Commit graph

181 commits

Author SHA1 Message Date
bl
feb7be397b Fix R warning with extra regressor; disallow constant extra regressors. 2017-11-04 16:40:20 -07:00
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
bletham
a43cfe8995 Fix component plot with logistic floor 2017-10-10 21:24:23 -07:00
Sean J. Taylor
4c08596ee1 Changes to make R package build on windows without warnings 2017-09-12 09:31:34 -07:00
Sean J. Taylor
c0a7eac3b3 Fix for broken tests (using local timezone) 2017-09-08 11:30:43 -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
4f5f97d55b Fix plotting bug 2017-09-01 16:51:55 -07:00
Ben Letham
4c235d9505 R replace warning with message 2017-09-01 16:18:15 -07:00
Ben Letham
4b185bf001 Fix duplicated function from merge 2017-09-01 16:12:19 -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
23d8bc25dc R unit tests for added regressors 2017-08-30 17:10:43 -07:00
Ben Letham
57c97f2e5e Finish extra regressors in R 2017-08-30 16:17:41 -07:00
Simon Kim
17efc9aecd External regressors v2 (#283)
Add regressors in R
2017-08-30 11:04:56 -07:00
bletham
3c09448018 Add cross-validation functions in R 2017-08-26 14:31:33 -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
hoxo_m
fd125c4760 Refine R code a little (#263)
* Replace tail(-1) with [-1]

* Don't need to import utils anymore
2017-07-29 18:56:56 -07:00
bl
b76ebf18bb documentation update 2017-07-29 17:36:03 -07:00
bl
58fa0bcec5 Suppress internal functions from reference manual 2017-07-28 22:03:27 -07:00
Ben Letham
ff1dbcf38d Alternative formulation for logistic growth initialization 2017-07-17 11:13:22 -07:00
Ben Letham
c836b520ab Add m as argument to make_future_dataframe 2017-07-11 17:32:02 -07:00
Ben Letham
85220328bb Convert manual changepoints to POSIXct before validation 2017-07-11 11:10:19 -07:00
bl
093b4b7eec R sub-daily data documentation, bugfixes, and unit tests 2017-07-10 22:57:13 -07:00
Qi Wang
b0938df109 Add support for fitting daily seasonality, make holiday features work when daily seasonality is enabled (#246)
* Add support for fitting daily seasonality, make holiday features work
when daily seasonality is enabled

* fix wrong comment in make_future_dataframe()
2017-07-10 18:46:49 -07:00
bl
b07d345155 Bugfix for add_seasonality 2017-07-05 20:15:00 -07:00
bl
8be35c2f34 Custom seasonalities in R 2017-07-05 01:20:22 -07:00
bl
373f543894 Whitespace and documentation fixes 2017-07-04 17:42:58 -07:00
Simon Kim
19e95311c2 Add a posterior analysis function to R (#238)
* Add a posterior analysis function to R

