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Author SHA1 Message Date
Ryan Nazareth
59f34ebc5f
suppress plotly error logging (#1332) 
* raise logging level to critical for plot module

* remove setlevel for plot logger
 2020-02-17 15:00:14 -08:00
Christoph Deil
8c48f5b042
Remove logging.root basicConfig on fbprophet import (#1336) 2020-02-17 14:11:23 -08:00
Ben Letham
57990e6f50 Change backend logging from info to debug 2020-02-11 03:38:18 -08:00
Ben Letham
9413c1141e version bump 2020-02-09 19:16:05 -08:00
Christopher Suchanek
1d18adc0ba
Replaced pystan with cmdstanpy (#1083) 
* changes

* added actual tests for fit method

* precision

* syntax

* sampling not working

* sampling seems to work

* sampling not working again

* sampling works, tests to be removed

* replaced data with rmse

* replace pystan with cmdstanpy

* cleanup

* cleanup

* test for newton

* added support for multiple backends

* minor fixes

* fixed comment

* added support for --test-slow flag

* fixed import

* reverted style change

* specify backend based on env variable

* fixes

* PR fixes
 2020-02-07 14:34:08 -08:00
Jack Dent
496facb152
Use np.percentile if array does not contain NaNs (#1311) 
Co-authored-by: jackd-stripe <41304233+jackd-stripe@users.noreply.github.com>
 2020-02-05 10:10:01 -08:00
Ben Letham
69bd5a2aac Avoid pandas deprecation warning 2020-02-04 16:00:37 -08:00
Ben Letham
30e68fd467 Fix deprecation warning from plotly 2020-02-04 15:55:12 -08:00
Ben Letham
71ca505732 Add test for cross validation with invalid metrics 2020-02-04 15:40:04 -08:00
Ben Letham
64d54e7748 Fixing some holiday parsing for R csv file 2020-02-04 15:23:11 -08:00
Ben Letham
f640308395 Update holidays csv for R, and fix bad utf-8 parsing 2020-02-04 15:12:28 -08:00
Ben Letham
be25372090 improvements in docstrings and testing for disabling uncertainty 2020-02-04 13:22:08 -08:00
Ben Letham
6e51130f28 Use fit kwargs in cross validation (#1040) 2020-02-03 17:02:23 -08:00
Rômulo Madureira Rodrigues
ffb0ea86e2
Correction for issue #1304\n\nChange use of weekday_name to day_name to add consistency with pandas 1.0. (#1308) 2020-02-03 12:40:20 -08:00
Ben Letham
d4c460e3dd Add dateutil requirement, get backwards compatability with holidays 0.9.5 2020-01-31 08:03:33 -08:00
Mert Sarikaya
6070b5a309
update holidays dependency according to the new structure (#1295) 
* update holidays dependency according to the new structure

* fix backward compatibility problem

* by-pass version dependency for holidays package

Co-authored-by: Ben Letham <bletham@gmail.com>
 2020-01-30 15:24:11 -08:00
Benjamin Ogorek
0a270b4a19
Minor modification in handling strings (#1301) 
* Style modifications to fbprophet

