def test_cross_validation(self):
m = Prophet()
m.fit(self.__df)
# Calculate the number of cutoff points(k)
horizon = pd.Timedelta('4 days')
period = pd.Timedelta('10 days')
initial = pd.Timedelta('115 days')
df_cv = diagnostics.cross_validation(
m, horizon='4 days', period='10 days', initial='115 days')
self.assertEqual(len(np.unique(df_cv['cutoff'])), 3)
self.assertEqual(max(df_cv['ds'] - df_cv['cutoff']), horizon)
self.assertTrue(min(df_cv['cutoff']) >= min(self.__df['ds']) + initial)
dc = df_cv['cutoff'].diff()
dc = dc[dc > pd.Timedelta(0)].min()
self.assertTrue(dc >= period)
self.assertTrue((df_cv['cutoff'] < df_cv['ds']).all())
# Each y in df_cv and self.__df with same ds should be equal
df_merged = pd.merge(df_cv, self.__df, 'left', on='ds')
self.assertAlmostEqual(
np.sum((df_merged['y_x'] - df_merged['y_y']) ** 2), 0.0)
df_cv = diagnostics.cross_validation(
m, horizon='4 days', period='10 days', initial='135 days')
self.assertEqual(len(np.unique(df_cv['cutoff'])), 1)
with self.assertRaises(ValueError):
diagnostics.cross_validation(
m, horizon='10 days', period='10 days', initial='140 days')
def test_cross_validation_default_value_check(self):
m = Prophet()
m.fit(self.__df)
# Default value of initial should be equal to 3 * horizon
df_cv1 = diagnostics.cross_validation(
m, horizon='32 days', period='10 days')
df_cv2 = diagnostics.cross_validation(
m, horizon='32 days', period='10 days', initial='96 days')
self.assertAlmostEqual(
((df_cv1['y'] - df_cv2['y']) ** 2).sum(), 0.0)
self.assertAlmostEqual(
((df_cv1['yhat'] - df_cv2['yhat']) ** 2).sum(), 0.0)
def run_prophet(target_variable, cap, floor, initial, period, horizon):
df = prepare.wrangle_fitbit_data()
df = prep_fb(df, target_variable)
train = df[:"2018-10"]
validate = df["2018-11"]
test = df["2018-12"]
train["cap"] = cap
train["floor"] = floor
train = train.reset_index()
validate = validate.reset_index()
test = test.reset_index()
m = Prophet(growth = 'logistic',
weekly_seasonality = True,
daily_seasonality = False,
changepoint_range = 0.8)
m.add_country_holidays(country_name='US')
m.fit(train)
df_cv = cross_validation(m, initial = initial, period = period, horizon = horizon)
return m, df_cv
def fbp(df, p, freq):
model = fbprophet.Prophet()
model.fit(df)
future = model.make_future_dataframe(periods=p,
freq=freq,
include_history=True)
# future.tail()
forecast = model.predict(future)
# model.plot(forecast)
# model.plot_components(forecast)
# print(forecast)
if freq == 'Y':
time_format = '%Y'
elif freq == 'M':
time_format = '%Y-%m'
elif freq == 'D':
time_format = '%Y-%m-%d'
df_cv = cross_validation(model, horizon='30 days')
df_pe = performance_metrics(df_cv)
df_cv.to_csv('C:/Users/47135/Desktop/df_cv.csv', encoding='UTF-8')
df_pe.to_csv('C:/Users/47135/Desktop/df_pe.csv', encoding='UTF-8')
forecast['ds'] = forecast['ds'].dt.strftime(time_format)
result = forecast.to_dict(orient='list')
