prophet/python/fbprophet/tests/test_prophet.py
2017-09-02 13:28:30 -07:00

597 lines
22 KiB
Python

# Copyright (c) 2017-present, Facebook, Inc.
# All rights reserved.
#
# This source code is licensed under the BSD-style license found in the
# LICENSE file in the root directory of this source tree. An additional grant
# of patent rights can be found in the PATENTS file in the same directory.
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
from __future__ import unicode_literals
import numpy as np
import pandas as pd
# fb-block 1 start
import os
import itertools
from unittest import TestCase
from fbprophet import Prophet
DATA = pd.read_csv(
os.path.join(os.path.dirname(__file__), 'data.csv'),
parse_dates=['ds'],
)
DATA2 = pd.read_csv(
os.path.join(os.path.dirname(__file__), 'data2.csv'),
parse_dates=['ds'],
)
# fb-block 1 end
# fb-block 2
class TestProphet(TestCase):
def test_fit_predict(self):
N = DATA.shape[0]
train = DATA.head(N // 2)
future = DATA.tail(N // 2)
forecaster = Prophet()
forecaster.fit(train)
forecaster.predict(future)
def test_fit_predict_no_seasons(self):
N = DATA.shape[0]
train = DATA.head(N // 2)
future = DATA.tail(N // 2)
forecaster = Prophet(weekly_seasonality=False, yearly_seasonality=False)
forecaster.fit(train)
forecaster.predict(future)
def test_fit_predict_no_changepoints(self):
N = DATA.shape[0]
train = DATA.head(N // 2)
future = DATA.tail(N // 2)
forecaster = Prophet(n_changepoints=0)
forecaster.fit(train)
forecaster.predict(future)
def test_fit_changepoint_not_in_history(self):
train = DATA[(DATA['ds'] < '2013-01-01') | (DATA['ds'] > '2014-01-01')]
train[(train['ds'] > '2014-01-01')] += 20
future = pd.DataFrame({'ds': DATA['ds']})
forecaster = Prophet(changepoints=['2013-06-06'])
forecaster.fit(train)
forecaster.predict(future)
def test_fit_predict_duplicates(self):
N = DATA.shape[0]
train1 = DATA.head(N // 2).copy()
train2 = DATA.head(N // 2).copy()
train2['y'] += 10
train = train1.append(train2)
future = pd.DataFrame({'ds': DATA['ds'].tail(N // 2)})
forecaster = Prophet()
forecaster.fit(train)
forecaster.predict(future)
def test_fit_predict_constant_history(self):
N = DATA.shape[0]
train = DATA.head(N // 2).copy()
train['y'] = 20
future = pd.DataFrame({'ds': DATA['ds'].tail(N // 2)})
m = Prophet()
m.fit(train)
fcst = m.predict(future)
self.assertEqual(fcst['yhat'].values[-1], 20)
train['y'] = 0
future = pd.DataFrame({'ds': DATA['ds'].tail(N // 2)})
m = Prophet()
m.fit(train)
fcst = m.predict(future)
self.assertEqual(fcst['yhat'].values[-1], 0)
def test_setup_dataframe(self):
m = Prophet()
N = DATA.shape[0]
history = DATA.head(N // 2).copy()
history = m.setup_dataframe(history, initialize_scales=True)
self.assertTrue('t' in history)
self.assertEqual(history['t'].min(), 0.0)
self.assertEqual(history['t'].max(), 1.0)
self.assertTrue('y_scaled' in history)
self.assertEqual(history['y_scaled'].max(), 1.0)
def test_logistic_floor(self):
m = Prophet(growth='logistic')
N = DATA.shape[0]
history = DATA.head(N // 2).copy()
history['floor'] = 10.
history['cap'] = 80.
future = DATA.tail(N // 2).copy()
future['cap'] = 80.
future['floor'] = 10.
m.fit(history)
self.assertTrue(m.logistic_floor)
self.assertTrue('floor' in m.history)
self.assertAlmostEqual(m.history['y_scaled'][0], 1.)
fcst1 = m.predict(future)
m2 = Prophet(growth='logistic')
history2 = history.copy()
history2['y'] += 10.
history2['floor'] += 10.
history2['cap'] += 10.
future['cap'] += 10.
future['floor'] += 10.
m2.fit(history2)
self.assertAlmostEqual(m2.history['y_scaled'][0], 1.)
fcst2 = m2.predict(future)
fcst2['yhat'] -= 10.