* fixing cases where tests were broken

* minor style changes

* changed f-strings to named formatted strings due to Python2 build

* fixing syntax errors

* switching to formatted string quoting using {!r}

* Fixing ValueError Styling in my own branch

* fixing type and changing back one quoted string
 2020-01-28 15:24:40 -08:00
Mert Sarikaya
074c87723e do not import holidays==0.10.1 due to refactoring 2020-01-27 15:49:38 -08:00
Mert Sarikaya
5dd6bb09e7 remove repeated sentence in docstring 2020-01-27 14:09:29 -08:00
raajtilaksarma
8bca432810 update hdays.py 2020-01-27 13:32:33 -08:00
Raaj Tilak Sarma
0d4a639c4c update holi and diwali holidays till 2030 
Updated holi and diwali holidays till the year 2030. Added a source(link) for Holi dates till 2030.
 2020-01-27 13:32:33 -08:00
Ben Letham
af5bb2acda Minor fixes 2020-01-27 13:28:04 -08:00
baogorek
aee14547da fixing syntax errors 2020-01-27 13:25:56 -08:00
baogorek
d98afa0126 changed f-strings to named formatted strings due to Python2 build 2020-01-27 13:25:56 -08:00
baogorek
b1c6f5dd9b minor style changes 2020-01-27 13:25:56 -08:00
baogorek
0b6c2dc6af fixing cases where tests were broken 2020-01-27 13:25:56 -08:00
baogorek
3a6a338ac2 Style modifications to fbprophet 2020-01-27 13:25:56 -08:00
Ryan Nazareth
31c54d53be Modify assertion statement for ignoring ordering of columns to pass on travis 2019-11-06 15:25:09 -08:00
Ryan Nazareth
da05c039ee Add second check for uncertainty=False 2019-11-06 15:25:09 -08:00
Ryan Nazareth
3134c7ff5a Add test for cv in diagnostics 2019-11-06 15:25:09 -08:00
Ryan Nazareth
c9e3a83188 Add test for disabling uncertainty 2019-11-06 15:25:09 -08:00
Maxim Grishin
ca9a49d328 Add test for MCMC with 0 changepoints 2019-11-06 15:23:21 -08:00
Maxim Grishin
a6646670b9 Fix plotting with 0 changepoints 2019-11-06 15:23:21 -08:00
Maxim Grishin
9425b89257 Fix #1189 2019-11-06 15:23:21 -08:00
Marcos Alves de Almeida
5ad4e8a092 Update hdays.py 2019-11-06 15:20:02 -08:00
Maxim Grishin
a3ae4715bb Make Python version consistent with R 2019-10-22 17:28:27 -07:00
Maxim Grishin
05effe55ac Make StanFit4Model object accessible from Prophet 2019-10-22 17:28:27 -07:00
Florian Roessler
e1a2b9c297 updated the change a bit to prevent unnessary copy operations 2019-09-28 17:12:33 -07:00
Florian Roessler
5bc6565c11 Add test and fix for issue #891 2019-09-28 17:12:33 -07:00
Timothy Salmon
f4cb9fc4bb Unpack Solar to date 2019-08-09 17:45:02 -07:00
Timothy Salmon
c02bb3bc15 Replace lunardate lunar2solar calls with LunarCalendar 2019-08-09 17:45:02 -07:00
Francis T. O'Donovan
ded98c493e Add python 2/3 trove classifiers 
Clearly identify this project as supporting python 2 and 3.
This is useful for utility programs like [caniusepython3](https://github.com/brettcannon/caniusepython3#how-do-you-tell-if-a-project-has-been-ported-to-python-3).
 2019-08-09 17:34:18 -07:00
Alexander Gawrilow
c179a28be2 fix bug in performance metrics 2019-08-09 12:06:24 -07:00
Alexander Gawrilow
7f214f2bc7 adapt cross validation to a model with 0 uncertainty samples 2019-08-09 12:06:24 -07:00
Alexander Gawrilow
a6a1381a0a disable plotting uncertainties if m.uncertainty_samples is 0 or False 2019-08-09 12:06:24 -07:00
Alexander Gawrilow
0679e69dba implemented disabling calculation of uncertainties if uncertainty_samples is 0 2019-08-09 12:06:24 -07:00
Chanran Kim
aa26be5bab Update hdays.py 2019-07-11 15:34:31 -07:00
Chanran Kim
beb133f93f Update hdays.py 2019-07-11 15:34:31 -07:00
Chanran Kim
995a531bc7 Update hdays.py 
Add holidays in Republic of Korea
 2019-07-11 15:34:31 -07:00
Olof-Hojvall
0d37a46593 Fixed Plotly Holiday Hover Text 2019-07-05 08:34:18 -07:00
Olof-Hojvall
3ac99e18d4 Creation of new Plotly plot for all components 2019-07-05 08:34:18 -07:00
Kishan Manani
df8e39ae15 Replace functools.reduce() with pd.concat() to concat dataframes in cross_validation 2019-06-28 11:41:20 -07:00
Louis Potok
4225bb5fc1 Add mdape to all diagnostics, and fix rolling median behavior. 2019-06-21 15:28:29 -07:00
Louis Potok
1b01ab9f76 add function and test for rolling median 2019-06-21 15:28:29 -07:00
Jose Angel Sanchez Castillejos
ebb304680d Remove ipython from requirements since it would break test for python 2 2019-05-31 11:23:49 -07:00
Jose Angel Sanchez Castillejos
7b34ea13f2 Update README with instructions to install from Makefile 2019-05-31 11:23:49 -07:00
Jose Angel Sanchez Castillejos
2102a5421d Remove test command in make file since test are run from insede container 2019-05-31 11:23:49 -07:00
Daniel Scally
0e0f1a607a Adding validation to Prophet.add_seasonality to prevent user setting fourier_order <= 0 2019-05-31 10:21:09 -07:00
Alessandro Romano
b77f85ffd8 Add figsize parameter to plot methods 2019-05-23 10:29:50 -07:00
Ben Letham
7ff33137eb Change to MIT license 2019-05-21 11:40:04 -07:00
Ben Letham
a087eaec84 Fix FutureWarning in plotting by deregistering matplotlib converters (the future behavior). Also fix bad date formatting in non-daily plot that started came with change in matplotlib default in 3.0.2 2019-05-14 15:26:55 -07:00
Ben Letham
73c8faf15a py version bump 2019-05-14 09:11:21 -07:00
Sean J. Taylor
6a64410646 Merge branch 'master' of github.com:facebook/prophet 2019-05-13 23:00:24 -07:00
Sean J. Taylor
39e356ddbe Readying for 0.5 release 2019-05-13 23:00:12 -07:00
Ben Letham
0203a465f7 Allow pystan 2.19 2019-05-13 17:09:41 -07:00
Ben Letham
526468b6e8 Fix FutureWarning in test, for sorting because non-concatenation axis is not aligned 2019-05-13 15:28:58 -07:00
Ben Letham
fdac46ad40 Fix DeprecationWarning for float64 casting 2019-05-13 15:21:54 -07:00
Ben Letham
f660264e23 Don't allow timezones in pandas datetime 2019-05-13 15:00:45 -07:00
Ben Letham
df6bef8920 Replace to_numpy() with values to maintain pd 0.23.4 support 2019-05-13 13:51:27 -07:00
Ben Letham
28cd55241f Verify that cap > floor (#807) 2019-05-13 13:11:07 -07:00
Ben Letham
269133c133 Change cross validation performance metrics to first aggregate over horizon before computing rolling average (#839, #863) 2019-05-08 10:47:26 -07:00
Ben Letham
e9c017ba01 Default to Newton optimizer if less than 100 datapoints (#842, #870, #888) 2019-05-07 11:47:36 -07:00
Ben Letham
26f60c0a49 If ds column is int, convert to str before pd.to_datetime to avoid nanosecond casting (#675) 2019-05-06 16:38:13 -07:00
Ben Letham
4e5e223e4f Add plotly plot to quickstart example 2019-05-06 16:15:23 -07:00
Olof Höjvall
ee14933b3f Changed returned object of plot_plotly, addressing #937 (#954) 2019-05-06 13:55:25 -07:00
Ben Letham
ec7689f03e R fallback to Newton if non-zero return code from optimization, to match existing Py behavior (#654) 2019-05-06 09:49:29 -07:00
Ben Letham
7297d98764 Use OrderedDict for seasonalities (#643) 2019-05-03 10:44:23 -07:00
Ben Letham
c8f2e8f847 Warn in cross validation if initial period is less than seasonality (#557), and fix bug that can produce error if period > initial 2019-05-03 08:40:20 -07:00
Ben Letham
35d470cbff Meaningful error message if predict is called before fit (for #462) 2019-05-02 14:53:57 -07:00
Jerry Prawiharjo
c11e668c0d Add logger.warning when falling back to Newton method (#950) 
This adds logger.warning when we fall back to Newton method.
 2019-05-02 14:34:24 -07:00
Ray Bell
f9adb9623e WIP: remove python Series.nonzero warning (#931) 
* add to_numpy()

