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Author SHA1 Message Date
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
eecc1dd330 More documentation about custom changepoints 2018-05-30 12:37:47 -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
3571a90558 Specify ds format in documentation 2018-05-29 21:55:26 -07:00
Ben Letham
cdc313584e Switch future changepoint generation to fully continuous model 2018-05-29 21:47:11 -07:00
Ben Letham
5bcc1bc094 Clarification in diagnostics documentation 2018-05-29 17:10:34 -07:00
Ben Letham
688226de95 Add example of bad fit from subdaily data restricted to time window each day 2018-05-29 16:56:39 -07:00
Ben Letham
7277e6c3b2 Better error messaging for required columns ds and y 2018-05-29 16:17:59 -07:00
Ben Letham
44f82f6ea1 Add some clarifications to extra regressor documentation 2018-05-29 15:58:23 -07:00
Ben Letham
995c9b1518 Add example/explanation of Fourier order to documentation 2018-05-29 15:48:11 -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
4a8fb5921e In installation instructions say to install pytsan with pip prior to installing fbprophet with pip 2018-05-28 16:19:54 -07:00
Ben Letham
13976d07b7 Documentation: cross_validation with extra regressors requires multiple values 2018-05-28 15:13:58 -07:00
Ben Letham
d1ce6923d0 Documentation for visualizing significant changepoints 2018-05-28 14:54:07 -07:00
Ben Letham
fc27380825 List some packages that have been important for installing fbprophet in redhat 2018-05-28 14:42:27 -07:00
Ben Letham
3cdc092e5b Note about reinstalling fbprophet after upgrading pystan 2018-05-28 14:33:41 -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
916b3552af Documentation update for changepoint ranges 2018-05-25 17:05:46 -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
35c982b3ed Add reference to dygraph plot in documentation 2018-05-25 15:24:36 -07:00
Ben Letham
2d6e249391 Consistent plot styling in dygraph plot 2018-05-25 15:21:28 -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
ab09fbcd6e Remove vestigial reference to seasonal column 2018-05-16 12:42:45 -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
9a5752f019 Merge commit 2018-05-03 19:49:08 -07:00
Ben Letham
3e59bbdc84 Compute cross validation performance metrics on a rolling window 2018-05-03 19:48:41 -07:00
Anshuman Chhabra
c88e344c87 Removed semicolons from quick_start docs (#509) 2018-05-03 17:41:29 -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
aa4e223152 Combine trend models into a single stan file (R) 2018-04-20 17:23:11 -07:00
Ben Letham
1f84fa960f Move changepoint matrix calculation into stan (R) 2018-04-20 15:20:38 -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