prophet-rb 0.2.0 → 0.2.1

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 2b37dc1a6be57b67cd740727e0bf4ac0b3a4cf2e27ed19647b631094696787da
-  data.tar.gz: 892af24ebdd897d7dba904ed7b11a83390533666de13bb3f57172e26839ade3a
+  metadata.gz: 6469e3c9b0f7d026678845025284f37f7c72f875e19a5f245d9bbc745d348a38
+  data.tar.gz: f3be6a4488cf07a9b2b36f2ce8dd20e9c42aa4297b36b7c56d0ac16bbd6a28f2
 SHA512:
-  metadata.gz: 53bc289290cf1a7861419634a057253f3727994c2e911247af0adf7e39688a15c019e180274cb8dd1e2a140e94dafc90ef7ff996319446b535c5f08a9090a990
-  data.tar.gz: 6b4ecdfcfb03f3e9da68f244fd8d25f5f9bee9a854bdc4d9f68d4907f59260a485df323eb70cc60cdc68e1c1e0d5e9b5431313785bd22da72758fd90fbda7bd2
+  metadata.gz: 6476dc943d7a23bf74e84a8fec345009b4587e1e514e9b8e22b32fdd02e44a0f60870eb918b5cb097cd47f1da3e9ad8481098f6800736eadc31fffd7db266f75
+  data.tar.gz: e831ae81325d98e12a3b53bf3e68f87fdc953ad8cba1f22daca5cd375c822a9d39e5f192a4c40eeaf5c62c852955fce3b300680538988a7449069fc3de25fefb

data/CHANGELOG.md

@@ -1,3 +1,7 @@
+## 0.2.1 (2020-07-15)
+
+- Added `forecast` method
+
 ## 0.2.0 (2020-05-13)
 
 - Switched from Daru to Rover

data/README.md

@@ -20,11 +20,39 @@ Add this line to your application’s Gemfile:
 gem 'prophet-rb'
 ```
 
-## Documentation
+## Simple API
 
-Check out the [Prophet documentation](https://facebook.github.io/prophet/docs/quick_start.html) for a great explanation of all of the features. The Ruby API follows the Python API and supports the same features.
+Get future predictions for a time series
 
-## Quick Start
+```ruby
+series = {
+  Date.parse("2020-01-01") => 100,
+  Date.parse("2020-01-02") => 150,
+  Date.parse("2020-01-03") => 136,
+  # ...
+}
+
+Prophet.forecast(series)
+```
+
+Specify the number of predictions to return
+
+```ruby
+Prophet.forecast(series, count: 3)
+```
+
+Works great with [Groupdate](https://github.com/ankane/groupdate)
+
+```ruby
+series = User.group_by_day(:created_at).count
+Prophet.forecast(series)
+```
+
+## Advanced API
+
+Check out the [Prophet documentation](https://facebook.github.io/prophet/docs/quick_start.html) for a great explanation of all of the features. The advanced API follows the Python API and supports the same features. It uses [Rover](https://github.com/ankane/rover) for data frames.
+
+## Advanced Quick Start
 
 [Explanation](https://facebook.github.io/prophet/docs/quick_start.html)
 
@@ -32,7 +60,7 @@ Create a data frame with `ds` and `y` columns - here’s [an example](examples/e
 
 ```ruby
 df = Rover.read_csv("example_wp_log_peyton_manning.csv")
-df.head(5)
+df.head
 ```
 
 ds | y
@@ -54,7 +82,7 @@ Make a data frame with a `ds` column for future predictions
 
 ```ruby
 future = m.make_future_dataframe(periods: 365)
-future.tail(5)
+future.tail
 ```
 
 ds |
@@ -69,7 +97,7 @@ Make predictions
 
 ```ruby
 forecast = m.predict(future)
-forecast["ds", "yhat", "yhat_lower", "yhat_upper"].tail(5)
+forecast[["ds", "yhat", "yhat_lower", "yhat_upper"]].tail
 ```
 
 ds | yhat | yhat_lower | yhat_upper
@@ -147,20 +175,20 @@ Create a data frame with `holiday` and `ds` columns. Include all occurrences in
 
