:%T}'
elif period < 14:
fmt_str = '{dt:%m}/{dt:%d} {dt:%R}'
else:
fmt_str = '{dt:%m}/{dt:%d}'
ax.xaxis.set_major_formatter(FuncFormatter(
lambda x, pos=None: fmt_str.format(dt=num2date(x))))
ax.set_xlabel('ds')
ax.set_ylabel(name)
return artists
warnings.warn(
'This method will be removed in the next version. '
'Please use fbprophet.plot.plot_seasonality. ',
DeprecationWarning,
)
return plot_seasonality(
self, name=name, ax=ax, uncertainty=uncertainty,
)
def copy(self, cutoff=None):
"""Copy Prophet object

335
python/fbprophet/plot.py Normal file
View file

@ -0,0 +1,335 @@
# Copyright (c) 2017-present, Facebook, Inc.
# All rights reserved.
#
# This source code is licensed under the BSD-style license found in the
# LICENSE file in the root directory of this source tree. An additional grant
# of patent rights can be found in the PATENTS file in the same directory.
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
from __future__ import unicode_literals
import logging
import numpy as np
import pandas as pd
logging.basicConfig()
logger = logging.getLogger(__name__)
try:
from matplotlib import pyplot as plt
from matplotlib.dates import MonthLocator, num2date
from matplotlib.ticker import FuncFormatter
except ImportError:
logger.error('Importing matplotlib failed. Plotting will not work.')
def plot(
m, fcst, ax=None, uncertainty=True, plot_cap=True, xlabel='ds', ylabel='y',
):
"""Plot the Prophet forecast.
Parameters
----------
m: Prophet model.
fcst: pd.DataFrame output of m.predict.
ax: Optional matplotlib axes on which to plot.
uncertainty: Optional boolean to plot uncertainty intervals.
plot_cap: Optional boolean indicating if the capacity should be shown
in the figure, if available.
xlabel: Optional label name on X-axis
ylabel: Optional label name on Y-axis
Returns
-------
A matplotlib figure.
"""
if ax is None:
fig = plt.figure(facecolor='w', figsize=(10, 6))
ax = fig.add_subplot(111)
else:
fig = ax.get_figure()
fcst_t = fcst['ds'].dt.to_pydatetime()
ax.plot(m.history['ds'].dt.to_pydatetime(), m.history['y'], 'k.')
ax.plot(fcst_t, fcst['yhat'], ls='-', c='#0072B2')
if 'cap' in fcst and plot_cap:
ax.plot(fcst_t, fcst['cap'], ls='--', c='k')
if m.logistic_floor and 'floor' in fcst and plot_cap:
ax.plot(fcst_t, fcst['floor'], ls='--', c='k')
if uncertainty:
ax.fill_between(fcst_t, fcst['yhat_lower'], fcst['yhat_upper'],
color='#0072B2', alpha=0.2)
ax.grid(True, which='major', c='gray', ls='-', lw=1, alpha=0.2)
ax.set_xlabel(xlabel)
ax.set_ylabel(ylabel)
fig.tight_layout()
return fig
def plot_components(
m, fcst, uncertainty=True, plot_cap=True, weekly_start=0, yearly_start=0,
):
"""Plot the Prophet forecast components.
Will plot whichever are available of: trend, holidays, weekly
seasonality, and yearly seasonality.
Parameters
----------
m: Prophet model.
fcst: pd.DataFrame output of m.predict.
uncertainty: Optional boolean to plot uncertainty intervals.
plot_cap: Optional boolean indicating if the capacity should be shown
in the figure, if available.
weekly_start: Optional int specifying the start day of the weekly
seasonality plot. 0 (default) starts the week on Sunday. 1 shifts
by 1 day to Monday, and so on.
yearly_start: Optional int specifying the start day of the yearly
seasonality plot. 0 (default) starts the year on Jan 1. 1 shifts
by 1 day to Jan 2, and so on.
Returns
-------
A matplotlib figure.