# print(result)
return result
def evaluate_model(model):
df_cv = cross_validation(model,
initial="700 days",
period="92 days",
horizon="8 days")
df_p = performance_metrics(df_cv)
return df_cv, df_p
def test_performance_metrics(self):
m = Prophet()
m.fit(self.__df)
df_cv = diagnostics.cross_validation(m,
horizon='4 days',
period='10 days',
initial='90 days')
# Aggregation level none
df_none = diagnostics.performance_metrics(df_cv, rolling_window=-1)
self.assertEqual(
set(df_none.columns),
{'horizon', 'coverage', 'mae', 'mape', 'mdape', 'mse', 'rmse'},
)
self.assertEqual(df_none.shape[0], 16)
# Aggregation level 0
df_0 = diagnostics.performance_metrics(df_cv, rolling_window=0)
self.assertEqual(len(df_0), 4)
self.assertEqual(len(df_0['horizon'].unique()), 4)
# Aggregation level 0.2
df_horizon = diagnostics.performance_metrics(df_cv, rolling_window=0.2)
self.assertEqual(len(df_horizon), 4)
self.assertEqual(len(df_horizon['horizon'].unique()), 4)
# Aggregation level all
df_all = diagnostics.performance_metrics(df_cv, rolling_window=1)
self.assertEqual(df_all.shape[0], 1)
for metric in ['mse', 'mape', 'mae', 'coverage']:
self.assertAlmostEqual(df_all[metric].values[0],
df_none[metric].mean())
self.assertAlmostEqual(df_all['mdape'].values[0],
df_none['mdape'].median())
# Custom list of metrics
df_horizon = diagnostics.performance_metrics(
df_cv,
metrics=['coverage', 'mse'],
)
self.assertEqual(
set(df_horizon.columns),
{'coverage', 'mse', 'horizon'},
)
# Skip MAPE
df_cv.loc[0, 'y'] = 0.
df_horizon = diagnostics.performance_metrics(
df_cv,
metrics=['coverage', 'mape'],
)
self.assertEqual(
set(df_horizon.columns),
{'coverage', 'horizon'},
)
df_horizon = diagnostics.performance_metrics(
df_cv,
metrics=['mape'],
)
self.assertIsNone(df_horizon)
# List of metrics containing non-valid metrics
with self.assertRaises(ValueError):
diagnostics.performance_metrics(
df_cv,
metrics=['mse', 'error_metric'],
)
def test_check_single_cutoff_forecast_func_calls(self):
m = Prophet()
m.fit(self.__df)
mock_predict = pd.DataFrame({
'ds':
pd.date_range(start='2012-09-17', periods=3),
'yhat':
np.arange(16, 19),
'yhat_lower':
np.arange(15, 18),
'yhat_upper':
np.arange(17, 20),
'y':
np.arange(16.5, 19.5),
'cutoff': [datetime.date(2012, 9, 15)] * 3
})
# cross validation with 3 and 7 forecasts
for args, forecasts in ((['4 days', '10 days', '115 days'], 3),
(['4 days', '4 days', '115 days'], 7)):
with patch('fbprophet.diagnostics.single_cutoff_forecast'
) as mock_func:
mock_func.return_value = mock_predict
df_cv = diagnostics.cross_validation(m, *args)
# check single forecast function called expected number of times
self.assertEqual(diagnostics.single_cutoff_forecast.call_count,
forecasts)
def validate_model(model, dates):
"""
Background:
This model validation function is still under construction and will be updated during a future release.
