Commit graph

21 commits

Author SHA1 Message Date
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
Ben Letham
1d37f7f6fe make_future_dataframe return correct number of periods 2017-03-12 14:29:20 +02:00
Ben Letham
443d475468 Allow changepoints on dates that aren't in history, and allow for repeated observations on days. Previously we worked with changepoints via their index in the history. Now we work with them using just their value in scaled time. 2017-02-28 10:08:37 +02:00
Rolando Espinoza
c8b79e824b MNT Include tests in the package 2017-02-24 02:36:57 -04:00
Sean J. Taylor
e51b42b336 Initial commit 2017-02-22 15:59:43 -08:00