"""
# Identify components to be plotted
components = ['trend']
if m.holidays is not None and 'holidays' in fcst:
components.append('holidays')
components.extend([name for name in m.seasonalities
if name in fcst])
if len(m.extra_regressors) > 0 and 'extra_regressors' in fcst:
components.append('extra_regressors')
npanel = len(components)
fig, axes = plt.subplots(npanel, 1, facecolor='w',
figsize=(9, 3 * npanel))
if npanel == 1:
axes = [axes]
for ax, plot_name in zip(axes, components):
if plot_name == 'trend':
plot_forecast_component(
m=m, fcst=fcst, name='trend', ax=ax, uncertainty=uncertainty,
plot_cap=plot_cap,
)
elif plot_name == 'holidays':
plot_forecast_component(
m=m, fcst=fcst, name='holidays', ax=ax,
uncertainty=uncertainty, plot_cap=False,
)
elif plot_name == 'weekly':
plot_weekly(
m=m, ax=ax, uncertainty=uncertainty, weekly_start=weekly_start,
)
elif plot_name == 'yearly':
plot_yearly(
m=m, ax=ax, uncertainty=uncertainty, yearly_start=yearly_start,
)
elif plot_name == 'extra_regressors':
plot_forecast_component(
m=m, fcst=fcst, name='extra_regressors', ax=ax,
uncertainty=uncertainty, plot_cap=False,
)
else:
plot_seasonality(
m=m, name=plot_name, ax=ax, uncertainty=uncertainty,
)
fig.tight_layout()
return fig
def plot_forecast_component(
m, fcst, name, ax=None, uncertainty=True, plot_cap=False,
):
"""Plot a particular component of the forecast.
Parameters
----------
m: Prophet model.
fcst: pd.DataFrame output of m.predict.
name: Name of the component to plot.
ax: Optional matplotlib Axes to plot on.
uncertainty: Optional boolean to plot uncertainty intervals.
plot_cap: Optional boolean indicating if the capacity should be shown
in the figure, if available.
Returns
-------
a list of matplotlib artists
"""
artists = []
if not ax:
fig = plt.figure(facecolor='w', figsize=(10, 6))
ax = fig.add_subplot(111)
fcst_t = fcst['ds'].dt.to_pydatetime()
artists += ax.plot(fcst_t, fcst[name], ls='-', c='#0072B2')
if 'cap' in fcst and plot_cap:
artists += ax.plot(fcst_t, fcst['cap'], ls='--', c='k')
if m.logistic_floor and 'floor' in fcst and plot_cap:
ax.plot(fcst_t, fcst['floor'], ls='--', c='k')
if uncertainty:
artists += [ax.fill_between(
fcst_t, fcst[name + '_lower'], fcst[name + '_upper'],
color='#0072B2', alpha=0.2)]
ax.grid(True, which='major', c='gray', ls='-', lw=1, alpha=0.2)
ax.set_xlabel('ds')
ax.set_ylabel(name)
return artists
def seasonality_plot_df(m, ds):
"""Prepare dataframe for plotting seasonal components.
Parameters
----------
m: Prophet model.
ds: List of dates for column ds.
Returns
-------
A dataframe with seasonal components on ds.
"""
df_dict = {'ds': ds, 'cap': 1., 'floor': 0.}
for name in m.extra_regressors:
df_dict[name] = 0.
df = pd.DataFrame(df_dict)
df = m.setup_dataframe(df)
return df
def plot_weekly(m, ax=None, uncertainty=True, weekly_start=0):
"""Plot the weekly component of the forecast.
Parameters
----------
m: Prophet model.
ax: Optional matplotlib Axes to plot on. One will be created if this
is not provided.
uncertainty: Optional boolean to plot uncertainty intervals.
weekly_start: Optional int specifying the start day of the weekly
seasonality plot. 0 (default) starts the week on Sunday. 1 shifts
by 1 day to Monday, and so on.