* remove .values
 2019-05-02 11:51:35 -07:00
andrealouw
0f863bf94b Update requirements.txt (#917) 
pandas>=0.23.4 is required to not encounter the following error when passing a holidays argument, since earlier in earlier version pandas the concat does not have a sort argument.

File "/usr/local/lib/python3.6/dist-packages/fbprophet/forecaster.py", line 454, in construct_holiday_dataframe
all_holidays = pd.concat((all_holidays, holidays_to_add), sort=False)
TypeError: concat() got an unexpected keyword argument 'sort'
 2019-04-17 17:13:42 -07:00
Ben Letham
8456cad5c0 set to pystan 2.18.1 for travis 2019-04-17 17:02:53 -07:00
Olof Höjvall
c756d20100 Added a interactive Plotly plot of the forecast (#915) 2019-04-17 16:47:16 -07:00
Olof Höjvall
8eea5a1ca3 Feature Proposal with Python Draft: Masked seasonality (#873) 
* Added feature to mask seasonality

* Added conditional seasonality tests and fixed plotting it

* Fixed diagnostics for conditional seasonality and cleaned up code
 2019-03-18 10:04:35 -07:00
MT
eec2f46ac5 if optimization fails fallback to Newton even if algorithm is specified (#890) 2019-03-18 09:41:45 -07:00
Ben Letham
730e59e2f7 Documentation fixes from PR #777 2019-02-20 17:17:47 -08:00
Gabriel Linder
bd0979244d Fix FutureWarning from Pandas 0.24.0. (#830) 
* Fix FutureWarning from Pandas 0.24.0.

