Commit graph

228 commits

Author SHA1 Message Date
Gabriel Linder
bd0979244d Fix FutureWarning from Pandas 0.24.0. (#830)
* Fix FutureWarning from Pandas 0.24.0.

Signed-off-by: Gabriel Linder <linder.gabriel@gmail.com>

* Stay compatible with older versions of pandas.

Signed-off-by: Gabriel Linder <linder.gabriel@gmail.com>
2019-02-15 10:28:51 -08:00
Sean J. Taylor
ef670eaf6c Bump version number for new release 2019-01-15 17:24:43 -08:00
Ben Letham
de5b7494de Remove pd.Series from np.matmul 2019-01-15 12:47:54 -08:00
Sean J. Taylor
34af9efb89 Post1 release + remove pyproject.toml file 2019-01-08 11:00:54 -08:00
Gordon Inggs
aebe8da78d Rather using Monday const from built-in calendar.py (#791)
Latest version of holidays (0.9.9) changed the name of its MONDAY const
to MON. Rather using the MONDAY const from the same library as the
object that it is being used with.
2019-01-07 16:22:31 -08:00
Ben Letham
6886371961 Add pyproject.toml back 2018-12-20 20:30:43 -08:00
Ben Letham
3e31d5d1c7 Fix absolute paths in setup.py 2018-12-20 18:15:07 -08:00
Ben Letham
1f24d059c9 Setup update 2018-12-20 16:11:53 -08:00
Ben Letham
9557e57b71 Build fix 2018-12-20 15:46:55 -08:00
Ben Letham
9676019825 Update manifest and include package data 2018-12-20 15:36:02 -08:00
Mpho Mphego
f16e22731f Update and rename README to README.md and Unicode strings (#766)
* Update and rename README to README.md and Unicode strings

Updated Readme file and converted from rst to markdown.
String contains ascii characters (converted to unicode string)

Signed-off-by: Mpho Mphego mpho112@gmail.com

* Deprecated import `from __future__ import unicode_literals` removed and ran isort module
https://mail.python.org/pipermail/python-dev/2016-December/147009.html

Included setuptool-git in the requirement.txt and updated `setup.py`
Reasons for this are highlighted here -> https://github.com/msabramo/setuptools-git#usage
2018-12-20 15:33:23 -08:00
Sean J. Taylor
637cd74d94 Deleting PEP 518 project file 2018-12-18 22:09:51 -08:00
Sean J. Taylor
a5da086ba0 Clean non-ASCII characters out of generated_holidays 2018-12-04 14:49:44 -08:00
Ben Letham
c9f1ccaa63 Version bump; test fixes; R build 2018-12-03 22:21:37 -08:00
Ben Letham
635ae5a1a6 Have fixed ordering for components plots 2018-12-03 20:14:24 -08:00
Ben Letham
1d398c679d Allow overriding any of the arguments to stan functions 2018-12-03 19:05:47 -08:00
Baran Buluttekin
0f5f05d53c Fix url for docstring in Turkey class (#751)
Docstring in Turkey class changed with corresponding url.
2018-12-03 16:54:39 -08:00
Ben Letham
f44285038c Allow setting other handlers in the logging 2018-12-03 16:29:07 -08:00
Ben Letham
b76ace9570 Test type casting of extra regressors 2018-12-03 15:43:13 -08:00
Ben Letham
13d96cff8f Fix type casting for extra regressors, and a shape issue 2018-12-03 15:22:19 -08:00
Ben Letham
91917df8f0 Handle parameter shaping with MCMC and one changepoint (#608) 2018-12-03 14:25:28 -08:00
Ben Letham
e3ad97b8b3 Documentation fixes 2018-12-03 13:25:26 -08:00
Ben Letham
536fe931c6 Add documentation for country holidays 2018-12-03 11:54:55 -08:00
Ben Letham
287fb2f6de Move built-in country holidays to a function (R) 2018-11-30 23:12:19 -08:00
Ben Letham
92f955d25a Move built-in country holidays to a method 2018-11-30 17:20:22 -08:00
Ben Letham
9928dc39ae Fix missing kwarg 2018-11-02 17:27:45 -07:00
jope35
d432ff4a9e add symmetric mean absolute percentage error (#721) 2018-11-02 13:08:40 -07:00
MT
ff65d1431f Fix duplicate kwarg algorithm when newton fallback is selected (#708)
* fix issue #700: duplicate kwarg algorithm

* fix spacing

* provide default to dict pop
2018-10-23 12:02:43 -07:00
S-Katagiri
e63f8cdfbd change extra_regressors to OrderedDict (#688) 2018-10-18 18:07:42 -07:00
Florian Schäfer
55ca33891e Figsize argument (#706)
* Add 'figsize' argument to all plotting methods

* Add docstrings for 'figsize' arguments
2018-10-18 18:04:53 -07:00
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
Ben Letham
ad095ac690 Add versions to build dependencies 2018-09-25 13:06:28 -07:00
Andrés Correa Casablanca
60c9503299 Add pyproject.toml to help dependency managers (#685)
Some dependency managers are able to use the information provided by the
`pyproject.toml` file.

It helps to provide install/build-time dependencies information, which is
currently the case with C/Cython-related packages.
2018-09-25 12:57:29 -07:00
Ben Letham
9f13d8b64f Include requirements.txt in dist 2018-09-24 17:48:37 -07:00
Ben Letham
c1a3839382 Remove deprecated methods 2018-08-27 14:06:10 -07:00
Ben Letham
9f86b9e04b now a dev version 2018-08-27 14:02:57 -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
Kevin Wilson
8d804fce0c Explicitly use 64-bit integers in plot functions (#577)
If this is installed on a 32-bit system (rare nowadays, but they still exist) then the conversion to `int` from `timedelta64[ns]` in `plot_cross_validation_metric` will fail. This patch explicitly uses an `np.int64` for this conversion.
2018-06-18 14:15:16 -07:00
Sean J. Taylor
9beb1cb7e7 Version bumps before submitting new packages 2018-06-13 16:03:44 -07:00
Ben Letham
a5869505c0 Fix unittest for Py3.6 ordered dicts 2018-06-11 15:18:40 -07:00
Sean J. Taylor
bd2542e7fb Post-release version due to bad package upload 2018-06-02 09:31:15 -07:00
Ben Letham
107f74f0f2 Allow constant extra regressors 2018-06-01 14:53:45 -07:00
bl
371e8a3bf4 Version bump 2018-05-30 17:02:47 -07:00
bl
f8775433c9 Remove vestigial comments, structure imports 2018-05-30 16:35:17 -07:00
bl
b96800e423 Replace assertions with error messages 2018-05-30 14:36:36 -07:00
bl
1b91fa3064 Fit if constant history and logistic growth 2018-05-30 14:33:04 -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
7e170ffba5 Up pandas requirement to 0.20.1 to avoid bug from #256 2018-05-28 13:58:30 -07:00
Ben Letham
cbe1f5e623 Documentation and plot fix for multiplicative seasonality 2018-05-28 12:37:23 -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
6d2e93c8bc Fix pandas deprecation warning for as_matrix 2018-05-25 15:44:05 -07:00
Ben Letham
663214393e Minor stan simplifications 2018-05-25 13:57:45 -07:00
Ben Letham
aa37fb48ac Fix Stan file for Windows 2018-05-22 09:27:00 -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
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
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