prophet/python
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
..
fbprophet Merge bugfixes from master into v0.3 (#393) 2017-12-22 16:30:18 -08:00
stan Extra regressors Py 2017-07-21 07:05:16 -07:00
LICENSE Copy of LICENSE in python repo 2017-02-24 14:34:32 -08:00
MANIFEST.in Fixes to get tests to run on Python 3 2017-09-08 08:56:25 -07:00
README Github organization change 2017-09-27 09:54:40 -07:00
requirements.txt Set up Travis to run the python tests. (#160) 2017-07-04 08:47:14 -07:00
setup.py Merge bugfixes from master into v0.3 (#393) 2017-12-22 16:30:18 -08:00

Prophet: Automatic Forecasting Procedure
========================================

Prophet is a procedure for forecasting time series data.  It is based on an additive model where non-linear trends are fit with yearly and weekly seasonality, plus holidays.  It works best with daily periodicity data with at least one year of historical data.  Prophet is robust to missing data, shifts in the trend, and large outliers.

Prophet is `open source software <https://code.facebook.com/projects/>`_ released by Facebook's `Core Data Science team <https://research.fb.com/category/data-science/>`_.

Full documentation and examples available at the homepage: https://facebook.github.io/prophet/

Important links
---------------

- HTML documentation: https://facebook.github.io/prophet/docs/quick_start.html
- Issue tracker: https://github.com/facebook/prophet/issues
- Source code repository: https://github.com/facebook/prophet
- Implementation of Prophet in R: https://cran.r-project.org/package=prophet


Other forecasting packages
--------------------------

- Rob Hyndman's `forecast package <http://robjhyndman.com/software/forecast/>`_
- `Statsmodels <http://statsmodels.sourceforge.net/>`_


Installation
------------

::

  $ pip install fbprophet


Note:  Installation requires PyStan, which has its `own installation instructions <http://pystan.readthedocs.io/en/latest/installation_beginner.html>`_.  On Windows, PyStan requires a compiler so you'll need to `follow the instructions<http://pystan.readthedocs.io/en/latest/windows.html>`_.  The key step is installing a recent `C++ compiler <http://landinghub.visualstudio.com/visual-cpp-build-tools>`_.

Example usage
-------------

::

  >>> from fbprophet import Prophet
  >>> m = Prophet()
  >>> m.fit(df)  # df is a pandas.DataFrame with 'y' and 'ds' columns
  >>> future = m.make_future_dataframe(periods=365)
  >>> m.predict(future)