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Author SHA1 Message Date
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
Andy Pohl
1722e99554 unaddressed warnings from unit tests (#450) 
* unaddressed warnings from unit tests

* devtools wants Encoding set or it complains through testthat::check()
 2018-04-18 17:06:39 -07:00
Ben Letham
792278f487 Update list of dependencies in Linux to include build-essential and python3-dev 2018-03-09 10:15:43 -08:00
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
Amit Kumar
998c90fc05 Document name argument of plot_seasonality method in Python API (#405) 2018-02-02 15:45:48 -08:00
Ben Letham
f54d3b50ae R set_date robust to NAs 2018-02-01 17:21:55 -08:00
Ben Letham
967a17bb4e Fix holiday window validation when NaNs are present 2018-02-01 16:47:54 -08:00
Ben Letham
7b9acd953f Add error message if make_future_dataframe before fit 2018-02-01 16:21:57 -08:00
Ben Letham
4628bcd801 Fix error in component plotting with only one component, Py 2018-02-01 15:40:38 -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
a6d68497f1 Revert "Merge branch 'v0.3' into master" 
This reverts commit 011a292427, reversing
changes made to 5d453c1d05.
 2017-12-22 16:32:54 -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
011a292427
Merge branch 'v0.3' into master 2017-12-22 16:29:52 -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
bletham
5d453c1d05 Fix missing columns in SHF with extra regressor 2017-11-09 21:19:51 -08:00
Ben Letham
19b89c769b Update README for new version 2017-11-09 11:31:02 -08:00
Ben Letham
0c3f30fd94 Version bump 2017-11-08 10:43:51 -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
bl
d3d1fcd1a1 Fix plotting in pandas 0.21 by using pydatetime instead of numpy 2017-11-05 17:06:28 -08:00
bl
af80f9c94e Fix weekly_start and yearly_start in R plot_components 2017-11-05 15:57:59 -08:00
bletham
0addabcad7 Fix copy with extra seasonalities / regressors R 2017-11-04 21:40:45 -07:00
bl
5dbffbaa18 Fix copy with extra seasonalities / regressors Py 2017-11-04 18:07:24 -07:00
bl
9ffa0d8790 Fix diagnostics unit tests for new pandas 2017-11-04 17:03:44 -07:00
bl
4ee5a971e4 Fix unit test broken in new pandas 2017-11-04 16:55:21 -07:00
bl
feb7be397b Fix R warning with extra regressor; disallow constant extra regressors. 2017-11-04 16:40:20 -07:00
Ben Letham
d1bf4a1d06 Update memory requirement description per #326 2017-10-17 16:51:27 -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
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