# Check for approximate shift invariance
self.assertTrue((np.abs(fcst1['yhat'] - fcst2['yhat']) < 1).all())
def test_get_changepoints(self):
m = Prophet()
N = DATA.shape[0]
history = DATA.head(N // 2).copy()
history = m.setup_dataframe(history, initialize_scales=True)
m.history = history
m.set_changepoints()
cp = m.changepoints_t
self.assertEqual(cp.shape[0], m.n_changepoints)
self.assertEqual(len(cp.shape), 1)
self.assertTrue(cp.min() > 0)
self.assertTrue(cp.max() < N)
mat = m.get_changepoint_matrix()
self.assertEqual(mat.shape[0], N // 2)
self.assertEqual(mat.shape[1], m.n_changepoints)
def test_get_zero_changepoints(self):
m = Prophet(n_changepoints=0)
N = DATA.shape[0]
history = DATA.head(N // 2).copy()
history = m.setup_dataframe(history, initialize_scales=True)
m.history = history
m.set_changepoints()
cp = m.changepoints_t
self.assertEqual(cp.shape[0], 1)
self.assertEqual(cp[0], 0)
mat = m.get_changepoint_matrix()
self.assertEqual(mat.shape[0], N // 2)
self.assertEqual(mat.shape[1], 1)
def test_override_n_changepoints(self):
m = Prophet()
history = DATA.head(20).copy()
history = m.setup_dataframe(history, initialize_scales=True)
m.history = history
m.set_changepoints()
self.assertEqual(m.n_changepoints, 15)
cp = m.changepoints_t
self.assertEqual(cp.shape[0], 15)
def test_fourier_series_weekly(self):
mat = Prophet.fourier_series(DATA['ds'], 7, 3)
# These are from the R forecast package directly.
true_values = np.array([
0.7818315, 0.6234898, 0.9749279, -0.2225209, 0.4338837, -0.9009689,
])
self.assertAlmostEqual(np.sum((mat[0] - true_values)**2), 0.0)
def test_fourier_series_yearly(self):
mat = Prophet.fourier_series(DATA['ds'], 365.25, 3)
# These are from the R forecast package directly.
true_values = np.array([
0.7006152, -0.7135393, -0.9998330, 0.01827656, 0.7262249, 0.6874572,
])
self.assertAlmostEqual(np.sum((mat[0] - true_values)**2), 0.0)
def test_growth_init(self):
model = Prophet(growth='logistic')
history = DATA.iloc[:468].copy()
history['cap'] = history['y'].max()
history = model.setup_dataframe(history, initialize_scales=True)
k, m = model.linear_growth_init(history)
self.assertAlmostEqual(k, 0.3055671)
self.assertAlmostEqual(m, 0.5307511)
k, m = model.logistic_growth_init(history)
self.assertAlmostEqual(k, 1.507925, places=4)
self.assertAlmostEqual(m, -0.08167497, places=4)
def test_piecewise_linear(self):
model = Prophet()
t = np.arange(11.)
m = 0
k = 1.0
deltas = np.array([0.5])
changepoint_ts = np.array([5])
y = model.piecewise_linear(t, deltas, k, m, changepoint_ts)
y_true = np.array([0.0, 1.0, 2.0, 3.0, 4.0, 5.0,
6.5, 8.0, 9.5, 11.0, 12.5])
self.assertEqual((y - y_true).sum(), 0.0)
t = t[8:]
y_true = y_true[8:]
y = model.piecewise_linear(t, deltas, k, m, changepoint_ts)
self.assertEqual((y - y_true).sum(), 0.0)
def test_piecewise_logistic(self):
model = Prophet()
t = np.arange(11.)
