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139 commits

Author SHA1 Message Date
Ben Letham
7277e6c3b2 Better error messaging for required columns ds and y 2018-05-29 16:17:59 -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
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
55d7d1e62d Single stan model with both trends (Py) 2018-05-04 16:04:29 -07:00
Ben Letham
3afdaaf4e1 Move copy from method to function in diagnostics file 2018-05-03 11:42:10 -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
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
Ben Letham
58173861b1 Fix scale<=0 error in old numpy versions for constant histories 2017-09-25 17:40:36 -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
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
047a0c3c23 Replace deprecated pandas .ix 2017-08-19 21:26:59 -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
b76ebf18bb documentation update 2017-07-29 17:36:03 -07:00
bl
3060536563 Merge branch 'v0.2' of https://github.com/facebookincubator/prophet into v0.2 2017-07-21 07:05:53 -07:00
bl
8f1607cd93 Extra regressors Py 2017-07-21 07:05:16 -07:00
Ben Letham
ff1dbcf38d Alternative formulation for logistic growth initialization 2017-07-17 11:13:22 -07:00
Ben Letham
796b0f8037 Consolidate dataframe validation logic 2017-07-11 16:56:28 -07:00
Ben Letham
fb517b53d6 lint fixes 2017-07-11 16:51:29 -07:00
Ben Letham
d48b70b106 Merge remote-tracking branch 'origin/master' into v0.2 2017-07-11 11:16:26 -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
995fda07a9 Posterior samples function Py 2017-07-04 18:27:57 -07:00
bl
b3017c025f Generalize seasonality representation (Python) 2017-07-04 11:06:03 -07:00
bl
03d3ec9f2e Fix notebook Makefile and various typos 2017-07-04 08:39:49 -07:00
Ben Letham
825108b226 Functional daily seasonality (#239) 2017-07-04 08:24:54 -07:00
Arturo Filastò
f1ef4cc190 Add support for fitting seasonality daily (#135) 2017-07-04 08:12:08 -07:00
bl
1339aada96 Check for Inf values in history; roxygen version bump. 2017-07-04 01:12:22 -07:00
bl
8383d3bea6 Check for NULL in ds column 2017-07-04 00:26:22 -07:00
bl
f7becb0942 Fall back to Newton optimizer if LBFGS fails 2017-07-04 00:06:53 -07:00
bl
3ebedb1110 Use abs for scaling y 2017-07-03 21:29:38 -07:00
Ben Letham
4f9e0af51e Fix whitespace issue 2017-06-21 14:40:18 -07:00
Hasil Sharma
283e9be5e0 Set verbosity for Printing Meta Information (#197) 
* Set verbosity for Printing Meta Information (#188)

* Fixed Indent and Removed Typos
 2017-06-21 14:37:07 -07:00
Ben Letham
7c30a4dcce Typo fix 2017-05-15 15:31:13 -07:00
Ben Letham
6a62a0e3e4 Revert "Fix typo in comment (#180)" (#189) 
This reverts commit 0892b4b9bf.
 2017-05-15 15:29:11 -07:00
Ran
0892b4b9bf Fix typo in comment (#180) 
`n.changepoints` changed to `n_changepoints`.
The first follows R's coding convention but is
incorrect Python.
 2017-05-15 15:28:31 -07:00
Ben Letham
5474fe3bd3 style/comment fixes 2017-05-03 17:06:20 -07:00
Ben Letham
40f6ad64d3 Message for disabling seasonality, Python 2017-04-17 17:24:37 -07:00
Ben Letham
26ca2f7af7 Make plotting interfaces consistent (return figs) 2017-04-17 12:45:44 -07:00
Ben Letham
541dc9a0b0 Update docstring for plot_components 2017-04-15 17:56:43 -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
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
50ddd5bfd3 Docstring fix 2017-04-07 19:11:37 -07:00
Ben Letham
1a7112268e style fixes 2017-04-06 11:47:03 -07:00
Ben Letham
34c0f80684 Only allow a Prophet object to be fit once 2017-04-05 10:44:21 -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
1a6b736cca No longer use %-d for strftime since it is not supported in Windows 2017-03-16 16:25:07 +02:00
Ben Letham
2c8419e673 Fix missing m/d on trend component plot. Previously we used MaxNLocator to limit the number of tick marks on the trend and holiday component plots. This was putting the ticks at various points throughout the year, however the tick label showed only the year, which one would incorrectly assume to be Jan 1. This commit removes MaxNLocator and allows matplotlib to set xticks as it pleases, and updates the effected documentation. 2017-03-16 15:43:16 +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
2d2e48b460 Allow plotting components separately 2017-03-05 16:56:25 +02:00
Sean J. Taylor
a3a35f662f Merge pull request #72 from abuccts/issue66-patch 
fix issue 66
 2017-03-03 15:58:07 -08:00
Sean J. Taylor
f287a57cca Merge pull request #84 from lemonlaug/better_mpl 
Refactoring mpl code to address #62, #63
 2017-03-03 15:57:39 -08:00
Isaac Laughlin
597fce143f Adding docstrings to new plotting methods. 2017-03-03 14:21:10 -08:00
Isaac Laughlin
13fc5c8ae4 Changing my mind about forecast_color as a static class attr. 2017-03-03 11:49:10 -08:00
Isaac Laughlin
9c82c8ed7a pep8 tweaks. 2017-03-03 11:42:44 -08:00
Isaac Laughlin
e081db52e1 Refactoring mpl code to address #62, #63 2017-03-03 11:29:12 -08:00
abuccts
806eaa1aa2 update pandas minimum version 2017-03-02 22:58:37 +08:00
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
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
Christian Stade-Schuldt
143e544beb Fix missing x-axis tick in weekly forecast component plot (#28) 
* prepend None value to list of days in weekly forecast plot

* set the x ticks with list of days in weekly forecast component plot
 2017-02-27 10:20:59 +02:00
Arne Sund
8dd857d551 Make plot axis label names configurable 2017-02-26 14:38:10 +01:00
Ben Letham
e08cfd2176 Additional kwargs to Stan in Python 2017-02-26 13:24:22 +02:00
Sean J. Taylor
e51b42b336 Initial commit 2017-02-22 15:59:43 -08:00