Signed-off-by: Gabriel Linder <linder.gabriel@gmail.com>

* Stay compatible with older versions of pandas.

Signed-off-by: Gabriel Linder <linder.gabriel@gmail.com>
 2019-02-15 10:28:51 -08:00
Sean J. Taylor
ef670eaf6c Bump version number for new release 2019-01-15 17:24:43 -08:00
Ben Letham
de5b7494de Remove pd.Series from np.matmul 2019-01-15 12:47:54 -08:00
Sean J. Taylor
34af9efb89 Post1 release + remove pyproject.toml file 2019-01-08 11:00:54 -08:00
Gordon Inggs
aebe8da78d Rather using Monday const from built-in calendar.py (#791) 
Latest version of holidays (0.9.9) changed the name of its MONDAY const
to MON. Rather using the MONDAY const from the same library as the
object that it is being used with.
 2019-01-07 16:22:31 -08:00
Ben Letham
6886371961 Add pyproject.toml back 2018-12-20 20:30:43 -08:00
Ben Letham
3e31d5d1c7 Fix absolute paths in setup.py 2018-12-20 18:15:07 -08:00
Ben Letham
1f24d059c9 Setup update 2018-12-20 16:11:53 -08:00
Ben Letham
9557e57b71 Build fix 2018-12-20 15:46:55 -08:00
Ben Letham
9676019825 Update manifest and include package data 2018-12-20 15:36:02 -08:00
Mpho Mphego
f16e22731f Update and rename README to README.md and Unicode strings (#766) 
* Update and rename README to README.md and Unicode strings

Updated Readme file and converted from rst to markdown.
String contains ascii characters (converted to unicode string)

Signed-off-by: Mpho Mphego mpho112@gmail.com

* Deprecated import `from __future__ import unicode_literals` removed and ran isort module
https://mail.python.org/pipermail/python-dev/2016-December/147009.html

Included setuptool-git in the requirement.txt and updated `setup.py`
Reasons for this are highlighted here -> https://github.com/msabramo/setuptools-git#usage
 2018-12-20 15:33:23 -08:00
Sean J. Taylor
637cd74d94 Deleting PEP 518 project file 2018-12-18 22:09:51 -08:00
Sean J. Taylor
a5da086ba0 Clean non-ASCII characters out of generated_holidays 2018-12-04 14:49:44 -08:00
Ben Letham
c9f1ccaa63 Version bump; test fixes; R build 2018-12-03 22:21:37 -08:00
Ben Letham
635ae5a1a6 Have fixed ordering for components plots 2018-12-03 20:14:24 -08:00
Ben Letham
1d398c679d Allow overriding any of the arguments to stan functions 2018-12-03 19:05:47 -08:00
Baran Buluttekin
0f5f05d53c Fix url for docstring in Turkey class (#751) 
Docstring in Turkey class changed with corresponding url.
 2018-12-03 16:54:39 -08:00
Ben Letham
f44285038c Allow setting other handlers in the logging 2018-12-03 16:29:07 -08:00
Ben Letham
b76ace9570 Test type casting of extra regressors 2018-12-03 15:43:13 -08:00
Ben Letham
13d96cff8f Fix type casting for extra regressors, and a shape issue 2018-12-03 15:22:19 -08:00
Ben Letham
91917df8f0 Handle parameter shaping with MCMC and one changepoint (#608) 2018-12-03 14:25:28 -08:00
Ben Letham
e3ad97b8b3 Documentation fixes 2018-12-03 13:25:26 -08:00
Ben Letham
536fe931c6 Add documentation for country holidays 2018-12-03 11:54:55 -08:00
Ben Letham
287fb2f6de Move built-in country holidays to a function (R) 2018-11-30 23:12:19 -08:00
Ben Letham
92f955d25a Move built-in country holidays to a method 2018-11-30 17:20:22 -08:00
Ben Letham
9928dc39ae Fix missing kwarg 2018-11-02 17:27:45 -07:00
jope35
d432ff4a9e add symmetric mean absolute percentage error (#721) 2018-11-02 13:08:40 -07:00
MT
ff65d1431f Fix duplicate kwarg algorithm when newton fallback is selected (#708) 
* fix issue #700: duplicate kwarg algorithm

