Commit graph

27 commits

Author SHA1 Message Date
Hubert Błaszczyk
691a4640fd
Enable creation of custom performance metrics (#2599) 2024-10-19 01:29:18 +11:00
Cuong Duong
4c82cb0c87 update docs 2023-10-14 23:22:04 +11:00
Cuong Duong
4a53023bec
Have a single source for __version__ (#2258) 2022-09-05 06:15:28 +10:00
Cuong Duong
f52fddfcf1
Minor documentation changes (#2207) 2022-06-25 20:31:18 +10:00
Brian Ward
df411c9192
Remove pystan, leave backend abstraction for now (#2148) 2022-05-05 17:37:17 +10:00
Ben Letham
6d81543eb2
Pakage rename (#1844)
* Rename package from fbprophet to prophet, and add shim

* Untrack files that should have been ignored

* Update github actions build commands
2021-03-21 14:13:50 -07:00
Ben Letham
6284fc0264 Fix artifacts in diagnostics nb markdown 2020-08-20 11:20:47 -07:00
Ben Letham
382448b8db Refresh markdown documentation 2020-08-19 20:40:04 -07:00
Ben Letham
4027a2153f Update diagnostics documentation 2020-08-19 18:57:17 -07:00
Ryan Nazareth
30bcfed918
Include mdape in performance metric docstring (#1512)
* update docstring with mdape in list for python perf metric func

* re-run python notebook cell to generate  mdape in results table

* remove comment

Co-authored-by: Ben Letham <bletham@gmail.com>
2020-06-05 17:51:25 -07:00
Ryan Nazareth
31841c90c9
import tqdm.auto instead (#1509) 2020-06-05 17:46:41 -07:00
Ryan Nazareth
f16d9df333
Add mdape performance metric to R (#1472)
* add test and initial function for mdape in R

* Add separate rolling_median_func and tests

* Modify rolling median function

* fix syntax in rolling median function

* sort by h

* R/diagnostics.R

* update .rd docs and notebook

* Add mdape to performance metrics params docstring
2020-05-20 12:28:50 -07:00
Ryan Nazareth
16e632a695
Add custom cutoff option to R (#1484)
* Add test for custom cutoff cv

* implement custom cutoff logic in cv function

* add docstring

* add description in notebook and rebuild .Rd docs

* fix bug and add test case for period is NULL

* replace s.POSIXct set_date
2020-05-15 14:32:54 -07:00
Ryan Nazareth
caaaee8d34
Add example of auto parameter selection to notebook diagnostics (#1464)
* Add example of dask distributed parameter tuning to notebook diagnostics

* Rearrange description blocks and correct typos

* Add more informative explanations and tips in docs for tuning examples

* increase output df column width to see results

* add instructions for multiprocess and threaded

* reset index of hyperparameter tuning results df

* fix typos

* remove blank code cell

* grammar correction

* Add subsection

* Split different parameter optimsiation examples
2020-05-07 10:04:22 -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
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
Ben Letham
269133c133 Change cross validation performance metrics to first aggregate over horizon before computing rolling average (#839, #863) 2019-05-08 10:47:26 -07:00
Ben Letham
52bbb08dee Add note to documentation about acceptable units for diagnostics 2018-12-03 19:20:21 -08:00
Ben Letham
580d4e4ea9 Documentation update for not failing with constant extra regressor 2018-06-01 14:57:07 -07:00
bl
f5b4249180 Remove all semicolons from documentation; mark hidden outputs 2018-05-30 18:47:16 -07:00
bl
e21a05f4f9 Remove log transforms in the documentation by log transforming the CSVs, to avoid people thinking they have to log transform their data in order to use Prophet. 2018-05-30 15:34:41 -07:00
Ben Letham
5bcc1bc094 Clarification in diagnostics documentation 2018-05-29 17:10:34 -07:00
Ben Letham
13976d07b7 Documentation: cross_validation with extra regressors requires multiple values 2018-05-28 15:13:58 -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
bl
1d8f5f906b Regenerate all documentation 2017-09-02 13:07:49 -07:00
bl
2f9b20b2d3 Documentation for cross validation 2017-09-02 10:53:38 -07:00