Commit graph

30 commits

Author SHA1 Message Date
Ben Letham
d9bea61969 Remvoe no longer necessary test 2020-03-09 15:20:25 -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
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
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
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
Ben Letham
7ff33137eb Change to MIT license 2019-05-21 11:40:04 -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
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
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
cb0b47994b Validation and tests for setting range for automatic changepoints 2018-05-25 16:45:24 -07:00
Ben Letham
8d8c5b41ce Multiplicative seasonality (Py) 2018-05-09 12:25:29 -07:00
Ben Letham
8e8e04858a Move copy test to test_diagnostics 2018-05-04 16:15:43 -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
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
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