Commit graph

35 commits

Author SHA1 Message Date
RaymondMcT
e665430adc
Improved execution time of rolling_mean_by_h (#2142) 2022-05-24 22:28:58 +10:00
Ben Letham
a4b31cd70b Refactor R cross validation to match Py function structure 2021-03-04 14:04:48 -08:00
Ben Letham
4e99ac686e Validate custom cutoffs for data range (R #1650) 2021-03-03 17:59:24 -08:00
Pawel Kranzberg
ad3832bb19
Add SMAPE to diagnostics.R (#1711)
* Add SMAPE to diagnostics.R

Add symmetric mean absolute percentage error.
Include mdape and smape as default performance metrics.

* Add SMAPE to diagnostics.R

Add symmetric mean absolute percentage error.
Include mdape and smape as default performance metrics.

* sMAPE minor code formatting improvements

* Fixed smape function in diagnostics.R
2020-11-09 10:42:20 -08:00
Ben Letham
dd9a6a4161 resolve R check note 2020-08-18 19:14:16 -07:00
Ben Letham
a519043f1b Fix bug in changepoint handling in prophet_copy (#1529) 2020-08-17 16:24:34 -07:00
Ryan Nazareth
f16d9df333
Add mdape performance metric to R (#1472)
* add test and initial function for mdape in R

* Add separate rolling_median_func and tests

* Modify rolling median function

* fix syntax in rolling median function

* sort by h

* R/diagnostics.R

* update .rd docs and notebook

* Add mdape to performance metrics params docstring
2020-05-20 12:28:50 -07:00
Ryan Nazareth
16e632a695
Add custom cutoff option to R (#1484)
* Add test for custom cutoff cv

* implement custom cutoff logic in cv function

* add docstring

* add description in notebook and rebuild .Rd docs

* fix bug and add test case for period is NULL

* replace s.POSIXct set_date
2020-05-15 14:32:54 -07:00
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
Ben Letham
4fcecdb3df Fix bugs that were introduced into R cross validation 2020-02-03 16:18:46 -08:00
ben-schwen
5b58ad13cb fix output of valid metrics in performance_metrics 2020-01-27 13:53:11 -08:00
bl
c7a150312a Bugfix for R uncertainty sample handling 2019-10-18 17:06:58 -07:00
Ryan Nazareth
eb797eefaa Adapt model cv with 0 uncertainty samples and fix performance metrics 2019-10-07 14:17:54 -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
Ben Letham
c8f2e8f847 Warn in cross validation if initial period is less than seasonality (#557), and fix bug that can produce error if period > initial 2019-05-03 08:40:20 -07:00
Olof Höjvall
0092638abe Added conditional seasonality for R (#894) 2019-03-22 10:43:52 -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
Sean J. Taylor
4f224e5ec7 Merge of v0.3 into master 2018-06-02 10:50:58 -07:00
Ben Letham
e0cf400e23 R check cleanups 2018-05-30 23:19:56 -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
7c010aac51 Multiplicative seasonality (R) 2018-05-15 10:07:38 -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
3afdaaf4e1 Move copy from method to function in diagnostics file 2018-05-03 11:42:10 -07:00
Ben Letham
a6d68497f1 Revert "Merge branch 'v0.3' into master"
This reverts commit 011a292427, reversing
changes made to 5d453c1d05.
2017-12-22 16:32:54 -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
Ben Letham
011a292427
Merge branch 'v0.3' into master 2017-12-22 16:29:52 -08:00
bletham
5d453c1d05 Fix missing columns in SHF with extra regressor 2017-11-09 21:19:51 -08:00
Bernie Gray
1e30462779 efficiency and robustness improvements for R package (#308)
* efficiency improvements in r package

* add drop = FALSE to df subsetting

* adding two more drop = FALSE

* add back in global var vector

* revert to previous style of piecewise_linear, piecewise_logistic

* more reversion

* even more reversion

* revert get_changepoint_matrix

* trying to pinpoint issues

* more debugginh

* tests finally pass

* last commit of pr

* last commit of pr

* add utils to imports
2017-10-17 16:33:11 -07:00
bl
2f9b20b2d3 Documentation for cross validation 2017-09-02 10:53:38 -07:00
Ben Letham
2ddcf54930 Saturating minimum R 2017-09-01 11:16:59 -07:00
bletham
3c09448018 Add cross-validation functions in R 2017-08-26 14:31:33 -07:00