Commit graph

23 commits

Author SHA1 Message Date
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
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
Mpho Mphego
f16e22731f Update and rename README to README.md and Unicode strings (#766)
* Update and rename README to README.md and Unicode strings

Updated Readme file and converted from rst to markdown.
String contains ascii characters (converted to unicode string)

Signed-off-by: Mpho Mphego mpho112@gmail.com

* Deprecated import `from __future__ import unicode_literals` removed and ran isort module
https://mail.python.org/pipermail/python-dev/2016-December/147009.html

Included setuptool-git in the requirement.txt and updated `setup.py`
Reasons for this are highlighted here -> https://github.com/msabramo/setuptools-git#usage
2018-12-20 15:33:23 -08:00
Ben Letham
c9f1ccaa63 Version bump; test fixes; R build 2018-12-03 22:21:37 -08:00
Ben Letham
f44285038c Allow setting other handlers in the logging 2018-12-03 16:29:07 -08:00
jope35
d432ff4a9e add symmetric mean absolute percentage error (#721) 2018-11-02 13:08:40 -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
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
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
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
3afdaaf4e1 Move copy from method to function in diagnostics file 2018-05-03 11:42:10 -07:00
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
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
bl
2f9b20b2d3 Documentation for cross validation 2017-09-02 10:53:38 -07:00
bletham
cc3238acb7 Saturating minimum for logistic growth Py 2017-08-28 09:06:00 -07:00
bletham
3c09448018 Add cross-validation functions in R 2017-08-26 14:31:33 -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