prophet-rb 0.2.4 → 0.2.5
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- checksums.yaml +4 -4
- data/CHANGELOG.md +4 -0
- data/README.md +6 -0
- data/lib/prophet.rb +10 -0
- data/lib/prophet/version.rb +1 -1
- metadata +3 -3
checksums.yaml
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data/CHANGELOG.md
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data/README.md
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@@ -48,6 +48,12 @@ series = User.group_by_day(:created_at).count
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Prophet.forecast(series)
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```
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Detect anomalies in a time series
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```ruby
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Prophet.anomalies(series)
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```
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## Advanced API
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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.
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data/lib/prophet.rb
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@@ -83,4 +83,14 @@ module Prophet
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end
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result.map { |v| [v["ds"], v["yhat"]] }.to_h
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end
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def self.anomalies(series)
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df = Rover::DataFrame.new(series.map { |k, v| {"ds" => k, "y" => v} })
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m = Prophet.new(interval_width: 0.99)
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m.logger.level = ::Logger::FATAL # no logging
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m.fit(df)
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forecast = m.predict(df)
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# filter df["ds"] to ensure dates/times in same format as input
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df["ds"][(df["y"] < forecast["yhat_lower"]) | (df["y"] > forecast["yhat_upper"])].to_a
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end
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end
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data/lib/prophet/version.rb
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metadata
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--- !ruby/object:Gem::Specification
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name: prophet-rb
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version: !ruby/object:Gem::Version
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version: 0.2.
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version: 0.2.5
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platform: ruby
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authors:
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- Andrew Kane
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autorequire:
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bindir: bin
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cert_chain: []
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date: 2021-
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date: 2021-07-29 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: cmdstan
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- !ruby/object:Gem::Version
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version: '0'
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requirements: []
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rubygems_version: 3.2.
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rubygems_version: 3.2.22
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signing_key:
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specification_version: 4
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summary: Time series forecasting for Ruby
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