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176 commits

Author SHA1 Message Date
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
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
Ben Letham
a5869505c0 Fix unittest for Py3.6 ordered dicts 2018-06-11 15:18:40 -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
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
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
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
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
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
bl
4677dd4da3 Unit tests for daily seasonality (Py) 2017-07-04 19:21:34 -07:00
bl
995fda07a9 Posterior samples function Py 2017-07-04 18:27:57 -07:00
bl
b3017c025f Generalize seasonality representation (Python) 2017-07-04 11:06:03 -07:00
bl
03d3ec9f2e Fix notebook Makefile and various typos 2017-07-04 08:39:49 -07:00
Ben Letham
825108b226 Functional daily seasonality (#239) 2017-07-04 08:24:54 -07:00
Arturo Filastò
f1ef4cc190 Add support for fitting seasonality daily (#135) 2017-07-04 08:12:08 -07:00
bl
1339aada96 Check for Inf values in history; roxygen version bump. 2017-07-04 01:12:22 -07:00
bl
8383d3bea6 Check for NULL in ds column 2017-07-04 00:26:22 -07:00
bl
f7becb0942 Fall back to Newton optimizer if LBFGS fails 2017-07-04 00:06:53 -07:00
bl
3ebedb1110 Use abs for scaling y 2017-07-03 21:29:38 -07:00
Ben Letham
4f9e0af51e Fix whitespace issue 2017-06-21 14:40:18 -07:00
Hasil Sharma
283e9be5e0 Set verbosity for Printing Meta Information (#197) 
* Set verbosity for Printing Meta Information (#188)

* Fixed Indent and Removed Typos
 2017-06-21 14:37:07 -07:00
Ben Letham
7c30a4dcce Typo fix 2017-05-15 15:31:13 -07:00
Ben Letham
6a62a0e3e4 Revert "Fix typo in comment (#180)" (#189) 
This reverts commit 0892b4b9bf.
 2017-05-15 15:29:11 -07:00
Ran
0892b4b9bf Fix typo in comment (#180) 
`n.changepoints` changed to `n_changepoints`.
The first follows R's coding convention but is
incorrect Python.
 2017-05-15 15:28:31 -07:00
Ben Letham
5474fe3bd3 style/comment fixes 2017-05-03 17:06:20 -07:00
Ben Letham
40f6ad64d3 Message for disabling seasonality, Python 2017-04-17 17:24:37 -07:00
Ben Letham
b98ec17668 Add version dunder 2017-04-17 15:20:49 -07:00
Ben Letham
26ca2f7af7 Make plotting interfaces consistent (return figs) 2017-04-17 12:45:44 -07:00
Ben Letham
541dc9a0b0 Update docstring for plot_components 2017-04-15 17:56:43 -07:00
Ben Letham
5971a2369b Loop debug (#168) 
* Load Stan models on package load and keep in environment

* Load models on package import
 2017-04-13 23:23:44 -07:00
Ben Letham
df4b6158eb Allow shifting the start date of the yearly seasonality plot 2017-04-13 02:08:34 -07:00
Ben Letham
cacfdc635e Allow shifting the start date of the weekly seasonality plot 2017-04-13 01:51:17 -07:00
Ben Letham
d937f47612 Enable seasonalities automatically depending on history length / frequency 2017-04-13 01:25:03 -07:00
Ben Letham
8155143af0 Allow not showing capacity on plots 2017-04-10 22:48:43 -07:00
Ben Letham
208399678c Make component plots work if forecast range is less than seasonality period 2017-04-10 18:20:06 -07:00