prophet-rb 0.3.2 → 0.4.0
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 +5 -0
- data/LICENSE.txt +1 -1
- data/README.md +28 -0
- data/data-raw/LICENSE-holidays.txt +20 -0
- data/data-raw/README.md +3 -0
- data/data-raw/generated_holidays.csv +29302 -61443
- data/lib/prophet/forecaster.rb +190 -0
- data/lib/prophet/version.rb +1 -1
- data/lib/prophet.rb +4 -0
- data/stan/{unix/prophet.stan → prophet.stan} +8 -7
- data/vendor/aarch64-linux/bin/prophet +0 -0
- data/vendor/aarch64-linux/lib/libtbb.so.2 +0 -0
- data/vendor/aarch64-linux/lib/libtbbmalloc.so.2 +0 -0
- data/vendor/aarch64-linux/lib/libtbbmalloc_proxy.so.2 +0 -0
- data/vendor/aarch64-linux/licenses/sundials-license.txt +25 -63
- data/vendor/aarch64-linux/licenses/sundials-notice.txt +21 -0
- data/vendor/arm64-darwin/bin/prophet +0 -0
- data/vendor/arm64-darwin/lib/libtbb.dylib +0 -0
- data/vendor/arm64-darwin/lib/libtbbmalloc.dylib +0 -0
- data/vendor/arm64-darwin/licenses/sundials-license.txt +25 -63
- data/vendor/arm64-darwin/licenses/sundials-notice.txt +21 -0
- data/vendor/x86_64-darwin/bin/prophet +0 -0
- data/vendor/x86_64-darwin/lib/libtbb.dylib +0 -0
- data/vendor/x86_64-darwin/lib/libtbbmalloc.dylib +0 -0
- data/vendor/x86_64-darwin/licenses/sundials-license.txt +25 -63
- data/vendor/x86_64-darwin/licenses/sundials-notice.txt +21 -0
- data/vendor/x86_64-linux/bin/prophet +0 -0
- data/vendor/x86_64-linux/lib/libtbb.so.2 +0 -0
- data/vendor/x86_64-linux/lib/libtbbmalloc.so.2 +0 -0
- data/vendor/x86_64-linux/lib/libtbbmalloc_proxy.so.2 +0 -0
- data/vendor/x86_64-linux/licenses/sundials-license.txt +25 -63
- data/vendor/x86_64-linux/licenses/sundials-notice.txt +21 -0
- metadata +9 -4
- data/stan/win/prophet.stan +0 -175
data/lib/prophet/forecaster.rb
CHANGED
@@ -971,6 +971,12 @@ module Prophet
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Rover::DataFrame.new({"ds" => dates})
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end
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def to_json
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require "json"
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JSON.generate(as_json)
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end
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private
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# Time is preferred over DateTime in Ruby docs
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@@ -1017,5 +1023,189 @@ module Prophet
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u = Numo::DFloat.new(size).rand(-0.5, 0.5)
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loc - scale * u.sign * Numo::NMath.log(1 - 2 * u.abs)
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end
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SIMPLE_ATTRIBUTES = [
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"growth", "n_changepoints", "specified_changepoints", "changepoint_range",
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"yearly_seasonality", "weekly_seasonality", "daily_seasonality",
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"seasonality_mode", "seasonality_prior_scale", "changepoint_prior_scale",
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"holidays_prior_scale", "mcmc_samples", "interval_width", "uncertainty_samples",
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"y_scale", "logistic_floor", "country_holidays", "component_modes"
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]
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PD_SERIES = ["changepoints", "history_dates", "train_holiday_names"]
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PD_TIMESTAMP = ["start"]
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PD_TIMEDELTA = ["t_scale"]
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PD_DATAFRAME = ["holidays", "history", "train_component_cols"]
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NP_ARRAY = ["changepoints_t"]
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ORDEREDDICT = ["seasonalities", "extra_regressors"]
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def as_json
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if @history.nil?
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raise Error, "This can only be used to serialize models that have already been fit."
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end
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model_dict =
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SIMPLE_ATTRIBUTES.to_h do |attribute|
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[attribute, instance_variable_get("@#{attribute}")]
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end
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# Handle attributes of non-core types
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PD_SERIES.each do |attribute|
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if instance_variable_get("@#{attribute}").nil?