* fix spacing

* provide default to dict pop
 2018-10-23 12:02:43 -07:00
S-Katagiri
e63f8cdfbd change extra_regressors to OrderedDict (#688) 2018-10-18 18:07:42 -07:00
Florian Schäfer
55ca33891e Figsize argument (#706) 
* Add 'figsize' argument to all plotting methods

* Add docstrings for 'figsize' arguments
 2018-10-18 18:04:53 -07:00
ziye666
95fa4460a9 Fix bug about holiday year different from input year and others (#670) 
* Allow both both hoidays and append holidays

Match holidays in predict and fit

Add test for append_holiday features; minor fixes

Add column name validation for append_holidays names; allow only one country

Fix bug about holiday year different from input year and also other bugs

Change function description

Add append holiday feature for R

* Add test for R/Pyrhon; fix bugs
 2018-10-18 17:40:17 -07:00
Ben Letham
ad095ac690 Add versions to build dependencies 2018-09-25 13:06:28 -07:00
Andrés Correa Casablanca
60c9503299 Add pyproject.toml to help dependency managers (#685) 
Some dependency managers are able to use the information provided by the
`pyproject.toml` file.

It helps to provide install/build-time dependencies information, which is
currently the case with C/Cython-related packages.
 2018-09-25 12:57:29 -07:00
Ben Letham
9f13d8b64f Include requirements.txt in dist 2018-09-24 17:48:37 -07:00
Ben Letham
c1a3839382 Remove deprecated methods 2018-08-27 14:06:10 -07:00
Ben Letham
9f86b9e04b now a dev version 2018-08-27 14:02:57 -07:00
ziye666
817f0306a4 Modification of holiday features (#644) 
* Allow both both hoidays and append holidays; match holidays in predict and fit

