Commit graph

645 commits

Author SHA1 Message Date
Sean Taylor
94e5d2e80a Bump version numbers 2021-03-26 15:36:07 -07:00
Sean Taylor
82f3399409 Pin to last 2.* Pystan release. 2021-03-25 22:15:10 -07:00
Ben Letham
360d294dbc
Refresh online docs, change package name in docs (#1852) 2021-03-26 00:03:05 -04:00
Ben Letham
4869ccf943 Skip stan function tests on windows 2021-03-24 08:46:44 -07:00
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
Cuong Duong
16472a5700
Upgrade CmdStanPy interface (#1849)
* cmdstan variable extraction update

* add backwards compatibility

* Fix bug

* Upgrade stan version in requirements and in CI testing

Co-authored-by: Ben Letham <bletham@gmail.com>
2021-03-20 10:59:58 -07:00
Cuong Duong
8ffa0e02a6
use builtin int and float (#1850) 2021-03-20 10:50:14 -07:00
Ben Letham
8882c6a3e3 Use pathlib to load model file (#1835) 2021-03-05 09:55:35 -08:00
Ben Letham
b5e67e59c3 Clean up R check warnings 2021-03-04 20:59:51 -08:00
Ben Letham
49a89d2a4e Bump version in unit test 2021-03-04 20:12:34 -08:00
Ben Letham
b7a583ec63 R manual update 2021-03-04 17:17:51 -08:00
Ben Letham
612934695b Version bump 2021-03-04 17:16:23 -08:00
Ben Letham
a4b31cd70b Refactor R cross validation to match Py function structure 2021-03-04 14:04:48 -08:00
Ben Letham
eb6b8f60ec Enable cross validation on a deserialized model (#1709) 2021-03-03 18:40:27 -08:00
Ben Letham
bbc44bf67c Add test for backwards compatibility with v0.7.1 serialized models 2021-03-03 18:14:16 -08:00
Ben Letham
a1803a8801 Minor rearrange 2021-03-03 18:09:59 -08:00
Ben Letham
74b21f7cd9 Error for unrecognized options in StanBackend.set_options 2021-03-03 18:04:15 -08:00
Ben Letham
4e99ac686e Validate custom cutoffs for data range (R #1650) 2021-03-03 17:59:24 -08:00
Ben Letham
58a0b96550 Plot continuous weekly seasonality in R (#1557, translates #1615 and #1707) 2021-03-03 17:43:58 -08:00
Ben Letham
aaa89445a1 R use GMT for all dates to avoid daylight savings (#1501) 2021-03-03 16:53:39 -08:00
Ben Letham
47ce88f255 Add stepwise trend as example of custom trend to documentation 2021-03-03 16:10:44 -08:00
Ben Letham
f123a1a7cc Fix holidays NA handling 2021-03-03 16:06:25 -08:00
Ben Letham
2e9f831474 Check for NAs in holiday dataframe 2021-03-03 15:43:49 -08:00
Ben Letham
29f14172f0 Handle numpy fit_kwargs when serializing (#1701) 2021-03-03 15:23:12 -08:00
Ben Letham
9e4e87af9b Make sure y_scale is not numpy float (#1824) 2021-03-03 14:52:08 -08:00
Ben Letham
8f1c1d5a27 Fix bug in timezone handling in R (#1501) 2021-03-03 14:35:36 -08:00
Cuong Duong
fae1ac1f9a
add mdape and smape to performance metrics tests (#1804) 2021-03-02 08:30:23 -08:00
Cuong Duong
2d56e71fed
Add regressor_coefficients function for R (#1803)
* function code

* add tests for regressor coefficients utility

* add documentation for regressor_coefficients util function

* generate Rd docs

* add regressor_coefficients to R namespace

* minor formatting nit

* fix bugs
2021-03-02 08:30:00 -08:00
Sam Snarr
e95d7c5155
Clean docs (#1798)
* added links and formatting

* update docs via `make notebooks`

* Updated rstan build files (by running R CMD INSTALL .)
2021-03-02 08:06:14 -08:00
Nodar Okroshiashvili
ad2de1e69d
Add Georgian holidays (#1827)
* Update gitignore

* Add Georgian holidays
2021-03-01 17:25:03 -08:00
Leo Liu
2b90e5f6bb
remove a typo in diagnostics.md (#1780)
* add quick start notebook

* remove typo
2021-01-26 17:56:06 -08:00
Sam Snarr
57230997ba
updated readme with 'contributing' info (#1782) 2021-01-14 14:39:35 -08:00
Sam Snarr
3adcf9312d
imports RcppParallel and excludes one function that is already in the namespace by importing Rcpp (#1779) 2021-01-14 14:38:36 -08:00
Sam Snarr
2d8e6c7fd1
Added growth='flat' functionality in R (#1778)
* added `flat_growth_init()` function

* added validation for 'flat'

* changed `fit.prophet()` to handle `growth='flat'`

* added `trend='flat'` capabilities to `sample_predictive_trend()` and `fit.prophet()`

* updated STAN code to handle flat trend

* [Syntax fix] Removed unnecessary bracket

* updated documentation

* undid formatting that was accidentally applied by autoformatter

* undid more formatting that was accidentally applied by autoformatter

* added tests

* typo in `sample_predictive_trend()`

* updated notebook with example in R

* updated documentation
2021-01-14 13:53:08 -08:00
sim
73b53658e1
used regex to format the name variable for plotting holiday components (#1766)
* used regex to format the `name`

Removes all singlequotes (') and doublequotes (") in the `name` variable
and replaces all whitespace with an underscore. Now, `ggplot2::aes_string()` can handle a column
name like `New Year's Day`.

