prophet-rb 0.4.1 → 0.5.0

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: 69d58f060a9bda44b1ab8666ded81b3e61ff1b95b08ae40727fa7a2dfee57ee0
-  data.tar.gz: dc76685a8b45ca7cad79561f986af9c66e5e49bd45dd5e10c72f91088d9b470a
+  metadata.gz: 4fd9d15984092c132cd6f13fa633e76e989de29ddd38f3f467803f7f76036466
+  data.tar.gz: 79b66208c4473e18a2da9fe8676d806d1e993f8f2723739f6ba4592d94b2b2f4
 SHA512:
-  metadata.gz: 34d2fd0587110c6de9db334c44a4859a5de92d1cc124efb5f865c845d504816f3d3cd34d63776a709de396af8f9b2cf82a390cfb9f3e49e685ef8be4f469fb3e
-  data.tar.gz: '0587986407bb68a9ca97928ad65bcbb42fe101bd9d2e50a44b2126df38d67c04544932ec39009c6f1d6467736aa0a8404ac4aad04187dcb953285d4d5ee80a77'
+  metadata.gz: de7a1a66e44a5846eebbdfc3fe77f7b43032e30562c276fb4e4422086887f689699046c683e4bc55b5291ac2cc80c28a9b8cdd5a2bddb218162a9c5fde6ebd30
+  data.tar.gz: 5ab4054e4e4f77a6b3255ee1f9fcb70b5e3aa02d74912960f2c2817c2b4e730d9c896959cd2e8dcaa0dc66338cece5e0130d967a3cdcc2b7c913f9a8fffb524b

data/CHANGELOG.md

@@ -1,3 +1,16 @@
+## 0.5.0 (2023-09-05)
+
+- Added support for Polars
+- Updated holidays
+- Changed warning to error for unsupported country holidays
+- Disabled logging by default
+- Fixed error with `add_regressor` and holidays
+- Dropped support for Ruby < 3
+
+## 0.4.2 (2022-07-12)
+
+- Fixed warning with `add_country_holidays` method
+
 ## 0.4.1 (2022-07-10)
 
 - Added support for cross validation and performance metrics

data/LICENSE.txt

@@ -1,7 +1,7 @@
 MIT License
 
 Copyright (c) Facebook, Inc. and its affiliates.
-Copyright (c) 2020-2022 Andrew Kane
+Copyright (c) 2020-2023 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

@@ -87,6 +87,7 @@ Check out the [Prophet documentation](https://facebook.github.io/prophet/docs/qu
 - [Holidays and Special Events](#holidays-and-special-events)
 - [Multiplicative Seasonality](#multiplicative-seasonality)
 - [Uncertainty Intervals](#uncertainty-intervals)
+- [Outliers](#outliers)
 - [Non-Daily Data](#non-daily-data)
 - [Diagnostics](#diagnostics)
 - [Additional Topics](#additional-topics)
@@ -226,22 +227,24 @@ m = Prophet.new(changepoints: ["2014-01-01"])
 Create a data frame with `holiday` and `ds` columns. Include all occurrences in your past data and future occurrences you’d like to forecast.
 
 ```ruby
-playoffs = Rover::DataFrame.new(
+playoffs = Rover::DataFrame.new({
   "holiday" => "playoff",
-  "ds" => ["2008-01-13", "2009-01-03", "2010-01-16",
-           "2010-01-24", "2010-02-07", "2011-01-08",
-           "2013-01-12", "2014-01-12", "2014-01-19",
-           "2014-02-02", "2015-01-11", "2016-01-17",
-           "2016-01-24", "2016-02-07"],
+  "ds" => [
+    "2008-01-13", "2009-01-03", "2010-01-16",
+    "2010-01-24", "2010-02-07", "2011-01-08",
+    "2013-01-12", "2014-01-12", "2014-01-19",
+    "2014-02-02", "2015-01-11", "2016-01-17",
+    "2016-01-24", "2016-02-07"
+  ],
   "lower_window" => 0,
   "upper_window" => 1
-)
-superbowls = Rover::DataFrame.new(
+})
+superbowls = Rover::DataFrame.new({
   "holiday" => "superbowl",
   "ds" => ["2010-02-07", "2014-02-02", "2016-02-07"],
   "lower_window" => 0,
   "upper_window" => 1
-)
+})
 holidays = playoffs.concat(superbowls)
 
 m = Prophet.new(holidays: holidays)
@@ -287,6 +290,8 @@ forecast = m.predict(future)
 
 [Explanation](https://facebook.github.io/prophet/docs/multiplicative_seasonality.html)
 
+Specify multiplicative seasonality
+
 ```ruby
 df = Rover.read_csv("example_air_passengers.csv")
 m = Prophet.new(seasonality_mode: "multiplicative")
@@ -295,8 +300,18 @@ future = m.make_future_dataframe(periods: 50, freq: "MS")
 forecast = m.predict(future)
 ```
 
+Specify mode when adding seasonality and regressors
+
+```ruby
+m = Prophet.new(seasonality_mode: "multiplicative")
+m.add_seasonality(name: "quarterly", period: 91.25, fourier_order: 8, mode: "additive")
+m.add_regressor("regressor", mode: "additive")
+```
+
 ## Uncertainty Intervals
 
+[Explanation](https://facebook.github.io/prophet/docs/uncertainty_intervals.html)
+
 Specify the width of uncertainty intervals (80% by default)
 
 ```ruby
@@ -309,6 +324,18 @@ Get uncertainty in seasonality
 Prophet.new(mcmc_samples: 300)
 ```
 
+## Outliers
+
+[Explanation](https://facebook.github.io/prophet/docs/outliers.html)
+
+Remove outliers
+
+```ruby
+df = Rover.read_csv("example_wp_log_R_outliers1.csv")
+df["y"][(df["ds"] > "2010-01-01") & (df["ds"] < "2011-01-01")] = Float::NAN
+m = Prophet.new.fit(df)
+```
+
 ## Non-Daily Data
 
 [Explanation](https://facebook.github.io/prophet/docs/non-daily_data.html)

data/data-raw/LICENSE-holidays.txt

@@ -1,4 +1,4 @@
-Copyright (c) 2017-2022 <maurizio.montel@gmail.com>
+Copyright (c) 2017-2023 <dr.prodigy.github@gmail.com>
 Copyright (c) 2014-2017 <ryanssdev@icloud.com>
 
 Permission is hereby granted, free of charge, to any person obtaining a copy

data/data-raw/README.md

@@ -1,3 +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.
+The data is from the Python [holidays](https://pypi.org/project/holidays/) package.