* Allow both both hoidays and append holidays; match holidays in predict and fit

* Add test for append_holiday features; minor fixes

* Add column name validation for append_holidays names; allow only one country
 2018-08-27 13:52:34 -07:00
Kevin Wilson
8d804fce0c Explicitly use 64-bit integers in plot functions (#577) 
If this is installed on a 32-bit system (rare nowadays, but they still exist) then the conversion to `int` from `timedelta64[ns]` in `plot_cross_validation_metric` will fail. This patch explicitly uses an `np.int64` for this conversion.
 2018-06-18 14:15:16 -07:00
Sean J. Taylor
9beb1cb7e7 Version bumps before submitting new packages 2018-06-13 16:03:44 -07:00
Ben Letham
a5869505c0 Fix unittest for Py3.6 ordered dicts 2018-06-11 15:18:40 -07:00
Sean J. Taylor
bd2542e7fb Post-release version due to bad package upload 2018-06-02 09:31:15 -07:00
Ben Letham
107f74f0f2 Allow constant extra regressors 2018-06-01 14:53:45 -07:00
bl
371e8a3bf4 Version bump 2018-05-30 17:02:47 -07:00
bl
f8775433c9 Remove vestigial comments, structure imports 2018-05-30 16:35:17 -07:00
bl
b96800e423 Replace assertions with error messages 2018-05-30 14:36:36 -07:00
bl
1b91fa3064 Fit if constant history and logistic growth 2018-05-30 14:33:04 -07:00
bl
a38aaa38c6 Stan fix for pystan 2.16 2018-05-30 14:23:37 -07:00
Ben Letham
218283f157 Simplify logic/interfaces for cross_validation, to better handle irregularly spaced data and actually respect initial window 2018-05-30 12:09:54 -07:00
Ben Letham
cdc313584e Switch future changepoint generation to fully continuous model 2018-05-29 21:47:11 -07:00
Ben Letham
7277e6c3b2 Better error messaging for required columns ds and y 2018-05-29 16:17:59 -07:00
Ben Letham
41d4ab472f Set noise prior variance to current value for linear growth model 2018-05-29 14:41:36 -07:00
Ben Letham
7e170ffba5 Up pandas requirement to 0.20.1 to avoid bug from #256 2018-05-28 13:58:30 -07:00
Ben Letham
cbe1f5e623 Documentation and plot fix for multiplicative seasonality 2018-05-28 12:37:23 -07:00
Ben Letham
68ff9e577d Fix issue in Python when changepoint_range=1 2018-05-25 17:00:27 -07:00
Ben Letham
cb0b47994b Validation and tests for setting range for automatic changepoints 2018-05-25 16:45:24 -07:00
Marc Ferradou
ba1bac834e Adding changepoint threshold (#299) 2018-05-25 15:53:19 -07:00
Ben Letham
6d2e93c8bc Fix pandas deprecation warning for as_matrix 2018-05-25 15:44:05 -07:00
Ben Letham
663214393e Minor stan simplifications 2018-05-25 13:57:45 -07:00
Ben Letham
aa37fb48ac Fix Stan file for Windows 2018-05-22 09:27:00 -07:00
Ben Letham
3bd372bc15 Speed up stan fitting by removing unecessary parameter definitions 2018-05-15 13:26:46 -07:00
Ben Letham
7c010aac51 Multiplicative seasonality (R) 2018-05-15 10:07:38 -07:00
Ben Letham
f1e24d3c2c Show multiplicative seasonality as percent in plots (Py) 2018-05-11 17:54:29 -07:00
Ben Letham
8d8c5b41ce Multiplicative seasonality (Py) 2018-05-09 12:25:29 -07:00
Ben Letham
b9923fd9fd Compute and store binary matrix of which seasonalities/regressors correspond to which columns in the feature matrix (Py) 2018-05-07 17:09:02 -07:00
Ben Letham
8e8e04858a Move copy test to test_diagnostics 2018-05-04 16:15:43 -07:00
Ben Letham
55d7d1e62d Single stan model with both trends (Py) 2018-05-04 16:04:29 -07:00
Ben Letham
b052b56d33 Refactor cross validation metrics for rolling window, add visualization, put example in notebook (R) 2018-05-04 15:07:35 -07:00
Ben Letham
8198afe17a Add a visualiztion of cross validation prediction performance vs. horizon 2018-05-04 11:21:40 -07:00
Ben Letham
7179ae3a38 Add RMSE as cross validation metric 2018-05-04 10:24:15 -07:00
Ben Letham
3e59bbdc84 Compute cross validation performance metrics on a rolling window 2018-05-03 19:48:41 -07:00
Ben Letham
994db64942 Refactor diagnostic metrics to allow/include grouping by horizon (Py) 2018-05-03 17:39:31 -07:00
Ben Letham
3afdaaf4e1 Move copy from method to function in diagnostics file 2018-05-03 11:42:10 -07:00
Ben Letham
3da46503ed Add utility for plotting changepoints (Py), and put in plotting file (R and Py) 2018-05-03 11:10:11 -07:00
Ben Letham
7c95c62cf0 Move plotting into a separate file (Py) 2018-05-03 10:23:56 -07:00
Ben Letham
0c30f6efcf Merge in some minor fixes from master 2018-04-20 18:48:21 -07:00
Ben Letham
7f9e4b80c1 Read install_requires from requirements.txt, and make things work without matplotlib installed 2018-02-02 17:10:44 -08:00
Todd Farrell
130eb7fe97 Error metrics python v2 (#414) 
* adding changes to python error metrics to new branch

* adding diagnosts to a new base branch v0.3

* adding code with broken out function definitions for each metric and handling of model for calculating insample and outsample metrics.
 2018-02-02 15:52:09 -08:00
Ben Letham
014b3b5919
Merge bugfixes from master into v0.3 (#393) 
* Update memory requirement description per #326

* Fix R warning with extra regressor; disallow constant extra regressors.

* Fix unit test broken in new pandas

* Fix diagnostics unit tests for new pandas

* Fix copy with extra seasonalities / regressors Py

* Fix copy with extra seasonalities / regressors R

* Fix weekly_start and yearly_start in R plot_components

* Fix plotting in pandas 0.21 by using pydatetime instead of numpy

* Version bump

* Update README for new version

* Fix missing columns in SHF with extra regressor
 2017-12-22 16:30:18 -08:00
Ben Letham
e78f583f90
Merge in bugfixes from master (#349) 
* Update memory requirement description per #326

* Fix R warning with extra regressor; disallow constant extra regressors.

