prophet-rb 0.2.5 → 0.3.2

checksums.yaml

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data/CHANGELOG.md

@@ -1,3 +1,16 @@
+## 0.3.2 (2022-05-15)
+
+- Added advanced API options to `forecast` and `anomalies` methods
+
+## 0.3.1 (2022-04-28)
+
+- Improved error message for missing columns
+
+## 0.3.0 (2022-04-24)
+
+- Switched to precompiled models
+- Dropped support for Ruby < 2.7
+
 ## 0.2.5 (2021-07-28)
 
 - Added `anomalies` method

data/README.md

@@ -10,18 +10,20 @@ Supports:
 
 And gracefully handles missing data
 
-[![Build Status](https://github.com/ankane/prophet/workflows/build/badge.svg?branch=master)](https://github.com/ankane/prophet/actions)
+[![Build Status](https://github.com/ankane/prophet-ruby/workflows/build/badge.svg?branch=master)](https://github.com/ankane/prophet-ruby/actions)
 
 ## Installation
 
 Add this line to your application’s Gemfile:
 
 ```ruby
-gem 'prophet-rb'
+gem "prophet-rb"
 ```
 
 ## Simple API
 
+### Forecasting
+
 Get future predictions for a time series
 
 ```ruby
@@ -48,12 +50,32 @@ series = User.group_by_day(:created_at).count
 Prophet.forecast(series)
 ```
 
+And supports [advanced API](#advanced-api) options
+
+```ruby
+Prophet.forecast(series, growth: "logistic", weekly_seasonality: false)
+```
+
+### Anomaly Detection
+
 Detect anomalies in a time series
 
 ```ruby
 Prophet.anomalies(series)
 ```
 
+Specify the width of uncertainty intervals (decrease for more anomalies)
+
+```ruby
+Prophet.anomalies(series, interval_width: 0.99)
+```
+
+Also supports [advanced API](#advanced-api) options
+
+```ruby
+Prophet.anomalies(series, growth: "logistic", weekly_seasonality: false)
+```
+
 ## 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.
@@ -206,7 +228,7 @@ Add country-specific holidays
 
 ```ruby
 m = Prophet.new
-m.add_country_holidays(country_name: "US")
+m.add_country_holidays("US")
 m.fit(df)
 ```
 
@@ -295,23 +317,23 @@ This library was ported from the [Prophet Python library](https://github.com/fac
 
 ## History
 
-View the [changelog](https://github.com/ankane/prophet/blob/master/CHANGELOG.md)
+View the [changelog](https://github.com/ankane/prophet-ruby/blob/master/CHANGELOG.md)
 
 ## Contributing
 
 Everyone is encouraged to help improve this project. Here are a few ways you can help:
 
-- [Report bugs](https://github.com/ankane/prophet/issues)
-- Fix bugs and [submit pull requests](https://github.com/ankane/prophet/pulls)
+- [Report bugs](https://github.com/ankane/prophet-ruby/issues)
+- Fix bugs and [submit pull requests](https://github.com/ankane/prophet-ruby/pulls)
 - Write, clarify, or fix documentation
 - Suggest or add new features
 
 To get started with development:
 
 ```sh
-git clone https://github.com/ankane/prophet.git
-cd prophet
+git clone https://github.com/ankane/prophet-ruby.git
+cd prophet-ruby
 bundle install
-bundle exec ruby ext/prophet/extconf.rb
+bundle exec rake vendor:all
 bundle exec rake test
 ```

data/lib/prophet/forecaster.rb

@@ -143,7 +143,7 @@ module Prophet
     def setup_dataframe(df, initialize_scales: false)
       if df.include?("y")
         df["y"] = df["y"].map(&:to_f)
-        raise ArgumentError "Found infinity in column y." unless df["y"].all?(&:finite?)
+        raise ArgumentError, "Found infinity in column y." unless df["y"].all?(&:finite?)
       end
       # TODO support integers
 
@@ -386,6 +386,12 @@ module Prophet
 
     def add_country_holidays(country_name)
       raise Error, "Country holidays must be added prior to model fitting." if @history
+
+      # Fix for previously documented keyword argument
+      if country_name.is_a?(Hash) && country_name[:country_name]
+        country_name = country_name[:country_name]
+      end
+
       # Validate names.
       get_holiday_names(country_name).each do |name|
         # Allow merging with existing holidays
@@ -616,6 +622,10 @@ module Prophet
       end
       raise ArgumentError, "Must be a data frame" unless df.is_a?(Rover::DataFrame)
 
