prophet-rb 0.3.1 → 0.3.2

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data/CHANGELOG.md

@@ -1,8 +1,12 @@
-## 0.3.1 (2021-04-28)
+## 0.3.2 (2022-05-15)
+
+- Added advanced API options to `forecast` and `anomalies` methods
+
+## 0.3.1 (2022-04-28)
 
 - Improved error message for missing columns
 
-## 0.3.0 (2021-04-24)
+## 0.3.0 (2022-04-24)
 
 - Switched to precompiled models
 - Dropped support for Ruby < 2.7

data/README.md

@@ -22,6 +22,8 @@ gem "prophet-rb"
 
 ## Simple API
 
+### Forecasting
+
 Get future predictions for a time series
 
 ```ruby
@@ -48,12 +50,32 @@ series = User.group_by_day(:created_at).count
 Prophet.forecast(series)
 ```
 
+And supports [advanced API](#advanced-api) options
+
+```ruby
+Prophet.forecast(series, growth: "logistic", weekly_seasonality: false)
+```
+
+### Anomaly Detection
+
 Detect anomalies in a time series
 
 ```ruby
 Prophet.anomalies(series)
 ```
 
+Specify the width of uncertainty intervals (decrease for more anomalies)
+
+```ruby
+Prophet.anomalies(series, interval_width: 0.99)
+```
+
+Also supports [advanced API](#advanced-api) options
+
+```ruby
+Prophet.anomalies(series, growth: "logistic", weekly_seasonality: false)
+```
+
 ## Advanced API
 
 Check out the [Prophet documentation](https://facebook.github.io/prophet/docs/quick_start.html) for a great explanation of all of the features. The advanced API follows the Python API and supports the same features. It uses [Rover](https://github.com/ankane/rover) for data frames.
@@ -206,7 +228,7 @@ Add country-specific holidays
 
 ```ruby
 m = Prophet.new
-m.add_country_holidays(country_name: "US")
+m.add_country_holidays("US")
 m.fit(df)
 ```
 

data/lib/prophet/forecaster.rb

@@ -386,6 +386,12 @@ module Prophet
 
     def add_country_holidays(country_name)
       raise Error, "Country holidays must be added prior to model fitting." if @history
+
+      # Fix for previously documented keyword argument
+      if country_name.is_a?(Hash) && country_name[:country_name]
+        country_name = country_name[:country_name]
+      end
+
       # Validate names.
       get_holiday_names(country_name).each do |name|
         # Allow merging with existing holidays

data/lib/prophet/holidays.rb

@@ -2,25 +2,21 @@ module Prophet
   module Holidays
     def get_holiday_names(country)
       years = (1995..2045).to_a
-      make_holidays_df(years, country)["holiday"].uniq
+      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"
+      holiday_names
     end
 
     def make_holidays_df(year_list, country)
       holidays_df[(holidays_df["country"] == country) & (holidays_df["year"].in?(year_list))][["ds", "holiday"]]
     end
 
-    # TODO marshal on installation
+    # TODO improve performance
     def holidays_df
       @holidays_df ||= begin
-        holidays = {"ds" => [], "holiday" => [], "country" => [], "year" => []}
         holidays_file = File.expand_path("../../data-raw/generated_holidays.csv", __dir__)
-        CSV.foreach(holidays_file, headers: true, converters: [:date, :numeric]) do |row|
-          holidays["ds"] << row["ds"]
-          holidays["holiday"] << row["holiday"]
-          holidays["country"] << row["country"]
-          holidays["year"] << row["year"]
-        end
-        Rover::DataFrame.new(holidays)
+        Rover.read_csv(holidays_file, converters: [:date, :numeric])
       end
     end
   end

data/lib/prophet/version.rb

@@ -1,3 +1,3 @@
 module Prophet
-  VERSION = "0.3.1"
+  VERSION = "0.3.2"
 end

data/lib/prophet.rb

@@ -21,9 +21,12 @@ module Prophet
     Forecaster.new(**kwargs)
   end
 
-  def self.forecast(series, count: 10)
+  def self.forecast(series, count: 10, country_holidays: nil, cap: nil, verbose: false, **options)
     raise ArgumentError, "Series must have at least 10 data points" if series.size < 10
 
+    # error early on unknown keywords
+    m = Prophet.new(**options)
+
     # check type to determine output format
     # check for before converting to time
     keys = series.keys
@@ -62,12 +65,14 @@ module Prophet
 
     # use series, not times, so dates are handled correctly
     df = Rover::DataFrame.new({"ds" => series.keys, "y" => series.values})
+    df["cap"] = cap if cap
 
-    m = Prophet.new
-    m.logger.level = ::Logger::FATAL # no logging
+    m.logger.level = ::Logger::FATAL unless verbose
+    m.add_country_holidays(country_holidays) if country_holidays
     m.fit(df)
 
     future = m.make_future_dataframe(periods: count, include_history: false, freq: freq)
+    future["cap"] = cap if cap
     forecast = m.predict(future)
     result = forecast[["ds", "yhat"]].to_a
 
@@ -84,11 +89,17 @@ module Prophet
     result.map { |v| [v["ds"], v["yhat"]] }.to_h
   end
 
-  def self.anomalies(series)
-    df = Rover::DataFrame.new(series.map { |k, v| {"ds" => k, "y" => v} })
-    m = Prophet.new(interval_width: 0.99)
-    m.logger.level = ::Logger::FATAL # no logging
+  # TODO better name for interval_width
+  # TODO DRY with forecast method
+  def self.anomalies(series, interval_width: 0.99, country_holidays: nil, cap: nil, verbose: false, **options)
+    df = Rover::DataFrame.new({"ds" => series.keys, "y" => series.values})
+    df["cap"] = cap if cap
+
+    m = Prophet.new(interval_width: interval_width, **options)
+    m.logger.level = ::Logger::FATAL unless verbose
+    m.add_country_holidays(country_holidays) if country_holidays
     m.fit(df)
+
     forecast = m.predict(df)
     # filter df["ds"] to ensure dates/times in same format as input
     df["ds"][(df["y"] < forecast["yhat_lower"]) | (df["y"] > forecast["yhat_upper"])].to_a

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: prophet-rb
 version: !ruby/object:Gem::Version
-  version: 0.3.1
+  version: 0.3.2
 platform: ruby
 authors:
 - Andrew Kane
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2022-04-28 00:00:00.000000000 Z
+date: 2022-05-15 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: cmdstan