prophet-rb 0.4.1 → 0.5.0

data/lib/prophet/diagnostics.rb

@@ -179,7 +179,7 @@ module Prophet
       if metrics.nil?
         metrics = valid_metrics
       end
-      if (df["yhat_lower"].nil? || df["yhat_upper"].nil?) && metrics.include?("coverage")
+      if (!df.include?("yhat_lower") || !df.include?("yhat_upper")) && metrics.include?("coverage")
         metrics.delete("coverage")
       end
       if metrics.uniq.length != metrics.length

data/lib/prophet/forecaster.rb

@@ -44,7 +44,7 @@ module Prophet
       @yearly_seasonality = yearly_seasonality
       @weekly_seasonality = weekly_seasonality
       @daily_seasonality = daily_seasonality
-      @holidays = holidays
+      @holidays = convert_df(holidays)
 
       @seasonality_mode = seasonality_mode
       @seasonality_prior_scale = seasonality_prior_scale.to_f
@@ -75,6 +75,7 @@ module Prophet
       validate_inputs
 
       @logger = ::Logger.new($stderr)
+      @logger.level = ::Logger::WARN
       @logger.formatter = proc do |severity, datetime, progname, msg|
         "[prophet] #{msg}\n"
       end
@@ -89,7 +90,7 @@ module Prophet
         raise ArgumentError, "Parameter \"changepoint_range\" must be in [0, 1]"
       end
       if @holidays
-        if !@holidays.is_a?(Rover::DataFrame) && @holidays.include?("ds") && @holidays.include?("holiday")
+        if !(@holidays.is_a?(Rover::DataFrame) && @holidays.include?("ds") && @holidays.include?("holiday"))
           raise ArgumentError, "holidays must be a DataFrame with \"ds\" and \"holiday\" columns."
         end
         @holidays["ds"] = to_datetime(@holidays["ds"])
@@ -125,24 +126,24 @@ module Prophet
         "holidays", "zeros", "extra_regressors_additive", "yhat",
         "extra_regressors_multiplicative", "multiplicative_terms",
       ]
-      rn_l = reserved_names.map { |n| n + "_lower" }
-      rn_u = reserved_names.map { |n| n + "_upper" }
+      rn_l = reserved_names.map { |n| "#{n}_lower" }
+      rn_u = reserved_names.map { |n| "#{n}_upper" }
       reserved_names.concat(rn_l)
       reserved_names.concat(rn_u)
       reserved_names.concat(["ds", "y", "cap", "floor", "y_scaled", "cap_scaled"])
       if reserved_names.include?(name)
         raise ArgumentError, "Name #{name.inspect} is reserved."
       end
-      if check_holidays && @holidays && @holidays["holiday"].uniq.include?(name)
+      if check_holidays && @holidays && @holidays["holiday"].uniq.to_a.include?(name)
         raise ArgumentError, "Name #{name.inspect} already used for a holiday."
       end
-      if check_holidays && @country_holidays && get_holiday_names(@country_holidays).include?(name)
+      if check_holidays && @country_holidays && get_holiday_names(@country_holidays).to_a.include?(name)
         raise ArgumentError, "Name #{name.inspect} is a holiday name in #{@country_holidays.inspect}."
       end
       if check_seasonalities && @seasonalities[name]
         raise ArgumentError, "Name #{name.inspect} already used for a seasonality."
       end
-      if check_regressors and @extra_regressors[name]
+      if check_regressors && @extra_regressors[name]
         raise ArgumentError, "Name #{name.inspect} already used for an added regressor."
       end
     end
@@ -167,7 +168,7 @@ module Prophet
           raise ArgumentError, "Found NaN in column #{name.inspect}"
         end
       end
-      @seasonalities.values.each do |props|
+      @seasonalities.each_value do |props|
         condition_name = props[:condition_name]
         if condition_name
           if !df.include?(condition_name)
@@ -481,14 +482,14 @@ module Prophet
       end
       # Add totals additive and multiplicative components, and regressors
       ["additive", "multiplicative"].each do |mode|
-        components = add_group_component(components, mode + "_terms", modes[mode])
+        components = add_group_component(components, "#{mode}_terms", modes[mode])
         regressors_by_mode = @extra_regressors.select { |r, props| props[:mode] == mode }
           .map { |r, props| r }
-        components = add_group_component(components, "extra_regressors_" + mode, regressors_by_mode)
+        components = add_group_component(components, "extra_regressors_#{mode}", regressors_by_mode)
 