* Used backticks in the `name` variable instead of regular expressions

Essentially, I escaped the string `name` with backticks so that
`ggplot2::geom_line()` and `ggplot2::ggplot()` functions can use any
arbitrary input.
2021-01-08 13:22:56 -08:00
Ben Letham
fdb6b36506 Update gem versions 2021-01-07 13:39:47 -08:00
Ben Letham
8cf0e82598
Update build badge to GH actions 2021-01-07 13:21:35 -08:00
Ben Letham
eed6aa1660
Update build-and-test.yml 2021-01-07 13:18:51 -08:00
Ben Letham
dbf8cc373d
Add github actions CI configuration 2021-01-07 12:13:39 -08:00
Tim Gates
ff68962b2a
docs: fix simple typo, aribtrary -> arbitrary (#1761)
There is a small typo in docs/_docs/seasonality,_holiday_effects,_and_regressors.md.

Should read `arbitrary` rather than `aribtrary`.
2021-01-07 10:52:14 -08:00
Mark
91bb83e93e
The README file in this repo has a bad link - [404:NotFound] - MIT License (#1759)
The markup version of the readme that is displayed for the main page in this repo contains the following bad link:

MIT License
Status code [404:NotFound] - Link: https://github.com/facebook/prophet/blob/master/LICENSE.md

It should be - https://github.com/facebook/prophet/blob/master/LICENSE

**Extra**

This bad link was found by a tool I recently created as part of an new experimental hobby project: https://github.com/MrCull/GitHub-Repo-ReadMe-Dead-Link-Finder

Re-check this Repo using the tool’s website: http://githubreadmechecker.com/Home/Search?SingleRepoUri=https%3a%2f%2fgithub.com%2ffacebook%2fprophet

If you have any feedback on the tool itself, or the information provided here, then please feel free to share your thoughts by adding a comment here, or adding a “Discussions” comment in the tool’s Repo.
2021-01-07 10:51:11 -08:00
Luke Scales
9bc7fb77b5
Added optional colour to plot_cross_validation_metric (#1758)
* Added optional colour to plot_cross_validation_metric to facilitate the comparison of different model's performance on the one plot

* use color

Change from colour to color for consistency.

Co-authored-by: Ben Letham <bletham@gmail.com>
2021-01-07 10:50:18 -08:00
Devdutt Shenoi
20f590b726
[python] code quality improvements (#1745)
* Add DeepSource config

* Simplify if statement

* Refactor use of dict() with empty literal

* Use set comprehension syntax

* Refactor chained comparison

* Rewrite instances of list literal within set() as set literals

* Add test_slow to class definition
2020-12-08 15:35:54 -08:00
Aziz Alto
ee592451f2
Fix "UserWarning" in model.plot_components (#1732)
See the issue https://github.com/facebook/prophet/issues/1721
2020-11-10 11:21:23 -08:00
Pawel Kranzberg
ad3832bb19
Add SMAPE to diagnostics.R (#1711)
* Add SMAPE to diagnostics.R

Add symmetric mean absolute percentage error.
Include mdape and smape as default performance metrics.

* Add SMAPE to diagnostics.R

Add symmetric mean absolute percentage error.
Include mdape and smape as default performance metrics.

* sMAPE minor code formatting improvements

* Fixed smape function in diagnostics.R
2020-11-09 10:42:20 -08:00
Sharon Woo
4f34de0363
'Added checks to cutoffs and error messages if checks fail using ValueError. Fixed earlier bug' (#1718)
* Update error message: Dataframe has no rows #1650, added err msgs

* Added error messages and checks for cutoffs"
2020-11-06 21:46:01 -08:00
Pawel Kranzberg
97bb057de4
Update performance_metrics() in diagnostics.py (#1710)
* Update performance_metrics() in diagnostics.py

Include smape as a valid metric.
Add support for monthly horizons.

* Update performance_metrics() docstring

* Update performance_metrics() docstring

* Include smape in test_diagnostics.py

* sMAPE code formatting improvement
2020-11-06 21:29:32 -08:00
Greg Rafferty
0a33f381ba
X axis labels in plot_seasonality (#1707)
* changed x-axis format in plot_seasonality

* changed x-axis format in plot_seasonality
2020-11-06 21:20:59 -08:00
fbonaita
3a17402585
Tqdm flag (#1706)
* add disable_tqdm flag to diagnostics.py

* add comment to cross_validation()

* Replace boolean comparison operator

Co-authored-by: Marius Theiss <justusbersten@gmail.com>

* Fix indentation

* Restore original indentation

Co-authored-by: Filippo Bonaita <filippo.bonaita@corp.badoo.com>
Co-authored-by: Marius Theiss <justusbersten@gmail.com>
2020-11-06 21:02:54 -08:00
quant9
e41ed25646
add option to disable Newton fallback via set_options method (#1702) 2020-10-08 11:13:21 -07:00