+      unless df.include?("ds") && df.include?("y")
+        raise ArgumentError, "Data frame must have ds and y columns"
+      end
+
       history = df[!df["y"].missing]
       raise Error, "Data has less than 2 non-nil rows" if history.size < 2
 

data/lib/prophet/holidays.rb

@@ -2,25 +2,21 @@ module Prophet
   module Holidays
     def get_holiday_names(country)
       years = (1995..2045).to_a
-      make_holidays_df(years, country)["holiday"].uniq
+      holiday_names = make_holidays_df(years, country)["holiday"].uniq
+      # TODO raise error in 0.4.0
+      logger.warn "Holidays in #{country} are not currently supported"
+      holiday_names
     end
 
     def make_holidays_df(year_list, country)
       holidays_df[(holidays_df["country"] == country) & (holidays_df["year"].in?(year_list))][["ds", "holiday"]]
     end
 
-    # TODO marshal on installation
+    # TODO improve performance
     def holidays_df
       @holidays_df ||= begin
-        holidays = {"ds" => [], "holiday" => [], "country" => [], "year" => []}
         holidays_file = File.expand_path("../../data-raw/generated_holidays.csv", __dir__)
-        CSV.foreach(holidays_file, headers: true, converters: [:date, :numeric]) do |row|
-          holidays["ds"] << row["ds"]
-          holidays["holiday"] << row["holiday"]
-          holidays["country"] << row["country"]
-          holidays["year"] << row["year"]
-        end
-        Rover::DataFrame.new(holidays)
+        Rover.read_csv(holidays_file, converters: [:date, :numeric])
       end
     end
   end

data/lib/prophet/stan_backend.rb

@@ -6,7 +6,8 @@ module Prophet
     end
 
     def load_model
-      model_file = File.expand_path("../../stan_model/prophet_model.bin", __dir__)
+      model_file = File.expand_path("../../vendor/#{platform}/bin/prophet", __dir__)
+      raise Error, "Platform not supported yet" unless File.exist?(model_file)
       CmdStan::Model.new(exe_file: model_file)
     end
 
@@ -132,5 +133,23 @@ module Prophet
       stan_init["beta"] = stan_init["beta"].to_a
       [stan_init, stan_data]
     end
+
+    def platform
+      if Gem.win_platform?
+        "windows"
+      elsif RbConfig::CONFIG["host_os"] =~ /darwin/i
+        if RbConfig::CONFIG["host_cpu"] =~ /arm|aarch64/i
+          "arm64-darwin"
+        else
+          "x86_64-darwin"
+        end
+      else
+        if RbConfig::CONFIG["host_cpu"] =~ /arm|aarch64/i
+          "aarch64-linux"
+        else
+          "x86_64-linux"
+        end
+      end
+    end
   end
 end

data/lib/prophet/version.rb

@@ -1,3 +1,3 @@
 module Prophet
-  VERSION = "0.2.5"
+  VERSION = "0.3.2"
 end

data/lib/prophet.rb

@@ -21,9 +21,12 @@ module Prophet
     Forecaster.new(**kwargs)
   end
 
-  def self.forecast(series, count: 10)
+  def self.forecast(series, count: 10, country_holidays: nil, cap: nil, verbose: false, **options)
     raise ArgumentError, "Series must have at least 10 data points" if series.size < 10
 
+    # error early on unknown keywords
+    m = Prophet.new(**options)
+
     # check type to determine output format
     # check for before converting to time
     keys = series.keys
@@ -62,12 +65,14 @@ module Prophet
 
     # use series, not times, so dates are handled correctly
     df = Rover::DataFrame.new({"ds" => series.keys, "y" => series.values})
+    df["cap"] = cap if cap
 
-    m = Prophet.new
-    m.logger.level = ::Logger::FATAL # no logging
+    m.logger.level = ::Logger::FATAL unless verbose
+    m.add_country_holidays(country_holidays) if country_holidays
     m.fit(df)
 
     future = m.make_future_dataframe(periods: count, include_history: false, freq: freq)
+    future["cap"] = cap if cap
     forecast = m.predict(future)
     result = forecast[["ds", "yhat"]].to_a
 