cap = np.ones(11) * 10
m = 0
k = 1.0
deltas = np.array([0.5])
changepoint_ts = np.array([5])
y = model.piecewise_logistic(t, cap, deltas, k, m, changepoint_ts)
y_true = np.array([5.000000, 7.310586, 8.807971, 9.525741, 9.820138,
9.933071, 9.984988, 9.996646, 9.999252, 9.999833,
9.999963])
self.assertAlmostEqual((y - y_true).sum(), 0.0, places=5)
t = t[8:]
y_true = y_true[8:]
cap = cap[8:]
y = model.piecewise_logistic(t, cap, deltas, k, m, changepoint_ts)
self.assertAlmostEqual((y - y_true).sum(), 0.0, places=5)
def test_holidays(self):
holidays = pd.DataFrame({
'ds': pd.to_datetime(['2016-12-25']),
'holiday': ['xmas'],
'lower_window': [-1],
'upper_window': [0],
})
model = Prophet(holidays=holidays)
df = pd.DataFrame({
'ds': pd.date_range('2016-12-20', '2016-12-31')
})
feats, priors = model.make_holiday_features(df['ds'])
# 11 columns generated even though only 8 overlap
self.assertEqual(feats.shape, (df.shape[0], 2))
self.assertEqual((feats.sum(0) - np.array([1.0, 1.0])).sum(), 0)
self.assertEqual(priors, [10., 10.]) # Default prior
holidays = pd.DataFrame({
'ds': pd.to_datetime(['2016-12-25']),
'holiday': ['xmas'],
'lower_window': [-1],
'upper_window': [10],
})
feats, priors = Prophet(holidays=holidays).make_holiday_features(df['ds'])
# 12 columns generated even though only 8 overlap
self.assertEqual(feats.shape, (df.shape[0], 12))
self.assertEqual(priors, list(10. * np.ones(12)))
# Check prior specifications
holidays = pd.DataFrame({
'ds': pd.to_datetime(['2016-12-25', '2017-12-25']),
'holiday': ['xmas', 'xmas'],
'lower_window': [-1, -1],
'upper_window': [0, 0],
'prior_scale': [5., 5.],
})
feats, priors = Prophet(holidays=holidays).make_holiday_features(df['ds'])
self.assertEqual(priors, [5., 5.])
# 2 different priors
holidays2 = pd.DataFrame({
'ds': pd.to_datetime(['2012-06-06', '2013-06-06']),
'holiday': ['seans-bday'] * 2,
'lower_window': [0] * 2,
'upper_window': [1] * 2,
'prior_scale': [8] * 2,
})
holidays2 = pd.concat((holidays, holidays2))
feats, priors = Prophet(holidays=holidays2).make_holiday_features(df['ds'])
self.assertEqual(priors, [8., 8., 5., 5.])
holidays2 = pd.DataFrame({
'ds': pd.to_datetime(['2012-06-06', '2013-06-06']),
'holiday': ['seans-bday'] * 2,
'lower_window': [0] * 2,
'upper_window': [1] * 2,
})
holidays2 = pd.concat((holidays, holidays2))
feats, priors = Prophet(
holidays=holidays2, holidays_prior_scale=4
).make_holiday_features(df['ds'])
self.assertEqual(priors, [4., 4., 5., 5.])
# Check incompatible priors
holidays = pd.DataFrame({
'ds': pd.to_datetime(['2016-12-25', '2016-12-27']),
'holiday': ['xmasish', 'xmasish'],
'lower_window': [-1, -1],
'upper_window': [0, 0],
'prior_scale': [5., 6.],
})
with self.assertRaises(ValueError):
Prophet(holidays=holidays).make_holiday_features(df['ds'])
def test_fit_with_holidays(self):
holidays = pd.DataFrame({
'ds': pd.to_datetime(['2012-06-06', '2013-06-06']),
'holiday': ['seans-bday'] * 2,
'lower_window': [0] * 2,
'upper_window': [1] * 2,
})
model = Prophet(holidays=holidays, uncertainty_samples=0)
model.fit(DATA).predict()
def test_make_future_dataframe(self):
N = 468
train = DATA.head(N // 2)
forecaster = Prophet()
forecaster.fit(train)
future = forecaster.make_future_dataframe(periods=3, freq='D',
include_history=False)
correct = pd.DatetimeIndex(['2013-04-26', '2013-04-27', '2013-04-28'])
self.assertEqual(len(future), 3)
for i in range(3):
self.assertEqual(future.iloc[i]['ds'], correct[i])
future = forecaster.make_future_dataframe(periods=3, freq='M',
include_history=False)
correct = pd.DatetimeIndex(['2013-04-30', '2013-05-31', '2013-06-30'])
self.assertEqual(len(future), 3)
for i in range(3):
self.assertEqual(future.iloc[i]['ds'], correct[i])
def test_auto_weekly_seasonality(self):
# Should be enabled
N = 15
train = DATA.head(N)
m = Prophet()
self.assertEqual(m.weekly_seasonality, 'auto')
m.fit(train)
self.assertIn('weekly', m.seasonalities)
self.assertEqual(m.seasonalities['weekly'],
{'period': 7, 'fourier_order': 3, 'prior_scale': 10.})
# Should be disabled due to too short history
N = 9
train = DATA.head(N)
m = Prophet()
m.fit(train)
self.assertNotIn('weekly', m.seasonalities)
m = Prophet(weekly_seasonality=True)
m.fit(train)
self.assertIn('weekly', m.seasonalities)
# Should be False due to weekly spacing
train = DATA.iloc[::7, :]
m = Prophet()
m.fit(train)
self.assertNotIn('weekly', m.seasonalities)
m = Prophet(weekly_seasonality=2, seasonality_prior_scale=3.)
