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
