Commit graph

530 commits

Author SHA1 Message Date
Ryan Nazareth
caaaee8d34
Add example of auto parameter selection to notebook diagnostics (#1464)
* Add example of dask distributed parameter tuning to notebook diagnostics

* Rearrange description blocks and correct typos

* Add more informative explanations and tips in docs for tuning examples

* increase output df column width to see results

* add instructions for multiprocess and threaded

* reset index of hyperparameter tuning results df

* fix typos

* remove blank code cell

* grammar correction

* Add subsection

* Split different parameter optimsiation examples
2020-05-07 10:04:22 -07:00
above-c-level
9168dcf11d
Removed redundant line in Prophet docstring (#1474) 2020-05-06 13:00:03 -07:00
Ben Letham
a3bf6c4cdc Switch R install instructions back to CRAN 2020-05-05 14:13:58 -07:00
Sean J. Taylor
3ccbd0e0e9
Merge pull request #1461 from hadley/dplyr-1.0.0
dplyr 1.0.0 compatibility
2020-04-28 18:02:10 -07:00
Sean J. Taylor
3d19c1335e
Merge pull request #1458 from bearloga/master
{rstantools}-based compilation
2020-04-28 16:12:46 -07:00
Hadley Wickham
cded5c41b0 Fix failure with dplyr 1.0.0
I'm not sure why a data frame ends up with names and a tibble does not, but it doesn't seem like an important enough problem to investigate in detail, and this is a simple fix.
2020-04-28 17:51:36 -05:00
Mikhail Popov
25e2b88765 {rstantools}-based compilation
+ cleans up Stan model compilation by switching over to the rstantools-based workflow (see https://mc-stan.org/rstantools/articles/minimal-rstan-package.html for more info)
+ minor documentation change: {devtools} -> {remotes}, which is better for end-users
+ adds RStudio project file which makes it easier for community to get started with contributing to the package
2020-04-28 16:06:17 -04:00
Chris Benson
98f2a7be18
Fix Issue with Pickling Models in Python3.6 because of Logger Attribute (#1452)
* Fix issue with pickeling models due to logger

* Fixes Model Pickle Error in Python3.6 as described in #1361
2020-04-28 12:30:31 -07:00
Tom Augspurger
5fe3be86c5
Parallel Cross Validation (#1434)
* API: Refactor to parallel / cf

* Added Dask-based parallelism

* fix test

* cover bad parallel

* avoid multiprocess issue under setuptools tests

* Update notebook docs

* fix docstring

* install note

* arbitrary object

* fixups

* fixups

* fixups

* remove unused import
2020-04-28 12:25:41 -07:00
Ben Letham
59e374b1ad Change R install instructions from CRAN to github 2020-04-27 18:11:16 -07:00
Chanran Kim
309035cb97
Update seasonality,_holiday_effects,_and_regressors.ipynb (#1440)
To solve the #1391 Problem
2020-04-23 13:18:27 -07:00
Mitchell O'Hara-Wild
578b78a8f3
Use system.file() to obtain package installation path (#1435) 2020-04-23 13:06:36 -07:00
Ben Letham
6cd14438c6 Update version in serialize test 2020-04-04 08:43:28 -07:00
Ben Letham
231200ffaa mark dev version 2020-04-04 08:28:42 -07:00
Ben Letham
c943d966b4
Add functions for serializing to/from JSON (#1414)
* Add functions for serializing to/from JSON

* Fix list vs. series type issue, track version

* Avoid DateTimeIndex

* bugfix

* another fix

* Fix copy test

* Fix issue with pre-epoch dates

* Handle empty datetime series
2020-04-04 08:23:27 -07:00
Marco Fusi
3c69ce3312
modified cross_validation to allow custom cutoffs (#1402)
* modified cross_validation to allow custom cutoffs

* moved set period, initials and identify larg. seas

* modified the diagnostics and added the test

* reverted cv default value tests and added a new custom cutoff test

* reorganized to raise the seasonality period warning message even if cutoffs are manually specified

* moved the initials vs. seasonality check

* changed assertCountEqual to assertItemsEqual in cv

* modified to test lengths instread of cutoff values

Co-authored-by: Fusi Marco <Marco.Fusi@valuelab.it>
2020-03-26 16:36:02 -07:00
Mitzi Morris
d22922d08c
sampling iters arg name, logic changes (#1389)
* sampling iters arg name, logic changes

* Bump cmdstanpy version in requirements to 0.9.5

* Change Model to CmdStanModel

Co-authored-by: Ben Letham <bletham@gmail.com>
2020-03-24 14:33:52 -07:00
sheikheddy
e9771c862d
Holidays in United Arab Emirates (#1390)
Added official holidays of the UAE. Our dates for Eid are slightly longer than other countries. I tried to keep the style consistent with what's already there.  We need to add this and Belarus to the docs here: https://facebook.github.io/prophet/docs/seasonality,_holiday_effects,_and_regressors.html#built-in-country-holidays
2020-03-23 16:25:12 -07:00
Ben Letham
d9bea61969 Remvoe no longer necessary test 2020-03-09 15:20:25 -07:00
Ben Letham
44ceaa8d8b Don't use tqdm with multiprocessing starmap 2020-03-09 12:48:14 -07:00
Ryan Nazareth
39c619dbf7
Running Cross-Validation with Multiprocessing Option (#1356)
* Add multiprocessing Pool and create function for single cutoff forecast

* add params to single forecast function

* Add iterable for input params for pool

* Add docstring for single cutoff forecast func

* Add check for multiprocessing in test_cross_validation

* check ofr is None and is True and add better description for multiprocess in docstring