* Add a predictive_samples function to R
2017-07-04 17:27:55 -07:00
bl
1339aada96 Check for Inf values in history; roxygen version bump. 2017-07-04 01:12:22 -07:00
bl
3ebedb1110 Use abs for scaling y 2017-07-03 21:29:38 -07:00
Ben Letham
2bb5827303 Update tidyr call to work with dplyr-0.6.0-rc 2017-04-18 16:18:31 -07:00
Sean J. Taylor
46d1f7b24c Adding some compiler flags to make warnings more palatable. 2017-04-18 15:26:00 -07:00
Sean J. Taylor
719d380589 Add to the changelog / style change. 2017-04-17 17:37:36 -07:00
Sean J. Taylor
4841d868c5 Missed this 2017-04-17 16:56:27 -07:00
Sean J. Taylor
531b982bb8 Update version launch date. 2017-04-17 16:55:44 -07:00
Sean J. Taylor
c2b9f6229f Warning messages for seasonality 2017-04-17 16:55:44 -07:00
Sean J. Taylor
813966fdd7 0.1.1 version bumps 2017-04-17 11:29:38 -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
df4b6158eb Allow shifting the start date of the yearly seasonality plot 2017-04-13 02:08:34 -07:00
Ben Letham
cacfdc635e Allow shifting the start date of the weekly seasonality plot 2017-04-13 01:51:17 -07:00
Ben Letham
d937f47612 Enable seasonalities automatically depending on history length / frequency 2017-04-13 01:25:03 -07:00
Sean J. Taylor
c164367c08 [bugfix] Run GC after model fitting to prevent memory errors. 2017-04-12 15:21:31 -07:00
Ben Letham
6d387a4640 Set version requirement for tidyr, see #157 2017-04-11 10:39:12 -07:00
Ben Letham
8155143af0 Allow not showing capacity on plots 2017-04-10 22:48:43 -07:00
Ben Letham
208399678c Make component plots work if forecast range is less than seasonality period 2017-04-10 18:20:06 -07:00
Ben Letham
b87daf56e5 Merge branch 'master' of https://github.com/facebookincubator/prophet 2017-04-07 19:09:31 -07:00
Ben Letham
47ae61f44e Remove hanging spaces 2017-04-07 19:09:24 -07:00
cam122286
6415dffd0c Update prophet.R (#154)
Minor grammatical fix
2017-04-07 19:06:13 -07:00
Ben Letham
34c0f80684 Only allow a Prophet object to be fit once 2017-04-05 10:44:21 -07:00
Ben Letham
68f88e2b73 Raise exception if date parsing fails 2017-04-04 16:28:34 -07:00
Ben Letham
459e0fed6c Document the parameters stored during fitting. 2017-04-03 18:24:54 -07:00
Ben Letham
b999dd4aa4 Add docstring to Python methods, and minor fixes to R documentation. 2017-03-23 17:27:44 +02:00
Ben Letham
5677d8c7ce Store dates from history with y NaN for make_future_dataframe 2017-03-23 15:47:29 +02:00
Ben Letham
864d06ecee Documentation update for #11 2017-03-12 17:58:03 +02:00
David J. Harris
3548546b65 invisibly return component plots (#11)
This will make it easier for users to change the theme or other aspects of the plots, and shouldn't affect any existing behavior because the returned object is invisible.
2017-03-12 17:51:08 +02:00
Ben Letham
f89faf2c6a Check for valid holiday lower/upper windows 2017-03-12 16:01:02 +02:00
Ben Letham
1d37f7f6fe make_future_dataframe return correct number of periods 2017-03-12 14:29:20 +02:00
Ben Letham
fcbd957bcc Refactor R component plotting to match #84 2017-03-08 17:38:56 +02:00
Ben Letham
ecc0682970 Make prophet the first class (#68, #16) 2017-03-06 13:32:28 +02:00
Ben Letham
20aca85bbb Require stan 2.14 or later 2017-03-05 17:09:18 +02:00
Ben Letham
4b7a418121 Allow _ in holiday name, fix #50 2017-03-02 16:36:00 +02:00
Ben Letham
5cec062fce Fix weekly seasonality plot in non-en locales 2017-03-01 18:38:58 +02:00
Ben Letham
b7a201086d handle repeated days for a holiday in R 2017-02-28 18:06:21 +02:00
Oliver Keyes
025c0fec0e Syntax cleanup (#30)
`=` or `<-`, not both; explicit or implicit returns..so on
2017-02-28 12:07:59 +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
Rob Schoenbeck
1c01713f8d issue-31-34 patch holiday forecast comp 2017-02-27 13:35:29 -08:00
Ben Letham
afc2392f91 Expose plot axes labels in R 2017-02-26 17:31:34 +02:00
Ben Letham
96ef0e236a Update documentation for additional stan args 2017-02-26 13:04:15 +02:00
Ben Letham
00a02b07b4 Merge pull request #8 from davharris/dots
pass arguments from prophet() to Stan
2017-02-26 12:25:40 +02:00
Kim Seonghyun
a3fc168464 Add inst/stan
Signed-off-by: Kim Seonghyun <shyeon.kim@scipi.net>
2017-02-26 04:43:02 +01:00
David J. Harris
e98cbaaa1a pass arguments from prophet() to Stan 2017-02-24 12:33:19 -05:00
Sean J. Taylor
e51b42b336 Initial commit 2017-02-22 15:59:43 -08:00