prophet-rb 0.4.2 → 0.5.1

data/lib/prophet/forecaster.rb

@@ -27,7 +27,8 @@ module Prophet
       changepoint_prior_scale: 0.05,
       mcmc_samples: 0,
       interval_width: 0.80,
-      uncertainty_samples: 1000
+      uncertainty_samples: 1000,
+      scaling: "absmax"
     )
       @growth = growth
 
@@ -44,7 +45,7 @@ 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
@@ -54,6 +55,10 @@ module Prophet
       @mcmc_samples = mcmc_samples
       @interval_width = interval_width
       @uncertainty_samples = uncertainty_samples
+      if !["absmax", "minmax"].include?(scaling)
+        raise ArgumentError, "scaling must be one of \"absmax\" or \"minmax\""
+      end
+      @scaling = scaling
 
       # Set during fitting or by other methods
       @start = nil
@@ -75,6 +80,7 @@ module Prophet
       validate_inputs
 
       @logger = ::Logger.new($stderr)
+      @logger.level = ::Logger::WARN
       @logger.formatter = proc do |severity, datetime, progname, msg|
         "[prophet] #{msg}\n"
       end
@@ -133,10 +139,10 @@ module Prophet
       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]
@@ -188,7 +194,11 @@ module Prophet
           raise ArgumentError, "Expected column \"floor\"."
         end
       else
-        df["floor"] = 0
+        if @scaling == "absmax"
+          df["floor"] = 0
+        elsif @scaling == "minmax"
+          df["floor"] = @y_min
+        end
       end
 
       if @growth == "logistic"
@@ -218,11 +228,22 @@ module Prophet
 
       if @growth == "logistic" && df.include?("floor")
         @logistic_floor = true
-        floor = df["floor"]
+        if @scaling == "absmax"
+          @y_min = (df["y"] - df["floor"]).abs.min.to_f
+          @y_scale = (df["y"] - df["floor"]).abs.max.to_f
+        elsif @scaling == "minmax"
+          @y_min = df["floor"].min
+          @y_scale = (df["cap"].max - @y_min).to_f
+        end
       else
-        floor = 0.0
+        if @scaling == "absmax"
+          @y_min = 0.0
+          @y_scale = df["y"].abs.max.to_f
+        elsif @scaling == "minmax"
+          @y_min = df["y"].min
+          @y_scale =  (df["y"].max - @y_min).to_f
+        end
       end
-      @y_scale = (df["y"] - floor).abs.max
       @y_scale = 1 if @y_scale == 0
       @start = df["ds"].min
       @t_scale = df["ds"].max - @start
@@ -546,7 +567,7 @@ module Prophet
       days = 86400
 
       # Yearly seasonality
-      yearly_disable = last - first < 370 * days
+      yearly_disable = last - first < 730 * days
       fourier_order = parse_seasonality_args("yearly", @yearly_seasonality, yearly_disable, 10)
       if fourier_order > 0
         @seasonalities["yearly"] = {
@@ -631,9 +652,7 @@ 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")
@@ -808,7 +827,7 @@ module Prophet
 
       x = seasonal_features.to_numo
       data = {}
-      component_cols.vector_names.each do |component|
+      (component_cols.vector_names - ["col"]).each do |component|
         beta_c =  @params["beta"] * component_cols[component].to_numo
 
         comp = x.dot(beta_c.transpose)
@@ -993,6 +1012,16 @@ 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)
@@ -1043,7 +1072,7 @@ module Prophet
       "yearly_seasonality", "weekly_seasonality", "daily_seasonality",
       "seasonality_mode", "seasonality_prior_scale", "changepoint_prior_scale",
       "holidays_prior_scale", "mcmc_samples", "interval_width", "uncertainty_samples",
-      "y_scale", "logistic_floor", "country_holidays", "component_modes"
+      "y_scale", "y_min", "scaling", "logistic_floor", "country_holidays", "component_modes"
     ]
 
     PD_SERIES = ["changepoints", "history_dates", "train_holiday_names"]
@@ -1077,7 +1106,7 @@ 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 +1125,7 @@ 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 +1145,7 @@ module Prophet
           d = {
             "schema" => {
               "fields" => fields,
-              "pandas_version" => "0.20.0"
+              "pandas_version" => "1.4.0"
             },
             "data" => v.to_a
           }
@@ -1151,8 +1180,7 @@ 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
 
@@ -1161,6 +1189,12 @@ module Prophet
 
       model_dict = JSON.parse(model_json)
 
+      # handle_simple_attributes_backwards_compat
+      if !model_dict["scaling"]
+        model_dict["scaling"] = "absmax"
+        model_dict["y_min"] = 0.0
+      end
+
       # We will overwrite all attributes set in init anyway
       model = Prophet.new
       # Simple types
@@ -1174,7 +1208,7 @@ 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 +1225,7 @@ 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

@@ -4,9 +4,7 @@ module Prophet
       years = (1995..2045).to_a
       holiday_names = make_holidays_df(years, country)["holiday"].uniq
       if holiday_names.size == 0
-        # TODO raise error in 0.5.0
-        # raise ArgumentError, "Holidays in #{country} are not currently supported"
-        logger.warn "Holidays in #{country} are not currently supported"
+        raise ArgumentError, "Holidays in #{country} are not currently supported"
       end
       holiday_names
     end

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 = "0.4.2"
+  VERSION = "0.5.1"
 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: 0.4.2
+  version: 0.5.1
 platform: ruby
 authors:
 - Andrew Kane
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2022-07-12 00:00:00.000000000 Z
+date: 2024-05-06 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: 3.5.9
 signing_key:
 specification_version: 4
 summary: Time series forecasting for Ruby