Commit graph

287 commits

Author SHA1 Message Date
Chanran Kim
5669f13abf
Drop Korea class from hdays.py (#1438)
To solve this [issue](https://github.com/facebook/prophet/issues/1437) by @chongdae

Korean lunar calendar which is different from Chinese lunar calendar is added python-holidays package recently.
This commit is about dropping the Korean and KR class in hdays.py file and hdays_part1(holidays) will work for Korean holidays.

```
import fbprophet.hdays as hdays_part2
import holidays as hdays_part1
``
2020-06-05 16:54:58 -07:00
Ryan Nazareth
ac59b44ca3
add implementation for constant trend in Python (#1466)
* add implementation for constant trend

* force k and delta params to be 0s

* add tests and fix n_changepoints, changepoints_t to 0

* Add test for cv with constant trend

* Add docs and test for checking invalid input

* make changes to stan

* add transformed params block in stan and output flat trend vector

* correct syntax

* transformed params syntax

* Fix test and port changes to win stan file

* add test for flat trend function

* Add separate function for flat trend init

* fix test
2020-05-14 21:40:40 -07:00
Ryan Nazareth
cb4f1dcc59
Remove Python 2 from setup.py (#1485)
* remove python 2 from setup.py and add python_requires

* add note in README
2020-05-14 12:16:34 -07:00
above-c-level
9168dcf11d
Removed redundant line in Prophet docstring (#1474) 2020-05-06 13:00:03 -07:00
Chris Benson
98f2a7be18
Fix Issue with Pickling Models in Python3.6 because of Logger Attribute (#1452)
* Fix issue with pickeling models due to logger

* Fixes Model Pickle Error in Python3.6 as described in #1361
2020-04-28 12:30:31 -07:00
Tom Augspurger
5fe3be86c5
Parallel Cross Validation (#1434)
* API: Refactor to parallel / cf

* Added Dask-based parallelism

* fix test

* cover bad parallel

* avoid multiprocess issue under setuptools tests

* Update notebook docs

* fix docstring

* install note

* arbitrary object

* fixups

* fixups

* fixups

* remove unused import
2020-04-28 12:25:41 -07:00
Ben Letham
6cd14438c6 Update version in serialize test 2020-04-04 08:43:28 -07:00
Ben Letham
231200ffaa mark dev version 2020-04-04 08:28:42 -07:00
Ben Letham
c943d966b4
Add functions for serializing to/from JSON (#1414)
* Add functions for serializing to/from JSON

* Fix list vs. series type issue, track version

* Avoid DateTimeIndex

* bugfix

* another fix

* Fix copy test

* Fix issue with pre-epoch dates

* Handle empty datetime series
2020-04-04 08:23:27 -07:00
Marco Fusi
3c69ce3312
modified cross_validation to allow custom cutoffs (#1402)
* modified cross_validation to allow custom cutoffs

* moved set period, initials and identify larg. seas

* modified the diagnostics and added the test

* reverted cv default value tests and added a new custom cutoff test

* reorganized to raise the seasonality period warning message even if cutoffs are manually specified

* moved the initials vs. seasonality check

* changed assertCountEqual to assertItemsEqual in cv

* modified to test lengths instread of cutoff values

Co-authored-by: Fusi Marco <Marco.Fusi@valuelab.it>
2020-03-26 16:36:02 -07:00
Mitzi Morris
d22922d08c
sampling iters arg name, logic changes (#1389)
* sampling iters arg name, logic changes

* Bump cmdstanpy version in requirements to 0.9.5

* Change Model to CmdStanModel

Co-authored-by: Ben Letham <bletham@gmail.com>
2020-03-24 14:33:52 -07:00
sheikheddy
e9771c862d
Holidays in United Arab Emirates (#1390)
Added official holidays of the UAE. Our dates for Eid are slightly longer than other countries. I tried to keep the style consistent with what's already there.  We need to add this and Belarus to the docs here: https://facebook.github.io/prophet/docs/seasonality,_holiday_effects,_and_regressors.html#built-in-country-holidays
2020-03-23 16:25:12 -07:00
Ben Letham
d9bea61969 Remvoe no longer necessary test 2020-03-09 15:20:25 -07:00
Ben Letham
44ceaa8d8b Don't use tqdm with multiprocessing starmap 2020-03-09 12:48:14 -07:00
Ryan Nazareth
39c619dbf7
Running Cross-Validation with Multiprocessing Option (#1356)
* Add multiprocessing Pool and create function for single cutoff forecast

* add params to single forecast function

* Add iterable for input params for pool

* Add docstring for single cutoff forecast func

* Add check for multiprocessing in test_cross_validation

* check ofr is None and is True and add better description for multiprocess in docstring

* Raise error if wrong args chosen and add test

* fix conflicts

* Change arg to True/False, model.kwargs

* docstring units and few more fixes

* change to iterator and add back tqdm to for loop

* add option in diagnosics notebook about multiprocessing option

* add extra test for checking calls to single forecast func
2020-03-09 12:25:01 -07:00
Dmitry
fd61fcbeeb
Holidays in Belarus + codestyle (#1380)
* Holidays in Belarus + codestyle

* Correction + changing hardcode with variable
2020-03-06 18:40:58 -08:00
Ryan Nazareth
0ca50cfb7f
