bl
f8775433c9
Remove vestigial comments, structure imports
2018-05-30 16:35:17 -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
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
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
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
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
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
Ben Letham
8066634cb4
Refactor setup_dataframe R
2017-09-01 12:27:23 -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
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
8f1607cd93
Extra regressors Py
2017-07-21 07:05:16 -07:00
Ben Letham
fb517b53d6
lint fixes
2017-07-11 16:51:29 -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
b3017c025f
Generalize seasonality representation (Python)
2017-07-04 11:06:03 -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
d937f47612
Enable seasonalities automatically depending on history length / frequency
2017-04-13 01:25:03 -07:00
Ben Letham
1a7112268e
style fixes
2017-04-06 11:47:03 -07:00
Ben Letham
1d37f7f6fe
make_future_dataframe return correct number of periods
2017-03-12 14:29:20 +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
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
