31 commits

Author	SHA1	Message	Date
bl	3b20680bfc	Add test i386 test skips for stan tests	2018-05-30 16:40:34 -07:00
Ben Letham	218283f157	Simplify logic/interfaces for cross_validation, to better handle irregularly spaced data and actually respect initial window	2018-05-30 12:09:54 -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
Ben Letham	7c010aac51	Multiplicative seasonality (R)	2018-05-15 10:07:38 -07:00
Ben Letham	8e8e04858a	Move copy test to test_diagnostics	2018-05-04 16:15:43 -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	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
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
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
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
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
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
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
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	d937f47612	Enable seasonalities automatically depending on history length / frequency	2017-04-13 01:25:03 -07:00
Ben Letham	47ae61f44e	Remove hanging spaces	2017-04-07 19:09:24 -07:00
Ben Letham	1d37f7f6fe	make_future_dataframe return correct number of periods	2017-03-12 14:29:20 +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
Sean J. Taylor	e51b42b336	Initial commit	2017-02-22 15:59:43 -08:00