prophet-rb 0.3.0 → 0.4.0

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data/CHANGELOG.md

@@ -1,4 +1,17 @@
-## 0.3.0 (2021-04-24)
+## 0.4.0 (2022-07-07)
+
+- Added support for saving and loading models
+- Updated holidays
+
+## 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

data/LICENSE.txt

@@ -1,7 +1,7 @@
 MIT License
 
 Copyright (c) Facebook, Inc. and its affiliates.
-Copyright (c) 2020 Andrew Kane
+Copyright (c) 2020-2022 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

@@ -22,6 +22,8 @@ gem "prophet-rb"
 
 ## Simple API
 
+### Forecasting
+
 Get future predictions for a time series
 
 ```ruby
@@ -48,16 +50,46 @@ 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.
 
+- [Quick Start](#advanced-quick-start)
+- [Plots](#plots)
+- [Saturating Forecasts](#saturating-forecasts)
+- [Trend Changepoints](#trend-changepoints)
+- [Holidays and Special Events](#holidays-and-special-events)
+- [Multiplicative Seasonality](#multiplicative-seasonality)
+- [Uncertainty Intervals](#uncertainty-intervals)
+- [Non-Daily Data](#non-daily-data)
+- [Saving Models](#saving-models)
+
 ## Advanced Quick Start
 
 [Explanation](https://facebook.github.io/prophet/docs/quick_start.html)
@@ -206,7 +238,7 @@ Add country-specific holidays
 
 ```ruby
 m = Prophet.new
-m.add_country_holidays(country_name: "US")
+m.add_country_holidays("US")
 m.fit(df)
 ```
 
@@ -276,6 +308,24 @@ future = m.make_future_dataframe(periods: 300, freq: "H")
 forecast = m.predict(future)
 ```
 
+## Saving Models
+
+[Explanation](https://facebook.github.io/prophet/docs/additional_topics.html#saving-models)
+
+Save a model
+
+```ruby
+File.write("model.json", m.to_json)
+```
+
+Load a model
+
+```ruby
+m = Prophet.from_json(File.read("model.json"))
+```
+
+Uses the same format as Python, so models can be saved and loaded in either language
+
 ## Resources
 
 - [Forecasting at Scale](https://peerj.com/preprints/3190.pdf)

data/data-raw/LICENSE-holidays.txt

@@ -0,0 +1,20 @@
+Copyright (c) 2017-2022 <maurizio.montel@gmail.com>
+Copyright (c) 2014-2017 <ryanssdev@icloud.com>
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+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 AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.

data/data-raw/README.md

@@ -0,0 +1,3 @@
+Holidays from 1995 through 2044 are generated from [this script](https://github.com/facebook/prophet/blob/main/python/scripts/generate_holidays_file.py).
+
+The data is primarily based on the Python [holidays](https://pypi.org/project/holidays/) package.