prophet-rb 0.2.4 → 0.2.5

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 506ab7cfb738d7f7289db812134b2fb64d6371da66e7586a1bcc254b26c6fa1c
-  data.tar.gz: ed97303bb3563bdebe86cf9865ec04142e9b3fa0e3f7bfdea8ae6a8a2ff8570f
+  metadata.gz: ec194b65cb4bfd061bac7868cad435fea98df148fc7e129d8562c55ed3c91fcc
+  data.tar.gz: 45b9357d04a6c01a8d4ad6ce7888065b946e39cbfa743b650a41d5b12cf9989e
 SHA512:
-  metadata.gz: 5339ac3f8e7f26539137dc23b40d481013bc1ec082a008221edff00ea574ab08617956849e7cd221af40e9b12105630cbe294f8b5e2cfa1a33670d9c1fcd970c
-  data.tar.gz: 63b64fbef8414f65dfb39b7c266e780790f28b42cc6f2a0da415885b293c57ba309d50243e9d9ad2d61d93fe034017a31871cef26eed5e33b01cc651816eed3c
+  metadata.gz: cd67e017dac94994c960a42b59fb55f2c33560d9233bb2764581cef3154bc03bd75ba29283f8e51788fcde356f682e9fe487a5506ccb82ed10ab373b11774989
+  data.tar.gz: a07444bc2d9d6a29b6b09303b5d4cef60709a4a4be0a31d2a4526f79366696875b72a36923747b673f05b686c857a78be803f2475fbbc89ffb3dac4a1c856c07

data/CHANGELOG.md

@@ -1,3 +1,7 @@
+## 0.2.5 (2021-07-28)
+
+- Added `anomalies` method
+
 ## 0.2.4 (2021-04-02)
 
 - Added support for flat growth

data/README.md

@@ -48,6 +48,12 @@ series = User.group_by_day(:created_at).count
 Prophet.forecast(series)
 ```
 
+Detect anomalies in a time series
+
+```ruby
+Prophet.anomalies(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.

data/lib/prophet.rb

@@ -83,4 +83,14 @@ module Prophet
     end
     result.map { |v| [v["ds"], v["yhat"]] }.to_h
   end
+
+  def self.anomalies(series)
+    df = Rover::DataFrame.new(series.map { |k, v| {"ds" => k, "y" => v} })
+    m = Prophet.new(interval_width: 0.99)
+    m.logger.level = ::Logger::FATAL # no logging
+    m.fit(df)
+    forecast = m.predict(df)
+    # filter df["ds"] to ensure dates/times in same format as input
+    df["ds"][(df["y"] < forecast["yhat_lower"]) | (df["y"] > forecast["yhat_upper"])].to_a
+  end
 end

data/lib/prophet/version.rb

@@ -1,3 +1,3 @@
 module Prophet
-  VERSION = "0.2.4"
+  VERSION = "0.2.5"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: prophet-rb
 version: !ruby/object:Gem::Version
-  version: 0.2.4
+  version: 0.2.5
 platform: ruby
 authors:
 - Andrew Kane
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2021-04-03 00:00:00.000000000 Z
+date: 2021-07-29 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: cmdstan
@@ -93,7 +93,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.2.3
+rubygems_version: 3.2.22
 signing_key:
 specification_version: 4
 summary: Time series forecasting for Ruby