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70 commits

Author SHA1 Message Date
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
Ben Letham
71ca505732 Add test for cross validation with invalid metrics 2020-02-04 15:40:04 -08:00
Ben Letham
be25372090 improvements in docstrings and testing for disabling uncertainty 2020-02-04 13:22:08 -08:00
Ben Letham
6e51130f28 Use fit kwargs in cross validation (#1040) 2020-02-03 17:02:23 -08:00
baogorek
b1c6f5dd9b minor style changes 2020-01-27 13:25:56 -08:00
baogorek
3a6a338ac2 Style modifications to fbprophet 2020-01-27 13:25:56 -08:00
Ryan Nazareth
31c54d53be Modify assertion statement for ignoring ordering of columns to pass on travis 2019-11-06 15:25:09 -08:00
Ryan Nazareth
da05c039ee Add second check for uncertainty=False 2019-11-06 15:25:09 -08:00
Ryan Nazareth
3134c7ff5a Add test for cv in diagnostics 2019-11-06 15:25:09 -08:00
Ryan Nazareth
c9e3a83188 Add test for disabling uncertainty 2019-11-06 15:25:09 -08:00
Maxim Grishin
ca9a49d328 Add test for MCMC with 0 changepoints 2019-11-06 15:23:21 -08:00
Florian Roessler
5bc6565c11 Add test and fix for issue #891 2019-09-28 17:12:33 -07:00
Louis Potok
4225bb5fc1 Add mdape to all diagnostics, and fix rolling median behavior. 2019-06-21 15:28:29 -07:00
Louis Potok
1b01ab9f76 add function and test for rolling median 2019-06-21 15:28:29 -07:00
Daniel Scally
0e0f1a607a Adding validation to Prophet.add_seasonality to prevent user setting fourier_order <= 0 2019-05-31 10:21:09 -07:00
Ben Letham
7ff33137eb Change to MIT license 2019-05-21 11:40:04 -07:00
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