saymrwulf/prophet
1
0
Fork 0
mirror of https://github.com/saymrwulf/prophet.git synced 2026-09-05 20:30:32 +00:00
Code Issues Projects Releases Packages Wiki Activity Actions
311 commits 3 branches 20 tags 66 MiB
Commit graph

311 commits

This branch
This branch
All branches
Author SHA1 Message Date
bl
e21a05f4f9 Remove log transforms in the documentation by log transforming the CSVs, to avoid people thinking they have to log transform their data in order to use Prophet. 2018-05-30 15:34:41 -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
eecc1dd330 More documentation about custom changepoints 2018-05-30 12:37:47 -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
3571a90558 Specify ds format in documentation 2018-05-29 21:55:26 -07:00
Ben Letham
cdc313584e Switch future changepoint generation to fully continuous model 2018-05-29 21:47:11 -07:00
Ben Letham
5bcc1bc094 Clarification in diagnostics documentation 2018-05-29 17:10:34 -07:00
Ben Letham
688226de95 Add example of bad fit from subdaily data restricted to time window each day 2018-05-29 16:56:39 -07:00
Ben Letham
7277e6c3b2 Better error messaging for required columns ds and y 2018-05-29 16:17:59 -07:00
Ben Letham
44f82f6ea1 Add some clarifications to extra regressor documentation 2018-05-29 15:58:23 -07:00
Ben Letham
995c9b1518 Add example/explanation of Fourier order to documentation 2018-05-29 15:48:11 -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
4a8fb5921e In installation instructions say to install pytsan with pip prior to installing fbprophet with pip 2018-05-28 16:19:54 -07:00
Ben Letham
13976d07b7 Documentation: cross_validation with extra regressors requires multiple values 2018-05-28 15:13:58 -07:00
Ben Letham
d1ce6923d0 Documentation for visualizing significant changepoints 2018-05-28 14:54:07 -07:00
Ben Letham
fc27380825 List some packages that have been important for installing fbprophet in redhat 2018-05-28 14:42:27 -07:00
Ben Letham
3cdc092e5b Note about reinstalling fbprophet after upgrading pystan 2018-05-28 14:33:41 -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
916b3552af Documentation update for changepoint ranges 2018-05-25 17:05:46 -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
35c982b3ed Add reference to dygraph plot in documentation 2018-05-25 15:24:36 -07:00
Ben Letham
2d6e249391 Consistent plot styling in dygraph plot 2018-05-25 15:21:28 -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
ab09fbcd6e Remove vestigial reference to seasonal column 2018-05-16 12:42:45 -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
9a5752f019 Merge commit 2018-05-03 19:49:08 -07:00
Ben Letham
3e59bbdc84 Compute cross validation performance metrics on a rolling window 2018-05-03 19:48:41 -07:00
Anshuman Chhabra
c88e344c87 Removed semicolons from quick_start docs (#509) 2018-05-03 17:41:29 -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
Ben Letham
aa4e223152 Combine trend models into a single stan file (R) 2018-04-20 17:23:11 -07:00