saymrwulf/prophet
1
0
Fork 0
mirror of https://github.com/saymrwulf/prophet.git synced 2026-05-17 21:10:45 +00:00
Code Issues Projects Releases Packages Wiki Activity Actions
562 commits 3 branches 20 tags 66 MiB
Commit graph

304 commits

Author SHA1 Message Date
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
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
Marc Bruggmann
63131f1bf2 Set up Travis to run the python tests. (#160) 
* Set up Travis to run the python tests.

* np.matmul requires Numpy 1.10.0

* Extract python dependencies into requirements.txt
 2017-07-04 08:47:14 -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
Randle Taylor
efe8299c0a Modify setup.py so pip install completes succesfully (#231) 
Including pystan & Cython in the setup_requires caused
pip install to fail with a complaint about missing
Cython and numpy dependencies.  Removing the explicit
Cython/numpy dependencies allows pip install to
complete successfully (pystan pulls in Cython/numpy).
 2017-07-04 00:51:14 -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
Sean J. Taylor
813966fdd7 0.1.1 version bumps 2017-04-17 11:29:38 -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
Ben Letham
50ddd5bfd3 Docstring fix 2017-04-07 19:11:37 -07:00
Ben Letham
1a7112268e style fixes 2017-04-06 11:47:03 -07:00
Ben Letham
34c0f80684 Only allow a Prophet object to be fit once 2017-04-05 10:44:21 -07:00
Ben Letham
459e0fed6c Document the parameters stored during fitting. 2017-04-03 18:24:54 -07:00
Ben Letham
b999dd4aa4 Add docstring to Python methods, and minor fixes to R documentation. 2017-03-23 17:27:44 +02:00
Ben Letham
5677d8c7ce Store dates from history with y NaN for make_future_dataframe 2017-03-23 15:47:29 +02:00
Rolando (Max) Espinoza
1a57d19148 Allow to build models in-place. (#100) 
This fixes the commands ``python setup.py develop`` and ``pip install
-e``.
 2017-03-16 17:49:02 +02:00
Ben Letham
1a6b736cca No longer use %-d for strftime since it is not supported in Windows 2017-03-16 16:25:07 +02:00
Ben Letham
2c8419e673 Fix missing m/d on trend component plot. Previously we used MaxNLocator to limit the number of tick marks on the trend and holiday component plots. This was putting the ticks at various points throughout the year, however the tick label showed only the year, which one would incorrectly assume to be Jan 1. This commit removes MaxNLocator and allows matplotlib to set xticks as it pleases, and updates the effected documentation. 2017-03-16 15:43:16 +02:00
Ben Letham
218455c06b Update pandas requirement for dt.weekday_name 2017-03-14 09:43:31 +02:00
Ben Letham
f89faf2c6a Check for valid holiday lower/upper windows 2017-03-12 16:01:02 +02:00
Ben Letham
1d37f7f6fe make_future_dataframe return correct number of periods 2017-03-12 14:29:20 +02:00
Rolando (Max) Espinoza
e33e7c4b37 Make stan code windows-compatible. (#96) 
The vector/matrix operations fail to compile in windows due to eigen
incompatibility with windows compiler. Here we opt to use a non-
vectorized model for windows platform.
 2017-03-09 18:47:59 +02:00
Sean J. Taylor
c22294e1c4 Merge pull request #98 from rolando-contrib/fix-pickle-protocol 
Fix pickling protocol to use highest available.
 2017-03-08 12:37:23 -08:00
Rolando Espinoza
d446bb1c19 Fix pickling protocol to use highest available. 
This fixes unpickling errors in Python 2.7 as it defaults to the text
protocol.
 2017-03-08 16:34:08 -03:00
Ben Letham
20aca85bbb Require stan 2.14 or later 2017-03-05 17:09:18 +02:00
Ben Letham
2d2e48b460 Allow plotting components separately 2017-03-05 16:56:25 +02:00
Sean J. Taylor
a3a35f662f Merge pull request #72 from abuccts/issue66-patch 
fix issue 66
 2017-03-03 15:58:07 -08:00
Sean J. Taylor
f287a57cca Merge pull request #84 from lemonlaug/better_mpl 
Refactoring mpl code to address #62, #63
 2017-03-03 15:57:39 -08:00
Isaac Laughlin
597fce143f Adding docstrings to new plotting methods. 2017-03-03 14:21:10 -08:00
Isaac Laughlin
13fc5c8ae4 Changing my mind about forecast_color as a static class attr. 2017-03-03 11:49:10 -08:00
Isaac Laughlin
9c82c8ed7a pep8 tweaks. 2017-03-03 11:42:44 -08:00
Isaac Laughlin
e081db52e1 Refactoring mpl code to address #62, #63 2017-03-03 11:29:12 -08:00
abuccts
806eaa1aa2 update pandas minimum version 2017-03-02 22:58:37 +08:00
Ben Letham
4b7a418121 Allow _ in holiday name, fix #50 2017-03-02 16:36:00 +02:00
Ben Letham
5cec062fce Fix weekly seasonality plot in non-en locales 2017-03-01 18:38:58 +02:00
Ben Letham
443d475468 Allow changepoints on dates that aren't in history, and allow for repeated observations on days. Previously we worked with changepoints via their index in the history. Now we work with them using just their value in scaled time. 2017-02-28 10:08:37 +02:00
Christian Stade-Schuldt
143e544beb Fix missing x-axis tick in weekly forecast component plot (#28) 
* prepend None value to list of days in weekly forecast plot

* set the x ticks with list of days in weekly forecast component plot
 2017-02-27 10:20:59 +02:00
Arne Sund
8dd857d551 Make plot axis label names configurable 2017-02-26 14:38:10 +01:00
Ben Letham
e08cfd2176 Additional kwargs to Stan in Python 2017-02-26 13:24:22 +02:00
Peter M. Landwehr
54638d18da Add LICENSE to Manifest 2017-02-24 14:35:10 -08:00
Peter M. Landwehr
9977a97266 Copy of LICENSE in python repo 2017-02-24 14:34:32 -08:00
Sean J. Taylor
6606d5d134 Merge pull request #3 from rolando-contrib/missing-deps 
Declare matplotlib/numpy as explicit dependencies.
 2017-02-24 09:37:51 -08:00
Rolando Espinoza
3162d6c94f Declare matplotlib/numpy as explicit dependencies. 2017-02-24 02:40:39 -04:00
Rolando Espinoza
c8b79e824b MNT Include tests in the package 2017-02-24 02:36:57 -04:00
Sean J. Taylor
e51b42b336 Initial commit 2017-02-22 15:59:43 -08:00