m.fit(DATA)
self.assertEqual(m.seasonalities['weekly'],
{'period': 7, 'fourier_order': 2, 'prior_scale': 3.})
def test_auto_yearly_seasonality(self):
# Should be enabled
m = Prophet()
self.assertEqual(m.yearly_seasonality, 'auto')
m.fit(DATA)
self.assertIn('yearly', m.seasonalities)
self.assertEqual(
m.seasonalities['yearly'],
{'period': 365.25, 'fourier_order': 10, 'prior_scale': 10.},
)
# Should be disabled due to too short history
N = 240
train = DATA.head(N)
m = Prophet()
m.fit(train)
self.assertNotIn('yearly', m.seasonalities)
m = Prophet(yearly_seasonality=True)
m.fit(train)
self.assertIn('yearly', m.seasonalities)
m = Prophet(yearly_seasonality=7, seasonality_prior_scale=3.)
m.fit(DATA)
self.assertEqual(
m.seasonalities['yearly'],
{'period': 365.25, 'fourier_order': 7, 'prior_scale': 3.},
)
def test_auto_daily_seasonality(self):
# Should be enabled
m = Prophet()
self.assertEqual(m.daily_seasonality, 'auto')
m.fit(DATA2)
self.assertIn('daily', m.seasonalities)
self.assertEqual(m.seasonalities['daily'],
{'period': 1, 'fourier_order': 4, 'prior_scale': 10.})
# Should be disabled due to too short history
N = 430
train = DATA2.head(N)
m = Prophet()
m.fit(train)
self.assertNotIn('daily', m.seasonalities)
m = Prophet(daily_seasonality=True)
m.fit(train)
self.assertIn('daily', m.seasonalities)
m = Prophet(daily_seasonality=7, seasonality_prior_scale=3.)
m.fit(DATA2)
self.assertEqual(m.seasonalities['daily'],
{'period': 1, 'fourier_order': 7, 'prior_scale': 3.})
m = Prophet()
m.fit(DATA)
self.assertNotIn('daily', m.seasonalities)
def test_subdaily_holidays(self):
holidays = pd.DataFrame({
'ds': pd.to_datetime(['2017-01-02']),
'holiday': ['special_day'],
})
m = Prophet(holidays=holidays)
m.fit(DATA2)
fcst = m.predict()
self.assertEqual(sum(fcst['special_day'] == 0), 575)
def test_custom_seasonality(self):
holidays = pd.DataFrame({
'ds': pd.to_datetime(['2017-01-02']),
'holiday': ['special_day'],
'prior_scale': [4.],
})
m = Prophet(holidays=holidays)
m.add_seasonality(name='monthly', period=30, fourier_order=5,
prior_scale=2.)
self.assertEqual(m.seasonalities['monthly'],
{'period': 30, 'fourier_order': 5, 'prior_scale': 2.})
with self.assertRaises(ValueError):
m.add_seasonality(name='special_day', period=30, fourier_order=5)
with self.assertRaises(ValueError):
m.add_seasonality(name='trend', period=30, fourier_order=5)
m.add_seasonality(name='weekly', period=30, fourier_order=5)
# Test priors
m = Prophet(holidays=holidays, yearly_seasonality=False)
m.add_seasonality(name='monthly', period=30, fourier_order=5,
prior_scale=2.)
m.fit(DATA.copy())
seasonal_features, prior_scales = m.make_all_seasonality_features(
m.history)
if seasonal_features.columns[0] == 'monthly_delim_1':
true = [2.] * 10 + [10.] * 6 + [4.]
else:
true = [10.] * 6 + [2.] * 10 + [4.]
self.assertEqual(prior_scales, true)
def test_added_regressors(self):
m = Prophet()
m.add_regressor('binary_feature', prior_scale=0.2)
m.add_regressor('numeric_feature', prior_scale=0.5)
m.add_regressor('binary_feature2', standardize=True)
df = DATA.copy()
df['binary_feature'] = [0] * 255 + [1] * 255
df['numeric_feature'] = range(510)
with self.assertRaises(ValueError):
# Require all regressors in df
m.fit(df)
df['binary_feature2'] = [1] * 100 + [0] * 410
m.fit(df)
# Check that standardizations are correctly set
self.assertEqual(
m.extra_regressors['binary_feature'],
{'prior_scale': 0.2, 'mu': 0, 'std': 1, 'standardize': 'auto'},
)
self.assertEqual(
m.extra_regressors['numeric_feature']['prior_scale'], 0.5)
self.assertEqual(
m.extra_regressors['numeric_feature']['mu'], 254.5)
self.assertAlmostEqual(
m.extra_regressors['numeric_feature']['std'], 147.368585, places=5)
self.assertEqual(
m.extra_regressors['binary_feature2']['prior_scale'], 10.)
