prophet/python/fbprophet/tests/test_diagnostics.py
2019-05-21 11:40:04 -07:00

246 lines
11 KiB
Python

# Copyright (c) Facebook, Inc. and its affiliates.
# This source code is licensed under the MIT license found in the
# LICENSE file in the root directory of this source tree.
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
from __future__ import unicode_literals
import itertools
import os
from unittest import TestCase
import numpy as np
import pandas as pd
from fbprophet import Prophet
from fbprophet import diagnostics
DATA_all = pd.read_csv(
os.path.join(os.path.dirname(__file__), 'data.csv'), parse_dates=['ds']
)
DATA = DATA_all.head(100)
class TestDiagnostics(TestCase):
def __init__(self, *args, **kwargs):
super(TestDiagnostics, self).__init__(*args, **kwargs)
# Use first 100 record in data.csv
self.__df = DATA
def test_cross_validation(self):
m = Prophet()
m.fit(self.__df)
# Calculate the number of cutoff points(k)
horizon = pd.Timedelta('4 days')
period = pd.Timedelta('10 days')
initial = pd.Timedelta('115 days')
df_cv = diagnostics.cross_validation(
m, horizon='4 days', period='10 days', initial='115 days')
self.assertEqual(len(np.unique(df_cv['cutoff'])), 3)
self.assertEqual(max(df_cv['ds'] - df_cv['cutoff']), horizon)
self.assertTrue(min(df_cv['cutoff']) >= min(self.__df['ds']) + initial)
dc = df_cv['cutoff'].diff()
dc = dc[dc > pd.Timedelta(0)].min()
self.assertTrue(dc >= period)
self.assertTrue((df_cv['cutoff'] < df_cv['ds']).all())
# Each y in df_cv and self.__df with same ds should be equal
df_merged = pd.merge(df_cv, self.__df, 'left', on='ds')
self.assertAlmostEqual(
np.sum((df_merged['y_x'] - df_merged['y_y']) ** 2), 0.0)
df_cv = diagnostics.cross_validation(
m, horizon='4 days', period='10 days', initial='135 days')
self.assertEqual(len(np.unique(df_cv['cutoff'])), 1)
with self.assertRaises(ValueError):
diagnostics.cross_validation(
m, horizon='10 days', period='10 days', initial='140 days')
def test_cross_validation_logistic(self):
df = self.__df.copy()
df['cap'] = 40
m = Prophet(growth='logistic').fit(df)
df_cv = diagnostics.cross_validation(
m, horizon='1 days', period='1 days', initial='140 days')
self.assertEqual(len(np.unique(df_cv['cutoff'])), 2)
self.assertTrue((df_cv['cutoff'] < df_cv['ds']).all())
df_merged = pd.merge(df_cv, self.__df, 'left', on='ds')
self.assertAlmostEqual(
np.sum((df_merged['y_x'] - df_merged['y_y']) ** 2), 0.0)
def test_cross_validation_extra_regressors(self):
df = self.__df.copy()
df['extra'] = range(df.shape[0])
df['is_conditional_week'] = np.arange(df.shape[0]) // 7 % 2
m = Prophet()
m.add_seasonality(name='monthly', period=30.5, fourier_order=5)
m.add_seasonality(name='conditional_weekly', period=7, fourier_order=3,
prior_scale=2., condition_name='is_conditional_week')
m.add_regressor('extra')
m.fit(df)
df_cv = diagnostics.cross_validation(
m, horizon='4 days', period='4 days', initial='135 days')
self.assertEqual(len(np.unique(df_cv['cutoff'])), 2)
period = pd.Timedelta('4 days')
dc = df_cv['cutoff'].diff()
dc = dc[dc > pd.Timedelta(0)].min()
self.assertTrue(dc >= period)
self.assertTrue((df_cv['cutoff'] < df_cv['ds']).all())
df_merged = pd.merge(df_cv, self.__df, 'left', on='ds')
self.assertAlmostEqual(
np.sum((df_merged['y_x'] - df_merged['y_y']) ** 2), 0.0)
def test_cross_validation_default_value_check(self):
m = Prophet()
m.fit(self.__df)
# Default value of initial should be equal to 3 * horizon
df_cv1 = diagnostics.cross_validation(
m, horizon='32 days', period='10 days')
df_cv2 = diagnostics.cross_validation(
m, horizon='32 days', period='10 days', initial='96 days')
self.assertAlmostEqual(
((df_cv1['y'] - df_cv2['y']) ** 2).sum(), 0.0)
self.assertAlmostEqual(
((df_cv1['yhat'] - df_cv2['yhat']) ** 2).sum(), 0.0)
def test_performance_metrics(self):
m = Prophet()
m.fit(self.__df)
df_cv = diagnostics.cross_validation(
m, horizon='4 days', period='10 days', initial='90 days')
# Aggregation level none
df_none = diagnostics.performance_metrics(df_cv, rolling_window=-1)
self.assertEqual(
set(df_none.columns),
{'horizon', 'coverage', 'mae', 'mape', 'mse', 'rmse'},
)
self.assertEqual(df_none.shape[0], 16)
# Aggregation level 0
df_0 = diagnostics.performance_metrics(df_cv, rolling_window=0)
self.assertEqual(len(df_0), 4)
self.assertEqual(len(df_0['horizon'].unique()), 4)
# Aggregation level 0.2
df_horizon = diagnostics.performance_metrics(df_cv, rolling_window=0.2)
self.assertEqual(len(df_horizon), 4)
self.assertEqual(len(df_horizon['horizon'].unique()), 4)
# Aggregation level all
df_all = diagnostics.performance_metrics(df_cv, rolling_window=1)
self.assertEqual(df_all.shape[0], 1)
for metric in ['mse', 'mape', 'mae', 'coverage']:
self.assertAlmostEqual(df_all[metric].values[0], df_none[metric].mean())
# Custom list of metrics
df_horizon = diagnostics.performance_metrics(
df_cv, metrics=['coverage', 'mse'],
)
self.assertEqual(
set(df_horizon.columns),
{'coverage', 'mse', 'horizon'},
)
# Skip MAPE
df_cv.loc[0, 'y'] = 0.