* Fix unit test broken in new pandas

* Fix diagnostics unit tests for new pandas

* Fix copy with extra seasonalities / regressors Py

* Fix copy with extra seasonalities / regressors R

* Fix weekly_start and yearly_start in R plot_components

* Fix plotting in pandas 0.21 by using pydatetime instead of numpy
 2017-11-08 10:09:08 -08:00
bletham
a43cfe8995 Fix component plot with logistic floor 2017-10-10 21:24:23 -07:00
Sean J. Taylor
a44b209696 Github organization change 2017-09-27 09:54:40 -07:00
Ben Letham
58173861b1 Fix scale<=0 error in old numpy versions for constant histories 2017-09-25 17:40:36 -07:00
Ben Letham
230b2ca6e0 Lint fixes 2017-09-25 17:34:27 -07:00
Sean J. Taylor
12aa324a83 Fixes to get tests to run on Python 3 2017-09-08 08:56:25 -07:00
Ben Letham
2ab01c5d77 Fix flaky unit test 2017-09-08 07:59:52 -07:00
bl
2e9768348b Version bump 2017-09-02 13:28:30 -07:00
bl
2f9b20b2d3 Documentation for cross validation 2017-09-02 10:53:38 -07:00
Ben Letham
439efb7209 Graceful error on empty input dataframes 2017-09-01 15:50:19 -07:00
Ben Letham
8066634cb4 Refactor setup_dataframe R 2017-09-01 12:27:23 -07:00
Ben Letham
2ddcf54930 Saturating minimum R 2017-09-01 11:16:59 -07:00
Ben Letham
66ea9444eb Custom seasonality prior scales R, handle NAs in holiday priors 2017-09-01 10:04:20 -07:00
Ben Letham
ddbb353278 Custom prior scales R 2017-08-31 10:56:06 -07:00
Ben Letham
4523315ffc Lint fixes 2017-08-28 11:38:02 -07:00
bletham
cc3238acb7 Saturating minimum for logistic growth Py 2017-08-28 09:06:00 -07:00
bl
8d27643339 Custom seasonality priors Py 2017-08-27 14:32:39 -07:00
bletham
a620a6c9f9 Custom prior scales for holidays Py 2017-08-26 23:29:10 -07:00
bletham
3c09448018 Add cross-validation functions in R 2017-08-26 14:31:33 -07:00
bletham
509666d1d2 Speed up diagnostics unit tests 2017-08-22 14:14:46 -07:00
bletham
047a0c3c23 Replace deprecated pandas .ix 2017-08-19 21:26:59 -07:00
bletham
e4ec600da4 Handle constant y in history 2017-08-19 14:03:00 -07:00
bletham
0b4ec4a9b3 Limit n_changepoints to number of observations. 2017-08-19 11:20:53 -07:00
Nagi Teramo
79d0793ce4 Implement cross-validation of time series(a rolling forecast origin) (#261) 
* Resolve conflict

* Change comments and add error column to output DataFrame

* Change file structure

* Update

* Modified diagnostics

* Update diagnostics.py following the advice on Github

* Add tests and documentation

* Change copy method into Prophet class and reflect comments
 2017-08-10 11:14:23 -07:00
bl
b76ebf18bb documentation update 2017-07-29 17:36:03 -07:00
bl
3060536563 Merge branch 'v0.2' of https://github.com/facebookincubator/prophet into v0.2 2017-07-21 07:05:53 -07:00
bl
8f1607cd93 Extra regressors Py 2017-07-21 07:05:16 -07:00
Ben Letham
ff1dbcf38d Alternative formulation for logistic growth initialization 2017-07-17 11:13:22 -07:00
Ben Letham
796b0f8037 Consolidate dataframe validation logic 2017-07-11 16:56:28 -07:00
Ben Letham
fb517b53d6 lint fixes 2017-07-11 16:51:29 -07:00
Ben Letham
d48b70b106 Merge remote-tracking branch 'origin/master' into v0.2 2017-07-11 11:16:26 -07:00
bl
093b4b7eec R sub-daily data documentation, bugfixes, and unit tests 2017-07-10 22:57:13 -07:00
bl
b07d345155 Bugfix for add_seasonality 2017-07-05 20:15:00 -07:00
bl
707c885275 Add custom seasonalities (Py) 2017-07-04 22:39:57 -07:00
bl
ec497ffba8 Handle holidays with subdaily data 2017-07-04 20:32:42 -07:00