 ```ruby
 playoffs = Rover::DataFrame.new(
-  "holiday" => ["playoff"] * 14,
+  "holiday" => "playoff",
   "ds" => ["2008-01-13", "2009-01-03", "2010-01-16",
            "2010-01-24", "2010-02-07", "2011-01-08",
            "2013-01-12", "2014-01-12", "2014-01-19",
            "2014-02-02", "2015-01-11", "2016-01-17",
            "2016-01-24", "2016-02-07"],
-  "lower_window" => [0] * 14,
-  "upper_window" => [1] * 14
+  "lower_window" => 0,
+  "upper_window" => 1
 )
 superbowls = Rover::DataFrame.new(
-  "holiday" => ["superbowl"] * 3,
+  "holiday" => "superbowl",
   "ds" => ["2010-02-07", "2014-02-02", "2016-02-07"],
-  "lower_window" => [0] * 3,
-  "upper_window" => [1] * 3
+  "lower_window" => 0,
+  "upper_window" => 1
 )
 holidays = playoffs.concat(superbowls)
 
@@ -246,6 +274,15 @@ forecast = m.predict(future)
 
 - [Forecasting at Scale](https://peerj.com/preprints/3190.pdf)
 
+## Upgrading
+
+### 0.2.0
+
+Prophet now uses [Rover](https://github.com/ankane/rover) instead of Daru. Two changes you may need to make are:
+
+- `Rover.read_csv` instead of `Daru::DataFrame.from_csv`
+- `df[["ds", "yhat"]]` instead of `df["ds", "yhat"]`
+
 ## Credits
 
 This library was ported from the [Prophet Python library](https://github.com/facebook/prophet) and is available under the same license.

data/lib/prophet.rb

@@ -20,4 +20,42 @@ module Prophet
   def self.new(**kwargs)
     Forecaster.new(**kwargs)
   end
+
+  # to add time support in future, see
+  # https://github.com/ankane/prophet/commit/06e3562835cbcf06b8431f3a91fe2618d4703eb7
+  def self.forecast(series, count: 10)
+    raise ArgumentError, "Series must have at least 10 data points" if series.size < 10
+
+    keys = series.keys
+    bad_key = keys.find { |k| !k.is_a?(Date) }
+    raise ArgumentError, "Expected Date, got #{bad_key.class.name}" if bad_key
+
+    week = keys.map { |k| k.wday }.uniq.size == 1
+    month = keys.all? { |k| k.day == 1 }
+    quarter = month && keys.all? { |k| k.month % 3 == 1 }
+    year = quarter && keys.all? { |k| k.month == 1 }
+
+    freq =
+      if year
+        "YS"
+      elsif quarter
+        "QS"
+      elsif month
+        "MS"
+      elsif week
+        "W"
+      else
+        "D"
+      end
+
+    df = Rover::DataFrame.new({"ds" => series.keys, "y" => series.values})
+
+    m = Prophet.new
+    m.logger.level = ::Logger::FATAL # no logging
+    m.fit(df)
+
+    future = m.make_future_dataframe(periods: count, include_history: false, freq: freq)
+    forecast = m.predict(future)
+    forecast[["ds", "yhat"]].to_a.map { |v| [v["ds"].to_date, v["yhat"]] }.to_h
+  end
 end

data/lib/prophet/forecaster.rb

@@ -911,9 +911,22 @@ module Prophet
         dates = (periods + 1).times.map { |i| last_date + i * week }
       when "MS"
         dates = [last_date]
+        # TODO reset day from last date, but keep time
         periods.times do
           dates << dates.last.to_datetime.next_month.to_time.utc
         end
+      when "QS"
+        dates = [last_date]
+        # TODO reset day and month from last date, but keep time
+        periods.times do
+          dates << dates.last.to_datetime.next_month.next_month.next_month.to_time.utc
+        end
+      when "YS"
+        dates = [last_date]
+        # TODO reset day and month from last date, but keep time
+        periods.times do
+          dates << dates.last.to_datetime.next_year.to_time.utc
+        end
       else
         raise ArgumentError, "Unknown freq: #{freq}"
       end

data/lib/prophet/version.rb

@@ -1,3 +1,3 @@
 module Prophet
-  VERSION = "0.2.0"
+  VERSION = "0.2.1"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: prophet-rb
 version: !ruby/object:Gem::Version
-  version: 0.2.0
+  version: 0.2.1
 platform: ruby
 authors:
 - Andrew Kane
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2020-05-14 00:00:00.000000000 Z
+date: 2020-07-15 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: cmdstan