self.assertAlmostEqual(
m.extra_regressors['binary_feature2']['mu'], 0.1960784, places=5)
self.assertAlmostEqual(
m.extra_regressors['binary_feature2']['std'], 0.3974183, places=5)
# Check that standardization is done correctly
df2 = m.setup_dataframe(df.copy())
self.assertEqual(df2['binary_feature'][0], 0)
self.assertAlmostEqual(df2['numeric_feature'][0], -1.726962, places=4)
self.assertAlmostEqual(df2['binary_feature2'][0], 2.022859, places=4)
# Check that feature matrix and prior scales are correctly constructed
seasonal_features, prior_scales = m.make_all_seasonality_features(df2)
self.assertIn('binary_feature', seasonal_features)
self.assertIn('numeric_feature', seasonal_features)
self.assertIn('binary_feature2', seasonal_features)
self.assertEqual(seasonal_features.shape[1], 29)
self.assertEqual(set(prior_scales[26:]), set([0.2, 0.5, 10.]))
# Check that forecast components are reasonable
future = pd.DataFrame({
'ds': ['2014-06-01'],
'binary_feature': [0],
'numeric_feature': [10],
})
with self.assertRaises(ValueError):
m.predict(future)
future['binary_feature2'] = 0
fcst = m.predict(future)
self.assertEqual(fcst.shape[1], 31)
self.assertEqual(fcst['binary_feature'][0], 0)
self.assertAlmostEqual(
fcst['extra_regressors'][0],
fcst['numeric_feature'][0] + fcst['binary_feature2'][0],
)
self.assertAlmostEqual(
fcst['seasonalities'][0],
fcst['yearly'][0] + fcst['weekly'][0],
)
self.assertAlmostEqual(
fcst['seasonal'][0],
fcst['seasonalities'][0] + fcst['extra_regressors'][0],
)
self.assertAlmostEqual(
fcst['yhat'][0],
fcst['trend'][0] + fcst['seasonal'][0],
)
def test_copy(self):
# These values are created except for its default values
products = itertools.product(
['linear', 'logistic'], # growth
[None, pd.to_datetime(['2016-12-25'])], # changepoints
[3], # n_changepoints
[True, False], # yearly_seasonality
[True, False], # weekly_seasonality
[True, False], # daily_seasonality
[None, pd.DataFrame({'ds': pd.to_datetime(['2016-12-25']), 'holiday': ['x']})], # holidays
[1.1], # seasonality_prior_scale
[1.1], # holidays_prior_scale
[0.1], # changepoint_prior_scale
[100], # mcmc_samples
[0.9], # interval_width
[200] # uncertainty_samples
)
# Values should be copied correctly
for product in products:
m1 = Prophet(*product)
m2 = m1.copy()
self.assertEqual(m1.growth, m2.growth)
self.assertEqual(m1.n_changepoints, m2.n_changepoints)
self.assertEqual(m1.changepoints, m2.changepoints)
self.assertEqual(m1.yearly_seasonality, m2.yearly_seasonality)
self.assertEqual(m1.weekly_seasonality, m2.weekly_seasonality)
self.assertEqual(m1.daily_seasonality, m2.daily_seasonality)
if m1.holidays is None:
self.assertEqual(m1.holidays, m2.holidays)
else:
self.assertTrue((m1.holidays == m2.holidays).values.all())
self.assertEqual(m1.seasonality_prior_scale, m2.seasonality_prior_scale)
self.assertEqual(m1.changepoint_prior_scale, m2.changepoint_prior_scale)
self.assertEqual(m1.holidays_prior_scale, m2.holidays_prior_scale)
self.assertEqual(m1.mcmc_samples, m2.mcmc_samples)
self.assertEqual(m1.interval_width, m2.interval_width)
self.assertEqual(m1.uncertainty_samples, m2.uncertainty_samples)
# Check for cutoff
changepoints = pd.date_range('2012-06-15', '2012-09-15')
cutoff = pd.Timestamp('2012-07-25')
m1 = Prophet(changepoints=changepoints)
m1.fit(DATA)
m2 = m1.copy(cutoff=cutoff)
changepoints = changepoints[changepoints <= cutoff]
self.assertTrue((changepoints == m2.changepoints).all())