         # Add combination components to modes
-        modes[mode] << mode + "_terms"
-        modes[mode] << "extra_regressors_" + mode
+        modes[mode] << "#{mode}_terms"
+        modes[mode] << "extra_regressors_#{mode}"
       end
       # After all of the additive/multiplicative groups have been added,
       modes[@seasonality_mode] << "holidays"
@@ -631,9 +632,7 @@ module Prophet
     def fit(df, **kwargs)
       raise Error, "Prophet object can only be fit once" if @history
 
-      if defined?(Daru::DataFrame) && df.is_a?(Daru::DataFrame)
-        df = Rover::DataFrame.new(df.to_h)
-      end
+      df = convert_df(df)
       raise ArgumentError, "Must be a data frame" unless df.is_a?(Rover::DataFrame)
 
       unless df.include?("ds") && df.include?("y")
@@ -817,8 +816,8 @@ module Prophet
         end
         data[component] = comp.mean(axis: 1, nan: true)
         if @uncertainty_samples
-          data[component + "_lower"] = comp.percentile(lower_p, axis: 1)
-          data[component + "_upper"] = comp.percentile(upper_p, axis: 1)
+          data["#{component}_lower"] = comp.percentile(lower_p, axis: 1)
+          data["#{component}_upper"] = comp.percentile(upper_p, axis: 1)
         end
       end
       Rover::DataFrame.new(data)
@@ -993,6 +992,16 @@ module Prophet
 
     private
 
+    def convert_df(df)
+      if defined?(Daru::DataFrame) && df.is_a?(Daru::DataFrame)
+        Rover::DataFrame.new(df.to_h)
+      elsif defined?(Polars::DataFrame) && df.is_a?(Polars::DataFrame)
+        Rover::DataFrame.new(df.to_h(as_series: false))
+      else
+        df
+      end
+    end
+
     # Time is preferred over DateTime in Ruby docs
     # use UTC to be consistent with Python
     # and so days have equal length (no DST)
@@ -1077,7 +1086,7 @@ module Prophet
           d = {
             "name" => "ds",
             "index" => v.size.times.to_a,
-            "data" => v.to_a.map { |v| v.iso8601(3) }
+            "data" => v.to_a.map { |v| v.iso8601(3).chomp("Z") }
           }
           model_dict[attribute] = JSON.generate(d)
         end
@@ -1096,7 +1105,7 @@ module Prophet
           v = instance_variable_get("@#{attribute}")
 
           v = v.dup
-          v["ds"] = v["ds"].map { |v| v.iso8601(3) } if v["ds"]
+          v["ds"] = v["ds"].map { |v| v.iso8601(3).chomp("Z") } if v["ds"]
           v.delete("col")
 
           fields =
@@ -1116,7 +1125,7 @@ module Prophet
           d = {
             "schema" => {
               "fields" => fields,
-              "pandas_version" => "0.20.0"
+              "pandas_version" => "1.4.0"
             },
             "data" => v.to_a
           }
@@ -1151,8 +1160,7 @@ module Prophet
       # Params (Dict[str, np.ndarray])
       model_dict["params"] = params.transform_values(&:to_a)
       # Attributes that are skipped: stan_fit, stan_backend
-      # Returns 1.0 for Prophet 1.1
-      model_dict["__prophet_version"] = "1.0"
+      model_dict["__prophet_version"] = "1.1.2"
       model_dict
     end
 