* Raise error if wrong args chosen and add test

* fix conflicts

* Change arg to True/False, model.kwargs

* docstring units and few more fixes

* change to iterator and add back tqdm to for loop

* add option in diagnosics notebook about multiprocessing option

* add extra test for checking calls to single forecast func
2020-03-09 12:25:01 -07:00
Dmitry
fd61fcbeeb
Holidays in Belarus + codestyle (#1380)
* Holidays in Belarus + codestyle

* Correction + changing hardcode with variable
2020-03-06 18:40:58 -08:00
Ryan Nazareth
0ca50cfb7f
Extract stanfit from model object in Py following cmdstanpy refactoring (#1353)
* add self.stan_fit in fit methods

* small changes to fix tests

* make changes to remove self.params from backend classes
2020-03-06 18:11:04 -08:00
Ben Letham
708ae20c04 lower tqdm required version 2020-03-04 16:03:22 -08:00
Ben Letham
d8dd2f53b7
Add progress bar to cross_validation (#1338)
* tqdm

* Added progress bar to the crossvalidation

In order to improve the user experiance a progress bar is added to the crossvalidation loop.

* Update requirements.txt

* Update python/fbprophet/diagnostics.py

* updated further

* Update requirements.txt
2020-03-04 16:01:02 -08:00
Ram Rachum
952b544928
Fix exception causes in 2 modules (#1370)
Co-authored-by: Ben Letham <bletham@gmail.com>
2020-03-03 17:34:06 -08:00
Christopher Suchanek
5842935f41
CmdStan related docs (#1352)
* updated readme

* docs

* fixes

Co-authored-by: Ben Letham <bletham@gmail.com>
2020-03-03 16:42:13 -08:00
JayCarraway
560077c8a7
Add possibility of selecting province of country for creation of holiday (#1340)
dataframe
2020-03-03 16:24:48 -08:00
Ryan Nazareth
0efd3d2abd
Update doc with recommended changepoint prior scales (#1335) 2020-03-03 14:47:52 -08:00
Ryan Nazareth
47961c01af
update quick start notebook plotly 4.0 plot (#1333) 2020-03-03 14:42:12 -08:00
Sean Taylor
8306ae3519 Updated changelog 2020-03-03 11:33:52 -08:00
Sean Taylor
3a4539f199 New ignores 2020-03-02 13:20:12 -08:00
Sean Taylor
6bbac0c47b Store compiled model in platform specific location 2020-03-02 13:20:12 -08:00
Sean Taylor
192b9160a7 Dep for building the vignette + ignore libs + rebuild docs 2020-03-02 13:20:12 -08:00
Sean Taylor
83e2479699 Replace deprecated functions 2020-03-02 13:20:12 -08:00
dependabot[bot]
1f6a265839
Bump nokogiri from 1.10.4 to 1.10.8 in /docs (#1360)
Bumps [nokogiri](https://github.com/sparklemotion/nokogiri) from 1.10.4 to 1.10.8.
- [Release notes](https://github.com/sparklemotion/nokogiri/releases)
- [Changelog](https://github.com/sparklemotion/nokogiri/blob/master/CHANGELOG.md)
- [Commits](https://github.com/sparklemotion/nokogiri/compare/v1.10.4...v1.10.8)

Signed-off-by: dependabot[bot] <support@github.com>
2020-02-28 14:32:05 -08:00
Ben Letham
46e5611983 R defer model compiling to first fit, to remove compiling from onLoad per CRAN 2020-02-19 21:30:08 -08:00
Sean Taylor
101dd50e31 Delay some imports to allow installation w/o deps 2020-02-17 17:20:20 -08:00
Ryan Nazareth
59f34ebc5f
suppress plotly error logging (#1332)
* raise logging level to critical for plot module

* remove setlevel for plot logger
2020-02-17 15:00:14 -08:00
Christoph Deil
8c48f5b042
Remove logging.root basicConfig on fbprophet import (#1336) 2020-02-17 14:11:23 -08:00
Ben Letham
57990e6f50 Change backend logging from info to debug 2020-02-11 03:38:18 -08:00
Christopher Suchanek
9cce1527e9
Make sure to cleanup previous models files (#1319) 2020-02-10 18:22:37 -08:00
Ben Letham
bb242ea180 R documentation updates 2020-02-09 19:31:44 -08:00
Ben Letham
9413c1141e version bump 2020-02-09 19:16:05 -08:00
Christopher Suchanek
1d18adc0ba
Replaced pystan with cmdstanpy (#1083)
* changes

* added actual tests for fit method

* precision

* syntax

* sampling not working

* sampling seems to work

* sampling not working again

* sampling works, tests to be removed

* replaced data with rmse

* replace pystan with cmdstanpy

* cleanup

* cleanup

* test for newton

* added support for multiple backends

* minor fixes

* fixed comment

* added support for --test-slow flag

* fixed import

* reverted style change

* specify backend based on env variable

* fixes

* PR fixes
2020-02-07 14:34:08 -08:00
Jack Dent
496facb152
Use np.percentile if array does not contain NaNs (#1311)
Co-authored-by: jackd-stripe <41304233+jackd-stripe@users.noreply.github.com>
2020-02-05 10:10:01 -08:00
Ben Letham
5f97759669 Add plotly components plot to quickstart notebook 2020-02-04 16:03:18 -08:00
Ben Letham
69bd5a2aac Avoid pandas deprecation warning 2020-02-04 16:00:37 -08:00
Ben Letham
30e68fd467 Fix deprecation warning from plotly 2020-02-04 15:55:12 -08:00
Ben Letham
71ca505732 Add test for cross validation with invalid metrics 2020-02-04 15:40:04 -08:00