@@ -84,11 +89,17 @@ module Prophet
     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
+  # TODO better name for interval_width
+  # TODO DRY with forecast method
+  def self.anomalies(series, interval_width: 0.99, country_holidays: nil, cap: nil, verbose: false, **options)
+    df = Rover::DataFrame.new({"ds" => series.keys, "y" => series.values})
+    df["cap"] = cap if cap
+
+    m = Prophet.new(interval_width: interval_width, **options)
+    m.logger.level = ::Logger::FATAL unless verbose
+    m.add_country_holidays(country_holidays) if country_holidays
     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

data/vendor/aarch64-linux/lib/libtbb.so

@@ -0,0 +1 @@
+INPUT (libtbb.so.2)

data/vendor/aarch64-linux/lib/libtbbmalloc.so

@@ -0,0 +1 @@
+INPUT (libtbbmalloc.so.2)

data/vendor/aarch64-linux/lib/libtbbmalloc_proxy.so

@@ -0,0 +1 @@
+INPUT (libtbbmalloc_proxy.so.2)

data/vendor/aarch64-linux/licenses/boost-license.txt

@@ -0,0 +1,23 @@
+Boost Software License - Version 1.0 - August 17th, 2003
+
+Permission is hereby granted, free of charge, to any person or organization
+obtaining a copy of the software and accompanying documentation covered by
+this license (the "Software") to use, reproduce, display, distribute,
+execute, and transmit the Software, and to prepare derivative works of the
+Software, and to permit third-parties to whom the Software is furnished to
+do so, all subject to the following:
+
+The copyright notices in the Software and this entire statement, including
+the above license grant, this restriction and the following disclaimer,
+must be included in all copies of the Software, in whole or in part, and
+all derivative works of the Software, unless such copies or derivative
+works are solely in the form of machine-executable object code generated by
+a source language processor.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE, TITLE AND NON-INFRINGEMENT. IN NO EVENT
+SHALL THE COPYRIGHT HOLDERS OR ANYONE DISTRIBUTING THE SOFTWARE BE LIABLE
+FOR ANY DAMAGES OR OTHER LIABILITY, WHETHER IN CONTRACT, TORT OR OTHERWISE,
+ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER
+DEALINGS IN THE SOFTWARE.

data/vendor/aarch64-linux/licenses/cli11-license.txt

@@ -0,0 +1,25 @@
+CLI11 1.8 Copyright (c) 2017-2019 University of Cincinnati, developed by Henry
+Schreiner under NSF AWARD 1414736. All rights reserved.
+
+Redistribution and use in source and binary forms of CLI11, with or without
+modification, are permitted provided that the following conditions are met:
+
+1. Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+2. Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+3. Neither the name of the copyright holder nor the names of its contributors
+   may be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR
+ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

data/vendor/aarch64-linux/licenses/cmdstan-license.txt

@@ -0,0 +1,27 @@
+Copyright (c) 2014, Stan
+All rights reserved.
+
+Redistribution and use in source and binary forms, with or without modification,
+are permitted provided that the following conditions are met:
+
+* Redistributions of source code must retain the above copyright notice, this
+  list of conditions and the following disclaimer.
+
+* Redistributions in binary form must reproduce the above copyright notice, this
+  list of conditions and the following disclaimer in the documentation and/or
+  other materials provided with the distribution.
+
+* Neither the name of the {organization} nor the names of its
+  contributors may be used to endorse or promote products derived from
+  this software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR
+ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

data/vendor/aarch64-linux/licenses/eigen-bsd-license.txt

@@ -0,0 +1,26 @@
+/*
+ Copyright (c) 2011, Intel Corporation. All rights reserved.
+
+ Redistribution and use in source and binary forms, with or without modification,
+ are permitted provided that the following conditions are met:
+
+ * Redistributions of source code must retain the above copyright notice, this
+   list of conditions and the following disclaimer.
+ * Redistributions in binary form must reproduce the above copyright notice,
+   this list of conditions and the following disclaimer in the documentation
+   and/or other materials provided with the distribution.
+ * Neither the name of Intel Corporation nor the names of its contributors may
+   be used to endorse or promote products derived from this software without
+   specific prior written permission.
+
+ THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+ ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+ WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR
+ ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+ (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+ LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON
+ ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+ SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+*/