Ben Letham
8e8e04858a
Move copy test to test_diagnostics
2018-05-04 16:15:43 -07:00
Ben Letham
55d7d1e62d
Single stan model with both trends (Py)
2018-05-04 16:04:29 -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
Ben Letham
7179ae3a38
Add RMSE as cross validation metric
2018-05-04 10:24:15 -07:00
Ben Letham
3e59bbdc84
Compute cross validation performance metrics on a rolling window
2018-05-03 19:48:41 -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
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
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
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
Sean J. Taylor
12aa324a83
Fixes to get tests to run on Python 3
2017-09-08 08:56:25 -07:00
Ben Letham
2ab01c5d77
Fix flaky unit test
2017-09-08 07:59:52 -07:00
bl
2e9768348b
Version bump
2017-09-02 13:28:30 -07:00
bl
2f9b20b2d3
Documentation for cross validation
2017-09-02 10:53:38 -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
ddbb353278
Custom prior scales R
2017-08-31 10:56:06 -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
509666d1d2
Speed up diagnostics unit tests
2017-08-22 14:14:46 -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
093b4b7eec
R sub-daily data documentation, bugfixes, and unit tests
2017-07-10 22:57:13 -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
4677dd4da3
Unit tests for daily seasonality (Py)
2017-07-04 19:21:34 -07:00