Extract stanfit from model object in Py following cmdstanpy refactoring (#1353)
* add self.stan_fit in fit methods

* small changes to fix tests

* make changes to remove self.params from backend classes
2020-03-06 18:11:04 -08:00
Ben Letham
708ae20c04 lower tqdm required version 2020-03-04 16:03:22 -08:00
Ben Letham
d8dd2f53b7
Add progress bar to cross_validation (#1338)
* tqdm

* Added progress bar to the crossvalidation

In order to improve the user experiance a progress bar is added to the crossvalidation loop.

* Update requirements.txt

* Update python/fbprophet/diagnostics.py

* updated further

* Update requirements.txt
2020-03-04 16:01:02 -08:00
Ram Rachum
952b544928
Fix exception causes in 2 modules (#1370)
Co-authored-by: Ben Letham <bletham@gmail.com>
2020-03-03 17:34:06 -08:00
JayCarraway
560077c8a7
Add possibility of selecting province of country for creation of holiday (#1340)
dataframe
2020-03-03 16:24:48 -08:00
Sean Taylor
101dd50e31 Delay some imports to allow installation w/o deps 2020-02-17 17:20:20 -08:00
Ryan Nazareth
59f34ebc5f
suppress plotly error logging (#1332)
* raise logging level to critical for plot module

* remove setlevel for plot logger
2020-02-17 15:00:14 -08:00
Christoph Deil
8c48f5b042
Remove logging.root basicConfig on fbprophet import (#1336) 2020-02-17 14:11:23 -08:00
Ben Letham
57990e6f50 Change backend logging from info to debug 2020-02-11 03:38:18 -08:00
Ben Letham
9413c1141e version bump 2020-02-09 19:16:05 -08:00
Christopher Suchanek
1d18adc0ba
Replaced pystan with cmdstanpy (#1083)
* changes

* added actual tests for fit method

* precision

* syntax

* sampling not working

* sampling seems to work

* sampling not working again

* sampling works, tests to be removed

* replaced data with rmse

* replace pystan with cmdstanpy

* cleanup

* cleanup

* test for newton

* added support for multiple backends

* minor fixes

* fixed comment

* added support for --test-slow flag

* fixed import

* reverted style change

* specify backend based on env variable

* fixes

* PR fixes
2020-02-07 14:34:08 -08:00
Jack Dent
496facb152
Use np.percentile if array does not contain NaNs (#1311)
Co-authored-by: jackd-stripe <41304233+jackd-stripe@users.noreply.github.com>
2020-02-05 10:10:01 -08:00
Ben Letham
69bd5a2aac Avoid pandas deprecation warning 2020-02-04 16:00:37 -08:00
Ben Letham
30e68fd467 Fix deprecation warning from plotly 2020-02-04 15:55:12 -08:00
Ben Letham
71ca505732 Add test for cross validation with invalid metrics 2020-02-04 15:40:04 -08:00
Ben Letham
64d54e7748 Fixing some holiday parsing for R csv file 2020-02-04 15:23:11 -08:00
Ben Letham
f640308395 Update holidays csv for R, and fix bad utf-8 parsing 2020-02-04 15:12:28 -08:00
Ben Letham
be25372090 improvements in docstrings and testing for disabling uncertainty 2020-02-04 13:22:08 -08:00
Ben Letham
6e51130f28 Use fit kwargs in cross validation (#1040) 2020-02-03 17:02:23 -08:00
Rômulo Madureira Rodrigues
ffb0ea86e2
Correction for issue #1304\n\nChange use of weekday_name to day_name to add consistency with pandas 1.0. (#1308) 2020-02-03 12:40:20 -08:00
Ben Letham
d4c460e3dd Add dateutil requirement, get backwards compatability with holidays 0.9.5 2020-01-31 08:03:33 -08:00
Mert Sarikaya
6070b5a309
update holidays dependency according to the new structure (#1295)
* update holidays dependency according to the new structure

* fix backward compatibility problem

* by-pass version dependency for holidays package

Co-authored-by: Ben Letham <bletham@gmail.com>
2020-01-30 15:24:11 -08:00
Benjamin Ogorek
0a270b4a19
Minor modification in handling strings (#1301)
* Style modifications to fbprophet

* fixing cases where tests were broken

* minor style changes

* changed f-strings to named formatted strings due to Python2 build

* fixing syntax errors

* switching to formatted string quoting using {!r}

* Fixing ValueError Styling in my own branch

* fixing type and changing back one quoted string
2020-01-28 15:24:40 -08:00
Mert Sarikaya
074c87723e do not import holidays==0.10.1 due to refactoring 2020-01-27 15:49:38 -08:00
Mert Sarikaya
5dd6bb09e7 remove repeated sentence in docstring 2020-01-27 14:09:29 -08:00
raajtilaksarma
8bca432810 update hdays.py 2020-01-27 13:32:33 -08:00
Raaj Tilak Sarma
0d4a639c4c update holi and diwali holidays till 2030
Updated holi and diwali holidays till the year 2030. Added a source(link) for Holi dates till 2030.
2020-01-27 13:32:33 -08:00
Ben Letham
af5bb2acda Minor fixes 2020-01-27 13:28:04 -08:00
baogorek
aee14547da fixing syntax errors 2020-01-27 13:25:56 -08:00
baogorek
d98afa0126 changed f-strings to named formatted strings due to Python2 build 2020-01-27 13:25:56 -08:00
baogorek
b1c6f5dd9b minor style changes 2020-01-27 13:25:56 -08:00
baogorek
0b6c2dc6af fixing cases where tests were broken 2020-01-27 13:25:56 -08:00
baogorek
3a6a338ac2 Style modifications to fbprophet 2020-01-27 13:25:56 -08:00
Ryan Nazareth
31c54d53be Modify assertion statement for ignoring ordering of columns to pass on travis 2019-11-06 15:25:09 -08:00