df_horizon = diagnostics.performance_metrics(
df_cv, metrics=['coverage', 'mape'],
)
self.assertEqual(
set(df_horizon.columns),
{'coverage', 'horizon'},
)
df_horizon = diagnostics.performance_metrics(
df_cv, metrics=['mape'],
)
self.assertIsNone(df_horizon)
def test_rolling_mean(self):
x = np.arange(10)
h = np.arange(10)
df = diagnostics.rolling_mean_by_h(x=x, h=h, w=1, name='x')
self.assertTrue(np.array_equal(x, df['x'].values))
self.assertTrue(np.array_equal(h, df['horizon'].values))
df = diagnostics.rolling_mean_by_h(x, h, w=4, name='x')
self.assertTrue(np.allclose(x[3:] - 1.5, df['x'].values))
self.assertTrue(np.array_equal(np.arange(3, 10), df['horizon'].values))
h = np.array([1., 2., 3., 4., 4., 4., 4., 4., 7., 7.])
x_true = np.array([1.0, 5.0 , 22. / 3])
h_true = np.array([3., 4., 7.])
df = diagnostics.rolling_mean_by_h(x, h, w=3, name='x')
self.assertTrue(np.allclose(x_true, df['x'].values))
self.assertTrue(np.array_equal(h_true, df['horizon'].values))
df = diagnostics.rolling_mean_by_h(x, h, w=10, name='x')
self.assertTrue(np.allclose(np.array([7.]), df['horizon'].values))
self.assertTrue(np.allclose(np.array([4.5]), df['x'].values))
def test_copy(self):
df = DATA_all.copy()
df['cap'] = 200.
df['binary_feature'] = [0] * 255 + [1] * 255
# These values are created except for its default values
holiday = pd.DataFrame(
{'ds': pd.to_datetime(['2016-12-25']), 'holiday': ['x']})
products = itertools.product(
['linear', 'logistic'], # growth
[None, pd.to_datetime(['2016-12-25'])], # changepoints
[3], # n_changepoints
[0.9], # changepoint_range
[True, False], # yearly_seasonality
[True, False], # weekly_seasonality
[True, False], # daily_seasonality
[None, holiday], # holidays
['additive', 'multiplicative'], # seasonality_mode
[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)
m1.country_holidays = 'US'
m1.history = m1.setup_dataframe(
df.copy(), initialize_scales=True)
m1.set_auto_seasonalities()
m2 = diagnostics.prophet_copy(m1)
self.assertEqual(m1.growth, m2.growth)
self.assertEqual(m1.n_changepoints, m2.n_changepoints)
self.assertEqual(m1.changepoint_range, m2.changepoint_range)
self.assertEqual(m1.changepoints, m2.changepoints)
self.assertEqual(False, m2.yearly_seasonality)
self.assertEqual(False, m2.weekly_seasonality)
self.assertEqual(False, m2.daily_seasonality)
self.assertEqual(
m1.yearly_seasonality, 'yearly' in m2.seasonalities)
self.assertEqual(
m1.weekly_seasonality, 'weekly' in m2.seasonalities)
self.assertEqual(
m1.daily_seasonality, 'daily' in m2.seasonalities)
if m1.holidays is None:
self.assertEqual(m1.holidays, m2.holidays)
else:
self.assertTrue((m1.holidays == m2.holidays).values.all())
self.assertEqual(m1.country_holidays, m2.country_holidays)
self.assertEqual(m1.seasonality_mode, m2.seasonality_mode)
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 and custom seasonality and extra regressors
changepoints = pd.date_range('2012-06-15', '2012-09-15')
cutoff = pd.Timestamp('2012-07-25')
m1 = Prophet(changepoints=changepoints)
m1.add_seasonality('custom', 10, 5)
m1.add_regressor('binary_feature')
m1.fit(df)
m2 = diagnostics.prophet_copy(m1, cutoff=cutoff)
changepoints = changepoints[changepoints <= cutoff]
self.assertTrue((changepoints == m2.changepoints).all())
self.assertTrue('custom' in m2.seasonalities)
self.assertTrue('binary_feature' in m2.extra_regressors)