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54 commits

Author SHA1 Message Date
Ben Letham
526468b6e8 Fix FutureWarning in test, for sorting because non-concatenation axis is not aligned 2019-05-13 15:28:58 -07:00
Ben Letham
269133c133 Change cross validation performance metrics to first aggregate over horizon before computing rolling average (#839, #863) 2019-05-08 10:47:26 -07:00
Olof Höjvall
8eea5a1ca3 Feature Proposal with Python Draft: Masked seasonality (#873) 
* Added feature to mask seasonality

* Added conditional seasonality tests and fixed plotting it

* Fixed diagnostics for conditional seasonality and cleaned up code
 2019-03-18 10:04:35 -07:00
Ben Letham
c9f1ccaa63 Version bump; test fixes; R build 2018-12-03 22:21:37 -08:00
Ben Letham
b76ace9570 Test type casting of extra regressors 2018-12-03 15:43:13 -08:00
Ben Letham
92f955d25a Move built-in country holidays to a method 2018-11-30 17:20:22 -08:00
ziye666
95fa4460a9 Fix bug about holiday year different from input year and others (#670) 
* Allow both both hoidays and append holidays

Match holidays in predict and fit

Add test for append_holiday features; minor fixes

Add column name validation for append_holidays names; allow only one country

Fix bug about holiday year different from input year and also other bugs

Change function description

Add append holiday feature for R

* Add test for R/Pyrhon; fix bugs
 2018-10-18 17:40:17 -07:00
ziye666
817f0306a4 Modification of holiday features (#644) 
* Allow both both hoidays and append holidays; match holidays in predict and fit

* Allow both both hoidays and append holidays; match holidays in predict and fit

* Add test for append_holiday features; minor fixes

* Add column name validation for append_holidays names; allow only one country
 2018-08-27 13:52:34 -07:00
Ben Letham
a5869505c0 Fix unittest for Py3.6 ordered dicts 2018-06-11 15:18:40 -07:00
Ben Letham
107f74f0f2 Allow constant extra regressors 2018-06-01 14:53:45 -07:00
bl
f8775433c9 Remove vestigial comments, structure imports 2018-05-30 16:35:17 -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
f1e24d3c2c Show multiplicative seasonality as percent in plots (Py) 2018-05-11 17:54:29 -07:00
Ben Letham
8d8c5b41ce Multiplicative seasonality (Py) 2018-05-09 12:25:29 -07:00
Ben Letham
b9923fd9fd Compute and store binary matrix of which seasonalities/regressors correspond to which columns in the feature matrix (Py) 2018-05-07 17:09:02 -07:00
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
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
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
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
Ben Letham
8066634cb4 Refactor setup_dataframe R 2017-09-01 12:27:23 -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
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
8f1607cd93 Extra regressors Py 2017-07-21 07:05:16 -07:00
Ben Letham
fb517b53d6 lint fixes 2017-07-11 16:51:29 -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
b3017c025f Generalize seasonality representation (Python) 2017-07-04 11:06:03 -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
1a7112268e style fixes 2017-04-06 11:47:03 -07:00