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Check for valid holiday lower/upper windows

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Ben Letham 2017-03-12 16:01:02 +02:00
parent 1d37f7f6fe
commit f89faf2c6a
3 changed files with 31 additions and 5 deletions
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19
R/R/prophet.R
View file

@ -13,7 +13,7 @@ globalVariables(c(
"trend_lower", "trend_upper", "upper", "value", "weekly", "weekly_lower", "weekly_upper",
"x", "yearly", "yearly_lower", "yearly_upper", "yhat", "yhat_lower", "yhat_upper"))
#' Prophet forecast.
#' Prophet forecaster.
#'
#' @param df Data frame with columns ds (date type) and y, the time series.
#' If growth is logistic, then df must also have a column cap that specifies
@ -31,7 +31,8 @@ globalVariables(c(
#' @param weekly.seasonality Boolean, fit weekly seasonality.
#' @param holidays data frame with columns holiday (character) and ds (date
#' type)and optionally columns lower_window and upper_window which specify a
#' range of days around the date to be included as holidays.
#' range of days around the date to be included as holidays. lower_window=-2
#' will include 2 days prior to the date as holidays.
#' @param seasonality.prior.scale Parameter modulating the strength of the
#' seasonality model. Larger values allow the model to fit larger seasonal
#' fluctuations, smaller values dampen the seasonality.
@ -133,6 +134,20 @@ validate_inputs <- function(m) {
if (!(exists('ds', where = m$holidays))) {
stop('Holidays dataframe must have ds field.')
}
has.lower <- exists('lower_window', where = m$holidays)
has.upper <- exists('upper_window', where = m$holidays)
if (has.lower + has.upper == 1) {
stop(paste('Holidays must have both lower_window and upper_window,',
'or neither.'))
}
if (has.lower) {
if(max(m$holidays$lower_window, na.rm=TRUE) > 0) {
stop('Holiday lower_window should be <= 0')
}
if(min(m$holidays$upper_window, na.rm=TRUE) < 0) {
stop('Holiday upper_window should be >= 0')
}
}
for (h in unique(m$holidays$holiday)) {
if (grepl("_delim_", h)) {
stop('Holiday name cannot contain "_delim_"')

7
R/man/prophet.Rd
View file

@ -2,7 +2,7 @@
% Please edit documentation in R/prophet.R
\name{prophet}
\alias{prophet}
\title{Prophet forecast.}
\title{Prophet forecaster.}
\usage{
prophet(df = df, growth = "linear", changepoints = NULL,
n.changepoints = 25, yearly.seasonality = TRUE,
@ -34,7 +34,8 @@ first 80 percent of df$ds.}
\item{holidays}{data frame with columns holiday (character) and ds (date
type)and optionally columns lower_window and upper_window which specify a
range of days around the date to be included as holidays.}
range of days around the date to be included as holidays. lower_window=-2
will include 2 days prior to the date as holidays.}
\item{seasonality.prior.scale}{Parameter modulating the strength of the
seasonality model. Larger values allow the model to fit larger seasonal
@ -68,7 +69,7 @@ uncertainty intervals.}
A prophet model.
}
\description{
Prophet forecast.
Prophet forecaster.
}
\examples{
\dontrun{

10
python/fbprophet/forecaster.py
View file

@ -94,6 +94,16 @@ class Prophet(object):
raise ValueError(
"Parameter 'growth' should be 'linear' or 'logistic'.")
if self.holidays is not None:
has_lower = 'lower_window' in self.holidays
has_upper = 'upper_window' in self.holidays
if has_lower + has_upper == 1:
raise ValueError('Holidays must have both lower_window and ' +
'upper_window, or neither')
if has_lower:
if max(self.holidays['lower_window']) > 0:
raise ValueError('Holiday lower_window should be <= 0')
if min(self.holidays['upper_window']) < 0:
raise ValueError('Holiday upper_window should be >= 0')
for h in self.holidays['holiday'].unique():
if '_delim_' in h:
raise ValueError('Holiday name cannot contain "_delim_"')