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model_dict[attribute] = nil
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else
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v = instance_variable_get("@#{attribute}")
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d = {
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"name" => "ds",
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"index" => v.size.times.to_a,
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"data" => v.to_a.map { |v| v.iso8601(3) }
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}
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model_dict[attribute] = JSON.generate(d)
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end
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end
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PD_TIMESTAMP.each do |attribute|
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model_dict[attribute] = instance_variable_get("@#{attribute}").to_f
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end
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PD_TIMEDELTA.each do |attribute|
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model_dict[attribute] = instance_variable_get("@#{attribute}").to_f
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end
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PD_DATAFRAME.each do |attribute|
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if instance_variable_get("@#{attribute}").nil?
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model_dict[attribute] = nil
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else
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# use same format as Pandas
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v = instance_variable_get("@#{attribute}")
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v = v.dup
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v["ds"] = v["ds"].map { |v| v.iso8601(3) } if v["ds"]
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v.delete("col")
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fields =
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v.types.map do |k, t|
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type =
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case t
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when :object
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"datetime"
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when :int64
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"integer"
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else
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"number"
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end
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{"name" => k, "type" => type}
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end
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d = {
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"schema" => {
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"fields" => fields,
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"pandas_version" => "0.20.0"
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},
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"data" => v.to_a
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}
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model_dict[attribute] = JSON.generate(d)
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end
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end
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NP_ARRAY.each do |attribute|
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model_dict[attribute] = instance_variable_get("@#{attribute}").to_a
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end
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ORDEREDDICT.each do |attribute|
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model_dict[attribute] = [
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instance_variable_get("@#{attribute}").keys,
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instance_variable_get("@#{attribute}").transform_keys(&:to_s)
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]
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end
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# Other attributes with special handling
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# fit_kwargs -> Transform any numpy types before serializing.
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# They do not need to be transformed back on deserializing.
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# TODO deep copy
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fit_kwargs = @fit_kwargs.to_h { |k, v| [k.to_s, v.dup] }
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if fit_kwargs.key?("init")
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fit_kwargs["init"].each do |k, v|
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if v.is_a?(Numo::NArray)
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fit_kwargs["init"][k] = v.to_a
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# elsif v.is_a?(Float)
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# fit_kwargs["init"][k] = v.to_f
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end
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end
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end
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model_dict["fit_kwargs"] = fit_kwargs
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# Params (Dict[str, np.ndarray])
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model_dict["params"] = params.transform_values(&:to_a)
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# Attributes that are skipped: stan_fit, stan_backend
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# Returns 1.0 for Prophet 1.1
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model_dict["__prophet_version"] = "1.0"
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model_dict
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end
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def self.from_json(model_json)
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require "json"
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model_dict = JSON.parse(model_json)
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# We will overwrite all attributes set in init anyway
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model = Prophet.new
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# Simple types
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SIMPLE_ATTRIBUTES.each do |attribute|
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model.instance_variable_set("@#{attribute}", model_dict.fetch(attribute))
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end
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PD_SERIES.each do |attribute|
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if model_dict[attribute].nil?
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model.instance_variable_set("@#{attribute}", nil)
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else
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d = JSON.parse(model_dict.fetch(attribute))
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s = Rover::Vector.new(d["data"])
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if d["name"] == "ds"
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s = s.map { |v| Time.parse(v).utc }
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end
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model.instance_variable_set("@#{attribute}", s)
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end
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end
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PD_TIMESTAMP.each do |attribute|
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model.instance_variable_set("@#{attribute}", Time.at(model_dict.fetch(attribute)))
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end
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PD_TIMEDELTA.each do |attribute|
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model.instance_variable_set("@#{attribute}", model_dict.fetch(attribute).to_f)
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end
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PD_DATAFRAME.each do |attribute|
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if model_dict[attribute].nil?
