Ben Letham
cdc313584e
Switch future changepoint generation to fully continuous model
2018-05-29 21:47:11 -07:00
Ben Letham
5bcc1bc094
Clarification in diagnostics documentation
2018-05-29 17:10:34 -07:00
Ben Letham
688226de95
Add example of bad fit from subdaily data restricted to time window each day
2018-05-29 16:56:39 -07:00
Ben Letham
7277e6c3b2
Better error messaging for required columns ds and y
2018-05-29 16:17:59 -07:00
Ben Letham
44f82f6ea1
Add some clarifications to extra regressor documentation
2018-05-29 15:58:23 -07:00
Ben Letham
995c9b1518
Add example/explanation of Fourier order to documentation
2018-05-29 15:48:11 -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
4a8fb5921e
In installation instructions say to install pytsan with pip prior to installing fbprophet with pip
2018-05-28 16:19:54 -07:00
Ben Letham
13976d07b7
Documentation: cross_validation with extra regressors requires multiple values
2018-05-28 15:13:58 -07:00
Ben Letham
d1ce6923d0
Documentation for visualizing significant changepoints
2018-05-28 14:54:07 -07:00
Ben Letham
fc27380825
List some packages that have been important for installing fbprophet in redhat
2018-05-28 14:42:27 -07:00
Ben Letham
3cdc092e5b
Note about reinstalling fbprophet after upgrading pystan
2018-05-28 14:33:41 -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
916b3552af
Documentation update for changepoint ranges
2018-05-25 17:05:46 -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
35c982b3ed
Add reference to dygraph plot in documentation
2018-05-25 15:24:36 -07:00
Ben Letham
2d6e249391
Consistent plot styling in dygraph plot
2018-05-25 15:21:28 -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
ab09fbcd6e
Remove vestigial reference to seasonal column
2018-05-16 12:42:45 -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
9a5752f019
Merge commit
2018-05-03 19:49:08 -07:00
Ben Letham
3e59bbdc84
Compute cross validation performance metrics on a rolling window
2018-05-03 19:48:41 -07:00
Anshuman Chhabra
c88e344c87
Removed semicolons from quick_start docs ( #509 )
2018-05-03 17:41:29 -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
aa4e223152
Combine trend models into a single stan file (R)
2018-04-20 17:23:11 -07:00
Ben Letham
1f84fa960f
Move changepoint matrix calculation into stan (R)
2018-04-20 15:20:38 -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
Nagi Teramo
14d5028a73
Implement metrics for time series forecasts ( #384 )
...
* Add metrics for model validation
* Update to reflect comments on Github
* Change all_metrics() implementation to more sophisticated style
* Update metrics functions
* Remove redundant argument
* Use v0.3 files for diagnostics.R and prophet.R
* Use v0.3 file for man/predict.prophet.Rd
* Change the interface and do some refactoring
2018-01-05 16:05:58 -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
Nagi Teramo
29275ac6e9
Add R setting for Travis CI ( #385 )
...
* Update .travis.yml
* Add status badge to README.md
* Update .travis.yml to change directory before install R
2017-12-22 16:13:11 -08:00
Ben Letham
07138f7deb
R package doc update for dygraph addition
2017-12-22 13:36:46 -08:00