@@ -1174,7 +1182,7 @@ module Prophet
           d = JSON.parse(model_dict.fetch(attribute))
           s = Rover::Vector.new(d["data"])
           if d["name"] == "ds"
-            s = s.map { |v| Time.parse(v).utc }
+            s = s.map { |v| DateTime.parse(v).to_time.utc }
           end
           model.instance_variable_set("@#{attribute}", s)
         end
@@ -1191,7 +1199,7 @@ module Prophet
         else
           d = JSON.parse(model_dict.fetch(attribute))
           df = Rover::DataFrame.new(d["data"])
-          df["ds"] = df["ds"].map { |v| Time.parse(v).utc } if df["ds"]
+          df["ds"] = df["ds"].map { |v| DateTime.parse(v).to_time.utc } if df["ds"]
           if attribute == "train_component_cols"
             # Special handling because of named index column
             # df.columns.name = 'component'

data/lib/prophet/holidays.rb

@@ -3,8 +3,9 @@ module Prophet
     def get_holiday_names(country)
       years = (1995..2045).to_a
       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"
+      if holiday_names.size == 0
+        raise ArgumentError, "Holidays in #{country} are not currently supported"
+      end
       holiday_names
     end
 

data/lib/prophet/plot.rb

@@ -183,7 +183,7 @@ module Prophet
         ax.plot(fcst_t, fcst["floor"].to_a, ls: "--", c: "k")
       end
       if uncertainty && @uncertainty_samples
-        artists += [ax.fill_between(fcst_t, fcst[name + "_lower"].to_a, fcst[name + "_upper"].to_a, color: "#0072B2", alpha: 0.2)]
+        artists += [ax.fill_between(fcst_t, fcst["#{name}_lower"].to_a, fcst["#{name}_upper"].to_a, color: "#0072B2", alpha: 0.2)]
       end
       # Specify formatting to workaround matplotlib issue #12925
       locator = dates.AutoDateLocator.new(interval_multiples: false)
@@ -229,7 +229,7 @@ module Prophet
       days = days.map { |v| v.strftime("%A") }
       artists += ax.plot(days.size.times.to_a, seas[name].to_a, ls: "-", c: "#0072B2")
       if uncertainty && @uncertainty_samples
-        artists += [ax.fill_between(days.size.times.to_a, seas[name + "_lower"].to_a, seas[name + "_upper"].to_a, color: "#0072B2", alpha: 0.2)]
+        artists += [ax.fill_between(days.size.times.to_a, seas["#{name}_lower"].to_a, seas["#{name}_upper"].to_a, color: "#0072B2", alpha: 0.2)]
       end
       ax.grid(true, which: "major", c: "gray", ls: "-", lw: 1, alpha: 0.2)
       ax.set_xticks(days.size.times.to_a)
@@ -255,7 +255,7 @@ module Prophet
       seas = predict_seasonal_components(df_y)
       artists += ax.plot(to_pydatetime(df_y["ds"]), seas[name].to_a, ls: "-", c: "#0072B2")
       if uncertainty && @uncertainty_samples
-        artists += [ax.fill_between(to_pydatetime(df_y["ds"]), seas[name + "_lower"].to_a, seas[name + "_upper"].to_a, color: "#0072B2", alpha: 0.2)]
+        artists += [ax.fill_between(to_pydatetime(df_y["ds"]), seas["#{name}_lower"].to_a, seas["#{name}_upper"].to_a, color: "#0072B2", alpha: 0.2)]
       end
       ax.grid(true, which: "major", c: "gray", ls: "-", lw: 1, alpha: 0.2)
       months = dates.MonthLocator.new((1..12).to_a, bymonthday: 1, interval: 2)
@@ -288,7 +288,7 @@ module Prophet
       seas = predict_seasonal_components(df_y)
       artists += ax.plot(to_pydatetime(df_y["ds"]), seas[name].to_a, ls: "-", c: "#0072B2")
       if uncertainty && @uncertainty_samples
-        artists += [ax.fill_between(to_pydatetime(df_y["ds"]), seas[name + "_lower"].to_a, seas[name + "_upper"].to_a, color: "#0072B2", alpha: 0.2)]
+        artists += [ax.fill_between(to_pydatetime(df_y["ds"]), seas["#{name}_lower"].to_a, seas["#{name}_upper"].to_a, color: "#0072B2", alpha: 0.2)]
       end
       ax.grid(true, which: "major", c: "gray", ls: "-", lw: 1, alpha: 0.2)
       step = (finish - start) / (7 - 1).to_f