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model.instance_variable_set("@#{attribute}", nil)
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else
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d = JSON.parse(model_dict.fetch(attribute))
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df = Rover::DataFrame.new(d["data"])
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df["ds"] = df["ds"].map { |v| Time.parse(v).utc } if df["ds"]
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if attribute == "train_component_cols"
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# Special handling because of named index column
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# df.columns.name = 'component'
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# df.index.name = 'col'
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end
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model.instance_variable_set("@#{attribute}", df)
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end
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end
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NP_ARRAY.each do |attribute|
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model.instance_variable_set("@#{attribute}", Numo::NArray.cast(model_dict.fetch(attribute)))
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end
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ORDEREDDICT.each do |attribute|
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key_list, unordered_dict = model_dict.fetch(attribute)
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od = {}
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key_list.each do |key|
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od[key] = unordered_dict[key].transform_keys(&:to_sym)
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end
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model.instance_variable_set("@#{attribute}", od)
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end
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# Other attributes with special handling
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# fit_kwargs
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model.instance_variable_set(:@fit_kwargs, model_dict["fit_kwargs"].transform_keys(&:to_sym))
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# Params (Dict[str, np.ndarray])
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model.instance_variable_set(:@params, model_dict["params"].transform_values { |v| Numo::NArray.cast(v) })
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# Skipped attributes
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# model.stan_backend = nil
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model.instance_variable_set(:@stan_fit, nil)
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model
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end
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end
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end
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data/lib/prophet/version.rb
CHANGED
data/lib/prophet.rb
CHANGED
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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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def self.from_json(model_json)
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Forecaster.from_json(model_json)
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end
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end
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}
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transformed data {
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matrix[T, S] A;
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matrix[T, S] A = get_changepoint_matrix(t, t_change, T, S);
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matrix[T, K] X_sa = X .* rep_matrix(s_a', T);
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matrix[T, K] X_sm = X .* rep_matrix(s_m', T);
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}
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parameters {
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beta ~ normal(0, sigmas);
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// Likelihood
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y ~
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y ~ normal_id_glm(
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X_sa,
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trend .* (1 + X_sm * beta),
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beta,
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sigma_obs
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);
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}
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Produced at the Lawrence Livermore National Laboratory.
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Written by A.C. Hindmarsh, D.R. Reynolds, R. Serban, C.S. Woodward,
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S.D. Cohen, A.G. Taylor, S. Peles, L.E. Banks, and D. Shumaker.
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LLNL-CODE-667205 (ARKODE)
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UCRL-CODE-155951 (CVODE)
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UCRL-CODE-155950 (CVODES)
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UCRL-CODE-155952 (IDA)
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UCRL-CODE-237203 (IDAS)
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LLNL-CODE-665877 (KINSOL)
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All rights reserved.
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BSD 3-Clause License
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Copyright (c) 2002-2022, Lawrence Livermore National Security and Southern Methodist University.
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All rights reserved.
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Redistribution and use in source and binary forms, with or without
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modification, are permitted provided that the following conditions
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TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
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DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
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THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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modification, are permitted provided that the following conditions are met:
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* Redistributions of source code must retain the above copyright notice, this
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list of conditions and the following disclaimer.
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* Redistributions in binary form must reproduce the above copyright notice,
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this list of conditions and the following disclaimer in the documentation
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and/or other materials provided with the distribution.
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* Neither the name of the copyright holder nor the names of its
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contributors may be used to endorse or promote products derived from
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this software without specific prior written permission.
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
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FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
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DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
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SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
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CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
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OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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Additional BSD Notice
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---------------------
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1. This notice is required to be provided under our contract with
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the U.S. Department of Energy (DOE). This work was produced at
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Lawrence Livermore National Laboratory under Contract
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2. Neither the United States Government nor Lawrence Livermore
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National Security, LLC nor any of their employees, makes any warranty,
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express or implied, or assumes any liability or responsibility for the
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accuracy, completeness, or usefulness of any information, apparatus,
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product, or process disclosed, or represents that its use would not
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infringe privately-owned rights.
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THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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modification, are permitted provided that the following conditions are met:
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* Redistributions of source code must retain the above copyright notice, this
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list of conditions and the following disclaimer.
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* Redistributions in binary form must reproduce the above copyright notice,
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this list of conditions and the following disclaimer in the documentation
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and/or other materials provided with the distribution.
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* Neither the name of the copyright holder nor the names of its
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contributors may be used to endorse or promote products derived from
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this software without specific prior written permission.
