prophet-rb 0.1.1 → 0.2.4

data/lib/prophet/holidays.rb

@@ -6,7 +6,7 @@ module Prophet
     end
 
     def make_holidays_df(year_list, country)
-      holidays_df.where(holidays_df["country"].eq(country) & holidays_df["year"].in(year_list))["ds", "holiday"]
+      holidays_df[(holidays_df["country"] == country) & (holidays_df["year"].in?(year_list))][["ds", "holiday"]]
     end
 
     # TODO marshal on installation
@@ -20,7 +20,7 @@ module Prophet
           holidays["country"] << row["country"]
           holidays["year"] << row["year"]
         end
-        Daru::DataFrame.new(holidays)
+        Rover::DataFrame.new(holidays)
       end
     end
   end

data/lib/prophet/plot.rb

@@ -8,16 +8,16 @@ module Prophet
         fig = ax.get_figure
       end
       fcst_t = to_pydatetime(fcst["ds"])
-      ax.plot(to_pydatetime(@history["ds"]), @history["y"].map(&:to_f), "k.")
-      ax.plot(fcst_t, fcst["yhat"].map(&:to_f), ls: "-", c: "#0072B2")
-      if fcst.vectors.include?("cap") && plot_cap
-        ax.plot(fcst_t, fcst["cap"].map(&:to_f), ls: "--", c: "k")
+      ax.plot(to_pydatetime(@history["ds"]), @history["y"].to_a, "k.")
+      ax.plot(fcst_t, fcst["yhat"].to_a, ls: "-", c: "#0072B2")
+      if fcst.include?("cap") && plot_cap
+        ax.plot(fcst_t, fcst["cap"].to_a, ls: "--", c: "k")
       end
-      if @logistic_floor && fcst.vectors.include?("floor") && plot_cap
-        ax.plot(fcst_t, fcst["floor"].map(&:to_f), ls: "--", c: "k")
+      if @logistic_floor && fcst.include?("floor") && plot_cap
+        ax.plot(fcst_t, fcst["floor"].to_a, ls: "--", c: "k")
       end
       if uncertainty && @uncertainty_samples
-        ax.fill_between(fcst_t, fcst["yhat_lower"].map(&:to_f), fcst["yhat_upper"].map(&:to_f), color: "#0072B2", alpha: 0.2)
+        ax.fill_between(fcst_t, fcst["yhat_lower"].to_a, fcst["yhat_upper"].to_a, color: "#0072B2", alpha: 0.2)
       end
       # Specify formatting to workaround matplotlib issue #12925
       locator = dates.AutoDateLocator.new(interval_multiples: false)
@@ -33,25 +33,25 @@ module Prophet
 
