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https://github.com/saymrwulf/prophet.git
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40b170b95a
* add regressor summary fn for python * styling, docstring * update docstring * fix definition for multiplicative regressor, add tests * simpler shape test
41 lines
1.3 KiB
Python
41 lines
1.3 KiB
Python
# Copyright (c) Facebook, Inc. and its affiliates.
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# This source code is licensed under the MIT license found in the
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# LICENSE file in the root directory of this source tree.
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from __future__ import absolute_import
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from __future__ import division
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from __future__ import print_function
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from __future__ import unicode_literals
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import os
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from unittest import TestCase
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import numpy as np
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import pandas as pd
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from fbprophet import Prophet
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from fbprophet.utilities import regressor_coefficients
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DATA = pd.read_csv(
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os.path.join(os.path.dirname(__file__), 'data.csv'),
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parse_dates=['ds'],
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)
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class TestUtilities(TestCase):
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def test_regressor_coefficients(self):
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m = Prophet()
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N = DATA.shape[0]
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df = DATA.copy()
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np.random.seed(123)
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df['regr1'] = np.random.normal(size=N)
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df['regr2'] = np.random.normal(size=N)
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m.add_regressor('regr1', mode='additive')
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m.add_regressor('regr2', mode='multiplicative')
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m.fit(df)
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coefs = regressor_coefficients(m)
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self.assertTrue(coefs.shape == (2, 6))
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# No MCMC sampling, so lower and upper should be the same as mean
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self.assertTrue(np.array_equal(coefs['coef_lower'].values, coefs['coef'].values))
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self.assertTrue(np.array_equal(coefs['coef_upper'].values, coefs['coef'].values))
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