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
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FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
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DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
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SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
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the U.S. Department of Energy (DOE). This work was produced at
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National Security, LLC nor any of their employees, makes any warranty,
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express or implied, or assumes any liability or responsibility for the
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accuracy, completeness, or usefulness of any information, apparatus,
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or services by trade name, trademark, manufacturer or otherwise does
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not necessarily constitute or imply its endorsement, recommendation,
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or favoring by the United States Government or Lawrence Livermore
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National Security, LLC. The views and opinions of authors expressed
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herein do not necessarily state or reflect those of the United States
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Government or Lawrence Livermore National Security, LLC, and shall
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not be used for advertising or product endorsement purposes.
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This work was produced under the auspices of the U.S. Department of
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Energy by Lawrence Livermore National Laboratory under Contract
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DE-AC52-07NA27344.
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This work was prepared as an account of work sponsored by an agency of
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the United States Government. Neither the United States Government nor
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Lawrence Livermore National Security, LLC, nor any of their employees
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makes any warranty, expressed or implied, or assumes any legal liability
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or responsibility for the accuracy, completeness, or usefulness of any
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information, apparatus, product, or process disclosed, or represents that
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its use would not infringe privately owned rights.
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by trade name, trademark, manufacturer, or otherwise does not necessarily
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constitute or imply its endorsement, recommendation, or favoring by the
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United States Government or Lawrence Livermore National Security, LLC.
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state or reflect those of the United States Government or Lawrence
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Livermore National Security, LLC, and shall not be used for advertising
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Written by A.C. Hindmarsh, D.R. Reynolds, R. Serban, C.S. Woodward,
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S.D. Cohen, A.G. Taylor, S. Peles, L.E. Banks, and D. Shumaker.
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LLNL-CODE-667205 (ARKODE)
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UCRL-CODE-155951 (CVODE)
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UCRL-CODE-155950 (CVODES)
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UCRL-CODE-237203 (IDAS)
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LLNL-CODE-665877 (KINSOL)
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BSD 3-Clause License
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THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
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(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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modification, are permitted provided that the following conditions are met:
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* Redistributions of source code must retain the above copyright notice, this
|
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+
list of conditions and the following disclaimer.
|
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+
|
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|
+
* Redistributions in binary form must reproduce the above copyright notice,
|
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+
this list of conditions and the following disclaimer in the documentation
|
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|
+
and/or other materials provided with the distribution.
|
15
|
+
|
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|
+
* Neither the name of the copyright holder nor the names of its
|
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contributors may be used to endorse or promote products derived from
|
18
|
+
this software without specific prior written permission.
|
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+
|
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
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FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
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DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
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SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
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CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
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OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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Additional BSD Notice
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---------------------
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1. This notice is required to be provided under our contract with
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48
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the U.S. Department of Energy (DOE). This work was produced at
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49
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Lawrence Livermore National Laboratory under Contract
|
50
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No. DE-AC52-07NA27344 with the DOE.
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2. Neither the United States Government nor Lawrence Livermore
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National Security, LLC nor any of their employees, makes any warranty,
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express or implied, or assumes any liability or responsibility for the
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accuracy, completeness, or usefulness of any information, apparatus,
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product, or process disclosed, or represents that its use would not
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infringe privately-owned rights.
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3. Also, reference herein to any specific commercial products, process,
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or services by trade name, trademark, manufacturer or otherwise does
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not necessarily constitute or imply its endorsement, recommendation,
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or favoring by the United States Government or Lawrence Livermore
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National Security, LLC. The views and opinions of authors expressed
|
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herein do not necessarily state or reflect those of the United States
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Government or Lawrence Livermore National Security, LLC, and shall
|
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not be used for advertising or product endorsement purposes.
|
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|
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This work was produced under the auspices of the U.S. Department of
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Energy by Lawrence Livermore National Laboratory under Contract
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3
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+
DE-AC52-07NA27344.
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4
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This work was prepared as an account of work sponsored by an agency of
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the United States Government. Neither the United States Government nor
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Lawrence Livermore National Security, LLC, nor any of their employees
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makes any warranty, expressed or implied, or assumes any legal liability
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or responsibility for the accuracy, completeness, or usefulness of any
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information, apparatus, product, or process disclosed, or represents that
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its use would not infringe privately owned rights.
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by trade name, trademark, manufacturer, or otherwise does not necessarily
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constitute or imply its endorsement, recommendation, or favoring by the
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United States Government or Lawrence Livermore National Security, LLC.
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state or reflect those of the United States Government or Lawrence
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Livermore National Security, LLC, and shall not be used for advertising
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