Ben Letham
9928dc39ae
Fix missing kwarg
2018-11-02 17:27:45 -07:00
jope35
d432ff4a9e
add symmetric mean absolute percentage error ( #721 )
2018-11-02 13:08:40 -07:00
MT
ff65d1431f
Fix duplicate kwarg algorithm when newton fallback is selected ( #708 )
...
* fix issue #700 : duplicate kwarg algorithm
* fix spacing
* provide default to dict pop
2018-10-23 12:02:43 -07:00
S-Katagiri
e63f8cdfbd
change extra_regressors to OrderedDict ( #688 )
2018-10-18 18:07:42 -07:00
Florian Schäfer
55ca33891e
Figsize argument ( #706 )
...
* Add 'figsize' argument to all plotting methods
* Add docstrings for 'figsize' arguments
2018-10-18 18:04:53 -07:00
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
Ben Letham
ad095ac690
Add versions to build dependencies
2018-09-25 13:06:28 -07:00
Andrés Correa Casablanca
60c9503299
Add pyproject.toml to help dependency managers ( #685 )
...
Some dependency managers are able to use the information provided by the
`pyproject.toml` file.
It helps to provide install/build-time dependencies information, which is
currently the case with C/Cython-related packages.
2018-09-25 12:57:29 -07:00
Ben Letham
9f13d8b64f
Include requirements.txt in dist
2018-09-24 17:48:37 -07:00
Ben Letham
c1a3839382
Remove deprecated methods
2018-08-27 14:06:10 -07:00
Ben Letham
9f86b9e04b
now a dev version
2018-08-27 14:02:57 -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
Kevin Wilson
8d804fce0c
Explicitly use 64-bit integers in plot functions ( #577 )
...
If this is installed on a 32-bit system (rare nowadays, but they still exist) then the conversion to `int` from `timedelta64[ns]` in `plot_cross_validation_metric` will fail. This patch explicitly uses an `np.int64` for this conversion.
2018-06-18 14:15:16 -07:00
Sean J. Taylor
9beb1cb7e7
Version bumps before submitting new packages
2018-06-13 16:03:44 -07:00
Ben Letham
a5869505c0
Fix unittest for Py3.6 ordered dicts
2018-06-11 15:18:40 -07:00
Sean J. Taylor
bd2542e7fb
Post-release version due to bad package upload
2018-06-02 09:31:15 -07:00
Ben Letham
107f74f0f2
Allow constant extra regressors
2018-06-01 14:53:45 -07:00
bl
371e8a3bf4
Version bump
2018-05-30 17:02:47 -07:00
bl
f8775433c9
Remove vestigial comments, structure imports
2018-05-30 16:35:17 -07:00
bl
b96800e423
Replace assertions with error messages
2018-05-30 14:36:36 -07:00
bl
1b91fa3064
Fit if constant history and logistic growth
2018-05-30 14:33:04 -07:00
bl
a38aaa38c6
Stan fix for pystan 2.16
2018-05-30 14:23:37 -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
cdc313584e
Switch future changepoint generation to fully continuous model
2018-05-29 21:47:11 -07:00
Ben Letham
7277e6c3b2
Better error messaging for required columns ds and y
2018-05-29 16:17:59 -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
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
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
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
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
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
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