     def plot_components(fcst, uncertainty: true, plot_cap: true, weekly_start: 0, yearly_start: 0, figsize: nil)
       components = ["trend"]
-      if @train_holiday_names && fcst.vectors.include?("holidays")
+      if @train_holiday_names && fcst.include?("holidays")
         components << "holidays"
       end
       # Plot weekly seasonality, if present
-      if @seasonalities["weekly"] && fcst.vectors.include?("weekly")
+      if @seasonalities["weekly"] && fcst.include?("weekly")
         components << "weekly"
       end
       # Yearly if present
-      if @seasonalities["yearly"] && fcst.vectors.include?("yearly")
+      if @seasonalities["yearly"] && fcst.include?("yearly")
         components << "yearly"
       end
       # Other seasonalities
-      components.concat(@seasonalities.keys.select { |name| fcst.vectors.include?(name) && !["weekly", "yearly"].include?(name) }.sort)
+      components.concat(@seasonalities.keys.select { |name| fcst.include?(name) && !["weekly", "yearly"].include?(name) }.sort)
       regressors = {"additive" => false, "multiplicative" => false}
       @extra_regressors.each do |name, props|
         regressors[props[:mode]] = true
       end
       ["additive", "multiplicative"].each do |mode|
-        if regressors[mode] && fcst.vectors.include?("extra_regressors_#{mode}")
+        if regressors[mode] && fcst.include?("extra_regressors_#{mode}")
           components << "extra_regressors_#{mode}"
         end
       end
@@ -97,11 +97,11 @@ module Prophet
     def add_changepoints_to_plot(ax, fcst, threshold: 0.01, cp_color: "r", cp_linestyle: "--", trend: true)
       artists = []
       if trend
-        artists << ax.plot(to_pydatetime(fcst["ds"]), fcst["trend"].map(&:to_f), c: cp_color)
+        artists << ax.plot(to_pydatetime(fcst["ds"]), fcst["trend"].to_a, c: cp_color)
       end
       signif_changepoints =
         if @changepoints.size > 0
-          (@params["delta"].mean(axis: 0, nan: true).abs >= threshold).mask(@changepoints)
+          (@params["delta"].mean(axis: 0, nan: true).abs >= threshold).mask(@changepoints.to_numo)
         else
           []
         end
@@ -120,15 +120,15 @@ module Prophet
         ax = fig.add_subplot(111)
       end
       fcst_t = to_pydatetime(fcst["ds"])
-      artists += ax.plot(fcst_t, fcst[name].map(&:to_f), ls: "-", c: "#0072B2")
-      if fcst.vectors.include?("cap") && plot_cap
-        artists += ax.plot(fcst_t, fcst["cap"].map(&:to_f), ls: "--", c: "k")
+      artists += ax.plot(fcst_t, fcst[name].to_a, ls: "-", c: "#0072B2")
+      if fcst.include?("cap") && plot_cap
+        artists += ax.plot(fcst_t, fcst["cap"].to_a, ls: "--", c: "k")
       end
-      if @logistic_floor && fcst.vectors.include?("floor") && plot_cap
-        ax.plot(fcst_t, fcst["floor"].map(&:to_f), ls: "--", c: "k")
+      if @logistic_floor && fcst.include?("floor") && plot_cap
+        ax.plot(fcst_t, fcst["floor"].to_a, ls: "--", c: "k")
       end
       if uncertainty && @uncertainty_samples
-        artists += [ax.fill_between(fcst_t, fcst[name + "_lower"].map(&:to_f), fcst[name + "_upper"].map(&:to_f), color: "#0072B2", alpha: 0.2)]
+        artists += [ax.fill_between(fcst_t, fcst[name + "_lower"].to_a, fcst[name + "_upper"].to_a, color: "#0072B2", alpha: 0.2)]
       end
       # Specify formatting to workaround matplotlib issue #12925
       locator = dates.AutoDateLocator.new(interval_multiples: false)
@@ -145,17 +145,17 @@ module Prophet
     end
 
     def seasonality_plot_df(ds)
-      df_dict = {"ds" => ds, "cap" => [1.0] * ds.size, "floor" => [0.0] * ds.size}
+      df_dict = {"ds" => ds, "cap" => 1.0, "floor" => 0.0}
       @extra_regressors.each_key do |name|
-        df_dict[name] = [0.0] * ds.size
+        df_dict[name] = 0.0
       end
       # Activate all conditional seasonality columns
       @seasonalities.values.each do |props|
         if props[:condition_name]
-          df_dict[props[:condition_name]] = [true] * ds.size
+          df_dict[props[:condition_name]] = true
         end
       end
-      df = Daru::DataFrame.new(df_dict)
+      df = Rover::DataFrame.new(df_dict)
       df = setup_dataframe(df)
       df
     end
@@ -172,9 +172,9 @@ module Prophet
       df_w = seasonality_plot_df(days)
       seas = predict_seasonal_components(df_w)
       days = days.map { |v| v.strftime("%A") }
-      artists += ax.plot(days.size.times.to_a, seas[name].map(&:to_f), ls: "-", c: "#0072B2")
+      artists += ax.plot(days.size.times.to_a, seas[name].to_a, ls: "-", c: "#0072B2")
       if uncertainty && @uncertainty_samples
-        artists += [ax.fill_between(days.size.times.to_a, seas[name + "_lower"].map(&:to_f), seas[name + "_upper"].map(&:to_f), color: "#0072B2", alpha: 0.2)]
+        artists += [ax.fill_between(days.size.times.to_a, seas[name + "_lower"].to_a, seas[name + "_upper"].to_a, color: "#0072B2", alpha: 0.2)]
       end
       ax.grid(true, which: "major", c: "gray", ls: "-", lw: 1, alpha: 0.2)
       ax.set_xticks(days.size.times.to_a)
@@ -198,9 +198,9 @@ module Prophet
       days = 365.times.map { |i| start + i + yearly_start }
       df_y = seasonality_plot_df(days)
       seas = predict_seasonal_components(df_y)
-      artists += ax.plot(to_pydatetime(df_y["ds"]), seas[name].map(&:to_f), ls: "-", c: "#0072B2")
+      artists += ax.plot(to_pydatetime(df_y["ds"]), seas[name].to_a, ls: "-", c: "#0072B2")
       if uncertainty && @uncertainty_samples
-        artists += [ax.fill_between(to_pydatetime(df_y["ds"]), seas[name + "_lower"].map(&:to_f), seas[name + "_upper"].map(&:to_f), color: "#0072B2", alpha: 0.2)]
+        artists += [ax.fill_between(to_pydatetime(df_y["ds"]), seas[name + "_lower"].to_a, seas[name + "_upper"].to_a, color: "#0072B2", alpha: 0.2)]
       end
       ax.grid(true, which: "major", c: "gray", ls: "-", lw: 1, alpha: 0.2)
       months = dates.MonthLocator.new((1..12).to_a, bymonthday: 1, interval: 2)
@@ -231,9 +231,9 @@ module Prophet
       days = plot_points.times.map { |i| Time.at(start + i * step).utc }
       df_y = seasonality_plot_df(days)
       seas = predict_seasonal_components(df_y)
-      artists += ax.plot(to_pydatetime(df_y["ds"]), seas[name].map(&:to_f), ls: "-", c: "#0072B2")
+      artists += ax.plot(to_pydatetime(df_y["ds"]), seas[name].to_a, ls: "-", c: "#0072B2")
       if uncertainty && @uncertainty_samples
-        artists += [ax.fill_between(to_pydatetime(df_y["ds"]), seas[name + "_lower"].map(&:to_f), seas[name + "_upper"].map(&:to_f), color: "#0072B2", alpha: 0.2)]
+        artists += [ax.fill_between(to_pydatetime(df_y["ds"]), seas[name + "_lower"].to_a, seas[name + "_upper"].to_a, color: "#0072B2", alpha: 0.2)]
       end
       ax.grid(true, which: "major", c: "gray", ls: "-", lw: 1, alpha: 0.2)
       step = (finish - start) / (7 - 1).to_f
@@ -281,7 +281,7 @@ module Prophet
 
