prophet-rb 0.2.2 → 0.2.3

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data/CHANGELOG.md

@@ -1,3 +1,7 @@
+## 0.2.3 (2020-10-14)
+
+- Added support for times to `forecast` method
+
 ## 0.2.2 (2020-07-26)
 
 - Fixed error with constant series

data/LICENSE.txt

@@ -1,7 +1,7 @@
 MIT License
 
-Copyright (c) 2020 Andrew Kane
 Copyright (c) Facebook, Inc. and its affiliates.
+Copyright (c) 2020 Andrew Kane
 
 Permission is hereby granted, free of charge, to any person obtaining
 a copy of this software and associated documentation files (the

data/README.md

@@ -118,7 +118,7 @@ Plot the forecast
 m.plot(forecast).savefig("forecast.png")
 ```
 
-![Forecast](https://blazer.dokkuapp.com/assets/prophet/forecast-a9d43195b8ad23703eda7bb8b52b8a758efb4699e2313f32d7bbdfaa2f4275f6.png)
+![Forecast](https://blazer.dokkuapp.com/assets/prophet/forecast-77cf453fda67d1b462c6c22aee3a02572203b71c4517fedecc1f438cd374a876.png)
 
 Plot components
 
@@ -126,7 +126,7 @@ Plot components
 m.plot_components(forecast).savefig("components.png")
 ```
 
-![Components](https://blazer.dokkuapp.com/assets/prophet/components-b9e31bfcf77e57bbd503c0bcff5e5544e66085b90709b06dd96c5f622a87d84f.png)
+![Components](https://blazer.dokkuapp.com/assets/prophet/components-2cdd260e23bc89824ecca25f6bfe394deb5821d60b7e0e551469c90d204acd67.png)
 
 ## Saturating Forecasts
 

data/lib/prophet.rb

@@ -21,19 +21,22 @@ module Prophet
     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
 
+    # check type to determine output format
+    # check for before converting to time
     keys = series.keys
-    bad_key = keys.find { |k| !k.is_a?(Date) }
-    raise ArgumentError, "Expected Date, got #{bad_key.class.name}" if bad_key
+    dates = keys.all? { |k| k.is_a?(Date) }
+    time_zone = keys.first.time_zone if keys.first.respond_to?(:time_zone)
+    utc = keys.first.utc? if keys.first.respond_to?(:utc?)
+    times = keys.map(&:to_time)
 
-    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 }
+    day = times.all? { |t| t.hour == 0 && t.min == 0 && t.sec == 0 && t.nsec == 0 }
+    week = day && times.map { |k| k.wday }.uniq.size == 1
+    month = day && times.all? { |k| k.day == 1 }
+    quarter = month && times.all? { |k| k.month % 3 == 1 }
+    year = quarter && times.all? { |k| k.month == 1 }
 
     freq =
       if year
@@ -44,10 +47,20 @@ module Prophet
         "MS"
       elsif week
         "W"
-      else
+      elsif day
         "D"
+      else
+        diff = Rover::Vector.new(times).sort.diff.to_numo[1..-1]
+        min_diff = diff.min.to_i
+
+        # could be another common divisor
+        # but keep it simple for now
+        raise "Unknown frequency" unless (diff % min_diff).eq(0).all?
+
+        "#{min_diff}S"
       end
 
+    # use series, not times, so dates are handled correctly
     df = Rover::DataFrame.new({"ds" => series.keys, "y" => series.values})
 
     m = Prophet.new
@@ -56,6 +69,18 @@ module Prophet
 
     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
+    result = forecast[["ds", "yhat"]].to_a
+
+    # use the same format as input
+    if dates
+      result.each { |v| v["ds"] = v["ds"].to_date }
+    elsif time_zone
+      result.each { |v| v["ds"] = v["ds"].in_time_zone(time_zone) }
+    elsif utc
+      result.each { |v| v["ds"] = v["ds"].utc }
+    else
+      result.each { |v| v["ds"] = v["ds"].localtime }
+    end
+    result.map { |v| [v["ds"], v["yhat"]] }.to_h
   end
 end

data/lib/prophet/forecaster.rb

@@ -901,6 +901,9 @@ module Prophet
       # TODO add more freq
       # https://pandas.pydata.org/pandas-docs/stable/user_guide/timeseries.html#timeseries-offset-aliases
       case freq
+      when /\A\d+S\z/
+        secs = freq.to_i
+        dates = (periods + 1).times.map { |i| last_date + i * secs }
       when "H"
         hour = 3600
         dates = (periods + 1).times.map { |i| last_date + i * hour }

data/lib/prophet/version.rb

@@ -1,3 +1,3 @@
 module Prophet
-  VERSION = "0.2.2"
+  VERSION = "0.2.3"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: prophet-rb
 version: !ruby/object:Gem::Version
-  version: 0.2.2
+  version: 0.2.3
 platform: ruby
 authors:
 - Andrew Kane
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2020-07-26 00:00:00.000000000 Z
+date: 2020-10-15 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: cmdstan
@@ -122,6 +122,34 @@ dependencies:
     - - ">="
       - !ruby/object:Gem::Version
         version: '0'
+- !ruby/object:Gem::Dependency
+  name: activesupport
+  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: tzinfo-data
+  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'
 description: 
 email: andrew@chartkick.com
 executables: []