Returns
-------
a list of matplotlib artists
"""
artists = []
if not ax:
fig = plt.figure(facecolor='w', figsize=(10, 6))
ax = fig.add_subplot(111)
# Compute weekly seasonality for a Sun-Sat sequence of dates.
days = (pd.date_range(start='2017-01-01', periods=7) +
pd.Timedelta(days=weekly_start))
df_w = seasonality_plot_df(m, days)
seas = m.predict_seasonal_components(df_w)
days = days.weekday_name
artists += ax.plot(range(len(days)), seas['weekly'], ls='-',
c='#0072B2')
if uncertainty:
artists += [ax.fill_between(range(len(days)),
seas['weekly_lower'], seas['weekly_upper'],
color='#0072B2', alpha=0.2)]
ax.grid(True, which='major', c='gray', ls='-', lw=1, alpha=0.2)
ax.set_xticks(range(len(days)))
ax.set_xticklabels(days)
ax.set_xlabel('Day of week')
ax.set_ylabel('weekly')
return artists
def plot_yearly(m, ax=None, uncertainty=True, yearly_start=0):
"""Plot the yearly component of the forecast.
Parameters
----------
m: Prophet model.
ax: Optional matplotlib Axes to plot on. One will be created if
this is not provided.
uncertainty: Optional boolean to plot uncertainty intervals.
yearly_start: Optional int specifying the start day of the yearly
seasonality plot. 0 (default) starts the year on Jan 1. 1 shifts
by 1 day to Jan 2, and so on.
Returns
-------
a list of matplotlib artists
"""
artists = []
if not ax:
fig = plt.figure(facecolor='w', figsize=(10, 6))
ax = fig.add_subplot(111)
# Compute yearly seasonality for a Jan 1 - Dec 31 sequence of dates.
days = (pd.date_range(start='2017-01-01', periods=365) +
pd.Timedelta(days=yearly_start))
df_y = seasonality_plot_df(m, days)
seas = m.predict_seasonal_components(df_y)
artists += ax.plot(
df_y['ds'].dt.to_pydatetime(), seas['yearly'], ls='-', c='#0072B2')
if uncertainty:
artists += [ax.fill_between(
df_y['ds'].dt.to_pydatetime(), seas['yearly_lower'],
seas['yearly_upper'], color='#0072B2', alpha=0.2)]
ax.grid(True, which='major', c='gray', ls='-', lw=1, alpha=0.2)
months = MonthLocator(range(1, 13), bymonthday=1, interval=2)
ax.xaxis.set_major_formatter(FuncFormatter(
lambda x, pos=None: '{dt:%B} {dt.day}'.format(dt=num2date(x))))
ax.xaxis.set_major_locator(months)
ax.set_xlabel('Day of year')
ax.set_ylabel('yearly')
return artists
def plot_seasonality(m, name, ax=None, uncertainty=True):
"""Plot a custom seasonal component.
Parameters
----------
m: Prophet model.
name: Seasonality name, like 'daily', 'weekly'.
ax: Optional matplotlib Axes to plot on. One will be created if
this is not provided.
uncertainty: Optional boolean to plot uncertainty intervals.
Returns
-------
a list of matplotlib artists
"""
artists = []
if not ax:
fig = plt.figure(facecolor='w', figsize=(10, 6))
ax = fig.add_subplot(111)
# Compute seasonality from Jan 1 through a single period.
start = pd.to_datetime('2017-01-01 0000')
period = m.seasonalities[name]['period']
end = start + pd.Timedelta(days=period)
plot_points = 200
days = pd.to_datetime(np.linspace(start.value, end.value, plot_points))
df_y = seasonality_plot_df(m, days)
seas = m.predict_seasonal_components(df_y)
artists += ax.plot(df_y['ds'].dt.to_pydatetime(), seas[name], ls='-',
c='#0072B2')
if uncertainty:
artists += [ax.fill_between(
df_y['ds'].dt.to_pydatetime(), seas[name + '_lower'],
seas[name + '_upper'], color='#0072B2', alpha=0.2)]
ax.grid(True, which='major', c='gray', ls='-', lw=1, alpha=0.2)
xticks = pd.to_datetime(np.linspace(start.value, end.value, 7)
).to_pydatetime()
ax.set_xticks(xticks)
if period <= 2:
fmt_str = '{dt:%T}'
elif period < 14:
fmt_str = '{dt:%m}/{dt:%d} {dt:%R}'
else:
fmt_str = '{dt:%m}/{dt:%d}'
ax.xaxis.set_major_formatter(FuncFormatter(
lambda x, pos=None: fmt_str.format(dt=num2date(x))))
ax.set_xlabel('ds')
ax.set_ylabel(name)
return artists