prophet-rb 0.4.1 → 0.4.2

checksums.yaml

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data/CHANGELOG.md

@@ -1,3 +1,7 @@
+## 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/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)
@@ -228,11 +229,13 @@ Create a data frame with `holiday` and `ds` columns. Include all occurrences in
 ```ruby
 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
 )
@@ -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/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

@@ -89,7 +89,7 @@ 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"])
@@ -125,8 +125,8 @@ 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"])
@@ -142,7 +142,7 @@ module Prophet
       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 +167,7 @@ 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 +481,14 @@ 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"
@@ -817,8 +817,8 @@ 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)

data/lib/prophet/holidays.rb

@@ -3,8 +3,11 @@ 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
+        # 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"
+      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/version.rb

@@ -1,3 +1,3 @@
 module Prophet
-  VERSION = "0.4.1"
+  VERSION = "0.4.2"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: prophet-rb
 version: !ruby/object:Gem::Version
-  version: 0.4.1
+  version: 0.4.2
 platform: ruby
 authors:
 - Andrew Kane
 autorequire:
 bindir: bin
 cert_chain: []
-date: 2022-07-10 00:00:00.000000000 Z
+date: 2022-07-12 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: cmdstan