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93 commits

Author SHA1 Message Date
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
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
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
bl
995fda07a9 Posterior samples function Py 2017-07-04 18:27:57 -07:00
bl
b3017c025f Generalize seasonality representation (Python) 2017-07-04 11:06:03 -07:00
bl
03d3ec9f2e Fix notebook Makefile and various typos 2017-07-04 08:39:49 -07:00
Ben Letham
825108b226 Functional daily seasonality (#239) 2017-07-04 08:24:54 -07:00
Arturo Filastò
f1ef4cc190 Add support for fitting seasonality daily (#135) 2017-07-04 08:12:08 -07:00
bl
1339aada96 Check for Inf values in history; roxygen version bump. 2017-07-04 01:12:22 -07:00
bl
8383d3bea6 Check for NULL in ds column 2017-07-04 00:26:22 -07:00
bl
f7becb0942 Fall back to Newton optimizer if LBFGS fails 2017-07-04 00:06:53 -07:00