     def to_pydatetime(v)
       datetime = PyCall.import_module("datetime")
-      v.map { |v| datetime.datetime.utcfromtimestamp(v.to_i) }
+      v.map { |v| datetime.datetime.utcfromtimestamp(v.to_i) }.to_a
     end
   end
 end

data/lib/prophet/stan_backend.rb

@@ -127,7 +127,7 @@ module Prophet
       stan_data["t_change"] = stan_data["t_change"].to_a
       stan_data["s_a"] = stan_data["s_a"].to_a
       stan_data["s_m"] = stan_data["s_m"].to_a
-      stan_data["X"] = stan_data["X"].to_matrix.to_a
+      stan_data["X"] = stan_data["X"].to_numo.to_a
       stan_init["delta"] = stan_init["delta"].to_a
       stan_init["beta"] = stan_init["beta"].to_a
       [stan_init, stan_data]

data/lib/prophet/version.rb

@@ -1,3 +1,3 @@
 module Prophet
-  VERSION = "0.1.1"
+  VERSION = "0.2.4"
 end

data/stan/unix/prophet.stan

@@ -73,6 +73,15 @@ functions {
   ) {
     return (k + A * delta) .* t + (m + A * (-t_change .* delta));
   }
+
+  // Flat trend function
+
+  vector flat_trend(
+    real m,
+    int T
+  ) {
+    return rep_vector(m, T);
+  }
 }
 
 data {
@@ -86,7 +95,7 @@ data {
   matrix[T,K] X;        // Regressors
   vector[K] sigmas;     // Scale on seasonality prior
   real<lower=0> tau;    // Scale on changepoints prior
-  int trend_indicator;  // 0 for linear, 1 for logistic
+  int trend_indicator;  // 0 for linear, 1 for logistic, 2 for flat
   vector[K] s_a;        // Indicator of additive features
   vector[K] s_m;        // Indicator of multiplicative features
 }
@@ -104,6 +113,17 @@ parameters {
   vector[K] beta;           // Regressor coefficients
 }
 
+transformed parameters {
+  vector[T] trend;
+  if (trend_indicator == 0) {
+    trend = linear_trend(k, m, delta, t, A, t_change);
+  } else if (trend_indicator == 1) {
+    trend = logistic_trend(k, m, delta, t, cap, A, t_change, S);
+  } else if (trend_indicator == 2) {
+    trend = flat_trend(m, T);
+  }
+}
+
 model {
   //priors
   k ~ normal(0, 5);
@@ -113,19 +133,10 @@ model {
   beta ~ normal(0, sigmas);
 
