prophet-rb 0.5.0 → 0.5.1

checksums.yaml

@@ -1,7 +1,7 @@
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data/CHANGELOG.md

@@ -1,3 +1,9 @@
+## 0.5.1 (2024-05-06)
+
+- Added `scaling` option
+- Fixed issue with yearly seasonality being enabled without enough data
+- Fixed issue with internal columns in `predict` output (`col`, `col_lower`, and `col_upper`)
+
 ## 0.5.0 (2023-09-05)
 
 - Added support for Polars

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
 
@@ -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
@@ -189,7 +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"
@@ -219,11 +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
@@ -547,7 +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"] = {
@@ -807,7 +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)
@@ -1052,7 +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"]
@@ -1169,6 +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

data/lib/prophet/version.rb

@@ -1,3 +1,3 @@
 module Prophet
-  VERSION = "0.5.0"
+  VERSION = "0.5.1"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: prophet-rb
 version: !ruby/object:Gem::Version
-  version: 0.5.0
+  version: 0.5.1
 platform: ruby
 authors:
 - Andrew Kane
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2023-09-05 00:00:00.000000000 Z
+date: 2024-05-06 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: cmdstan
@@ -166,7 +166,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.4.10
+rubygems_version: 3.5.9
 signing_key:
 specification_version: 4
 summary: Time series forecasting for Ruby