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130 commits

Author SHA1 Message Date
Sean J. Taylor
e3a0586c07 Add xts dependency back and regen docs 2018-06-14 18:42:11 -07:00
Sean J. Taylor
9beb1cb7e7 Version bumps before submitting new packages 2018-06-13 16:03:44 -07:00
Sean J. Taylor
cd84356968 Allow CRAN to build packages on OSX 2018-06-13 11:39:42 -07:00
Ben Letham
bc6360d115 Fix bug in seasonal components with MCMC 2018-06-12 16:53:14 -07:00
Sean J. Taylor
4f224e5ec7 Merge of v0.3 into master 2018-06-02 10:50:58 -07:00
Sean J. Taylor
b92d09cc82 Set dygraphs min version 2018-06-02 08:46:16 -07:00
Ben Letham
107f74f0f2 Allow constant extra regressors 2018-06-01 14:53:45 -07:00
Ben Letham
9a5338cbe4 Documentation update for new plot_components arg 2018-05-31 17:45:44 -07:00
Dmitrij Melichov
e5967a541e R make rendering of plots by method plot_components optional (#551) 2018-05-31 17:41:22 -07:00
Ben Letham
e0cf400e23 R check cleanups 2018-05-30 23:19:56 -07:00
bl
d589859295 Add link to main site from vignette 2018-05-30 17:10:59 -07:00
bl
371e8a3bf4 Version bump 2018-05-30 17:02:47 -07:00
bl
3b20680bfc Add test i386 test skips for stan tests 2018-05-30 16:40:34 -07:00
bl
f8775433c9 Remove vestigial comments, structure imports 2018-05-30 16:35:17 -07:00
bl
a38aaa38c6 Stan fix for pystan 2.16 2018-05-30 14:23:37 -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
cdc313584e Switch future changepoint generation to fully continuous model 2018-05-29 21:47:11 -07:00
Ben Letham
7277e6c3b2 Better error messaging for required columns ds and y 2018-05-29 16:17:59 -07:00
Ben Letham
41d4ab472f Set noise prior variance to current value for linear growth model 2018-05-29 14:41:36 -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
2d6e249391 Consistent plot styling in dygraph plot 2018-05-25 15:21:28 -07:00
Ben Letham
663214393e Minor stan simplifications 2018-05-25 13:57:45 -07:00
Ben Letham
ab09fbcd6e Remove vestigial reference to seasonal column 2018-05-16 12:42:45 -07:00
Ben Letham
3bd372bc15 Speed up stan fitting by removing unecessary parameter definitions 2018-05-15 13:26:46 -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
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
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
f54d3b50ae R set_date robust to NAs 2018-02-01 17:21:55 -08:00
Ben Letham
7b9acd953f Add error message if make_future_dataframe before fit 2018-02-01 16:21:57 -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
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
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
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
feb7be397b Fix R warning with extra regressor; disallow constant extra regressors. 2017-11-04 16:40:20 -07:00