   // Likelihood
-  if (trend_indicator == 0) {
-    y ~ normal(
-      linear_trend(k, m, delta, t, A, t_change)
-      .* (1 + X * (beta .* s_m))
-      + X * (beta .* s_a),
-      sigma_obs
-    );
-  } else if (trend_indicator == 1) {
-    y ~ normal(
-      logistic_trend(k, m, delta, t, cap, A, t_change, S)
-      .* (1 + X * (beta .* s_m))
-      + X * (beta .* s_a),
-      sigma_obs
-    );
-  }
+  y ~ normal(
+  trend
+  .* (1 + X * (beta .* s_m))
+  + X * (beta .* s_a),
+  sigma_obs
+  );
 }

data/stan/win/prophet.stan

@@ -47,7 +47,7 @@ functions {
     }
     return gamma;
   }
-  
+
   real[] logistic_trend(
     real k,
     real m,
@@ -94,6 +94,17 @@ functions {
     }
     return Y;
   }
+
+   // Flat trend function
+
+    real[] flat_trend(
+    real m,
+    int T
+  ) {
+    return rep_array(m, T);
+  }
+
+
 }
 
 data {
@@ -107,7 +118,7 @@ data {
   real X[T,K];         // Regressors
   vector[K] sigmas;     // Scale on seasonality prior
   real<lower=0> tau;    // Scale on changepoints prior
-  int trend_indicator;  // 0 for linear, 1 for logistic
+  int trend_indicator;  // 0 for linear, 1 for logistic, 2 for flat
   real s_a[K];          // Indicator of additive features
   real s_m[K];          // Indicator of multiplicative features
 }
@@ -135,6 +146,8 @@ transformed parameters {
     trend = linear_trend(k, m, delta, t, A, t_change, S, T);
   } else if (trend_indicator == 1) {
     trend = logistic_trend(k, m, delta, t, cap, A, t_change, S, T);
+  } else if (trend_indicator == 2){
+    trend = flat_trend(m, T);
   }
 
   for (i in 1:K) {

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: prophet-rb
 version: !ruby/object:Gem::Version
-  version: 0.1.1
+  version: 0.2.4
 platform: ruby
 authors:
 - Andrew Kane
-autorequire: 
+autorequire:
 bindir: bin
 cert_chain: []
-date: 2020-04-10 00:00:00.000000000 Z
+date: 2021-04-03 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: cmdstan
@@ -24,106 +24,36 @@ dependencies:
     - - ">="
       - !ruby/object:Gem::Version
         version: 0.1.2
-- !ruby/object:Gem::Dependency
-  name: daru
-  requirement: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-  type: :runtime
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
 - !ruby/object:Gem::Dependency
   name: numo-narray
   requirement: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
-        version: '0'
+        version: 0.9.1.7
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
-        version: '0'
-- !ruby/object:Gem::Dependency
-  name: bundler
-  requirement: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-  type: :development
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-- !ruby/object:Gem::Dependency
-  name: rake
-  requirement: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-  type: :development
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
+        version: 0.9.1.7
 - !ruby/object:Gem::Dependency
-  name: minitest
+  name: rover-df
   requirement: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '5'
-  type: :development
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '5'
-- !ruby/object:Gem::Dependency
-  name: matplotlib
-  requirement: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-  type: :development
-  prerelease: false
-  version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
         version: '0'
-- !ruby/object:Gem::Dependency
-  name: ruby-prof
-  requirement: !ruby/object:Gem::Requirement
-    requirements:
-    - - ">="
-      - !ruby/object:Gem::Version
-        version: '0'
-  type: :development
+  type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - ">="
       - !ruby/object:Gem::Version
         version: '0'
-description: 
-email: andrew@chartkick.com
+description:
+email: andrew@ankane.org
 executables: []
 extensions:
 - ext/prophet/extconf.rb
@@ -148,7 +78,7 @@ homepage: https://github.com/ankane/prophet
 licenses:
 - MIT
 metadata: {}
-post_install_message: 
+post_install_message:
 rdoc_options: []
 require_paths:
 - lib
@@ -163,8 +93,8 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.1.2
-signing_key: 
+rubygems_version: 3.2.3
+signing_key:
 specification_version: 4
 summary: Time series forecasting for Ruby
 test_files: []