data/lib/prophet/stan_backend.rb

@@ -21,14 +21,16 @@ module Prophet
       kwargs[:algorithm] ||= stan_data["T"] < 100 ? "Newton" : "LBFGS"
       iterations = 10000
 
+      args = {
+        data: stan_data,
+        inits: stan_init,
+        iter: iterations
+      }
+      args.merge!(kwargs)
+
       stan_fit = nil
       begin
-        stan_fit = @model.optimize(
-          data: stan_data,
-          inits: stan_init,
-          iter: iterations,
-          **kwargs
-        )
+        stan_fit = @model.optimize(**args)
       rescue => e
         if kwargs[:algorithm] != "Newton"
           @logger.warn "Optimization terminated abnormally. Falling back to Newton."

data/lib/prophet/version.rb

@@ -1,3 +1,3 @@
 module Prophet
-  VERSION = "0.4.1"
+  VERSION = "0.5.0"
 end

data/lib/prophet-rb.rb

@@ -1 +1 @@
-require "prophet"
+require_relative "prophet"

data/lib/prophet.rb

@@ -1,19 +1,19 @@
 # dependencies
 require "cmdstan"
-require "rover"
 require "numo/narray"
+require "rover"
 
 # stdlib
 require "logger"
 require "set"
 
 # modules
-require "prophet/diagnostics"
-require "prophet/holidays"
-require "prophet/plot"
-require "prophet/forecaster"
-require "prophet/stan_backend"
-require "prophet/version"
+require_relative "prophet/diagnostics"
+require_relative "prophet/holidays"
+require_relative "prophet/plot"
+require_relative "prophet/forecaster"
+require_relative "prophet/stan_backend"
+require_relative "prophet/version"
 
 module Prophet
   class Error < StandardError; end
@@ -68,7 +68,7 @@ module Prophet
     df = Rover::DataFrame.new({"ds" => series.keys, "y" => series.values})
     df["cap"] = cap if cap
 
-    m.logger.level = ::Logger::FATAL unless verbose
+    m.logger.level = verbose ? ::Logger::INFO : ::Logger::FATAL
     m.add_country_holidays(country_holidays) if country_holidays
     m.fit(df)
 
@@ -87,7 +87,7 @@ module Prophet
     else
       result.each { |v| v["ds"] = v["ds"].localtime }
     end
-    result.map { |v| [v["ds"], v["yhat"]] }.to_h
+    result.to_h { |v| [v["ds"], v["yhat"]] }
   end
 
   # TODO better name for interval_width
@@ -97,7 +97,7 @@ module Prophet
     df["cap"] = cap if cap
 
     m = Prophet.new(interval_width: interval_width, **options)
-    m.logger.level = ::Logger::FATAL unless verbose
+    m.logger.level = verbose ? ::Logger::INFO : ::Logger::FATAL
     m.add_country_holidays(country_holidays) if country_holidays
     m.fit(df)
 

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: prophet-rb
 version: !ruby/object:Gem::Version
-  version: 0.4.1
+  version: 0.5.0
 platform: ruby
 authors:
 - Andrew Kane
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2022-07-10 00:00:00.000000000 Z
+date: 2023-09-05 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: cmdstan
@@ -159,14 +159,14 @@ required_ruby_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
-      version: '2.7'
+      version: '3'
 required_rubygems_version: !ruby/object:Gem::Requirement
   requirements:
   - - ">="
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.3.7
+rubygems_version: 3.4.10
 signing_key:
 specification_version: 4
 summary: Time series forecasting for Ruby