saymrwulf/prophet
1
0
Fork 0
mirror of https://github.com/saymrwulf/prophet.git synced 2026-05-18 21:21:22 +00:00
Code Issues Projects Releases Packages Wiki Activity Actions
219 commits 3 branches 20 tags 66 MiB
Commit graph

219 commits

This branch
This branch
All branches
Author SHA1 Message Date
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
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
Nagi Teramo
14d5028a73 Implement metrics for time series forecasts (#384) 
* Add metrics for model validation

* Update to reflect comments on Github

* Change all_metrics() implementation to more sophisticated style

* Update metrics functions

* Remove redundant argument

* Use v0.3 files for diagnostics.R and prophet.R

* Use v0.3 file for man/predict.prophet.Rd

* Change the interface and do some refactoring
 2018-01-05 16:05:58 -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
Nagi Teramo
29275ac6e9 Add R setting for Travis CI (#385) 
* Update .travis.yml

* Add status badge to README.md

* Update .travis.yml to change directory before install R
 2017-12-22 16:13:11 -08:00
Ben Letham
07138f7deb R package doc update for dygraph addition 2017-12-22 13:36:46 -08:00
Ben Letham
a19589a662 Fix merge issues 2017-12-22 12:19:09 -08:00
Willy Hardy
451c886c73 Added dygraphs functionality. (#320) 
* Added dygraphs functionality.

* reversed the unintentional inclusion of prophet_copy

* namespaced  functions and corrected %>% typo
 2017-12-22 12:09:11 -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
Bernie Gray
1e30462779 efficiency and robustness improvements for R package (#308) 
* efficiency improvements in r package

* add drop = FALSE to df subsetting

* adding two more drop = FALSE

* add back in global var vector

* revert to previous style of piecewise_linear, piecewise_logistic

* more reversion

* even more reversion

* revert get_changepoint_matrix

* trying to pinpoint issues

* more debugginh

* tests finally pass

* last commit of pr

* last commit of pr

* add utils to imports
 2017-10-17 16:33:11 -07:00
Ben Letham
c3d2280af8 Add layer_changepoints from #273 2017-10-11 09:38:15 -07:00
Ben Letham
c6b76aab8c Move layer_changepoints to v0.3 branch 2017-10-11 09:30:25 -07:00
bletham
e04e024ff1 Add changepoint visualization to R package 2017-10-10 22:15:28 -07:00
Ben Letham
3ce2070369 Merge pull request #273 from hoxo-m/plot-changepoints 
Add function to draw significant changepoints
 2017-10-10 21:47:10 -07:00
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
bl
2be8821c95 Clarify in documentation the saturating min requires specifying cap 2017-09-16 21:52:17 -07:00
Sean J. Taylor
a50da5ee23 Make paper link point to PeerJ instead of PDF + update Gems 2017-09-12 12:36:07 -07:00
Ben Letham
45ddd48a05 Merge pull request #297 from facebookincubator/v0.2 
Update paper
 2017-09-12 11:45:32 -07:00