"""
count_of_time_units = len(dates)
#print(count_of_time_units)
initial_size = str(int(count_of_time_units * 0.20)) + " days"
horizon_size = str(int(count_of_time_units * 0.10)) + " days"
period_size = str(int(count_of_time_units * 0.05)) + " days"
df_cv = cross_validation(model,
initial=initial_size,
horizon=horizon_size,
period=period_size)
#df_cv = cross_validation(model,initial='730 days', period='180 days', horizon = '365 days')
df_p = performance_metrics(df_cv)
#print(df_cv.head(100))
#print(df_p.head(100))
mape_score_avg = str(round(df_p['mape'].mean() * 100, 2)) + "%"
return mape_score_avg
def test_performance_metrics(self):
m = Prophet()
m.fit(self.__df)
df_cv = diagnostics.cross_validation(
m, horizon='4 days', period='10 days', initial='90 days')
# Aggregation level none
df_none = diagnostics.performance_metrics(df_cv, rolling_window=0)
self.assertEqual(
set(df_none.columns),
{'horizon', 'coverage', 'mae', 'mape', 'mse', 'rmse'},
)
self.assertEqual(df_none.shape[0], 16)
# Aggregation level 0.2
df_horizon = diagnostics.performance_metrics(df_cv, rolling_window=0.2)
self.assertEqual(len(df_horizon['horizon'].unique()), 4)
self.assertEqual(df_horizon.shape[0], 14)
# Aggregation level all
df_all = diagnostics.performance_metrics(df_cv, rolling_window=1)
self.assertEqual(df_all.shape[0], 1)
for metric in ['mse', 'mape', 'mae', 'coverage']:
self.assertEqual(df_all[metric].values[0], df_none[metric].mean())
# Custom list of metrics
df_horizon = diagnostics.performance_metrics(
df_cv, metrics=['coverage', 'mse'],
)
self.assertEqual(
set(df_horizon.columns),
{'coverage', 'mse', 'horizon'},
)
def prophetForecast(rawData, startDate, modelDir, partitions): """Forecasting with fbprophet""" from fbprophet import Prophet from fbprophet.diagnostics import cross_validation partitions = int(partitions) # initiate model prophet = Prophet() # put dates in df dates = pd.date_range(start=startDate, periods=len(rawData), freq="H") input_df = pd.DataFrame(rawData, columns=["y", "temp"]) input_df["ds"] = dates.to_pydatetime() input_df.to_csv(pJoin(modelDir, "prophetin.csv")) # give prophet the input data with suppress_stdout_stderr(): prophet.fit(input_df) # determine partition length for the cross-validation total_hours = len(input_df.ds) hp = total_hours // partitions # horizon and period init = total_hours % partitions # total_hours - hp * (partitions - 1) # train prophet w/ those partitions # take a moment to appreciate this stupid way to pass the durations out_df = cross_validation( prophet, initial="%d hours" % init, horizon="%d hours" % hp, period="%d hours" % hp, ) out_df.to_csv(pJoin(modelDir, "prophetout.csv")) return (list(out_df.yhat), list(out_df.yhat_lower), list(out_df.yhat_upper))
def last6monthscrossval(dataframe,init,per,hor,cps,period):
m=simpleforecastwithoutplot(cps,period,dataframe)
df_cv = cross_validation(m, initial=str(init)+'days', period=str(per)+'days', horizon =str(hor)+'days')
df_cv.tail()
last6=df_cv.iloc[-181:]
last6 = last6.reset_index(drop=True)
return last6
def test_cross_validation_extra_regressors(self):
df = self.__df.copy()
df['extra'] = range(df.shape[0])
df['is_conditional_week'] = np.arange(df.shape[0]) // 7 % 2
m = Prophet()
m.add_seasonality(name='monthly', period=30.5, fourier_order=5)
m.add_seasonality(name='conditional_weekly',
period=7,
fourier_order=3,
prior_scale=2.,
condition_name='is_conditional_week')
m.add_regressor('extra')
m.fit(df)
df_cv = diagnostics.cross_validation(m,
horizon='4 days',
period='4 days',
initial='135 days')
self.assertEqual(len(np.unique(df_cv['cutoff'])), 2)
period = pd.Timedelta('4 days')
dc = df_cv['cutoff'].diff()
dc = dc[dc > pd.Timedelta(0)].min()
self.assertTrue(dc >= period)
self.assertTrue((df_cv['cutoff'] < df_cv['ds']).all())
df_merged = pd.merge(df_cv, self.__df, 'left', on='ds')
self.assertAlmostEqual(
np.sum((df_merged['y_x'] - df_merged['y_y'])**2), 0.0)
def cross_validation_worker(model, initial, period, horizon, metric):
df_cv = cross_validation(model,
initial=initial,
period=period,
horizon=horizon)
df_p = performance_metrics(df_cv)
average_metric = df_p[metric].mean()
return average_metric
def test_model(model): # Making 90 forecasts with cutoffs between 2008-03-11 00:00:00 and 2010-08-18 00:00:00 df_cv = cross_validation(model, initial='450 days', period='10 days', horizon = '100 days') df_cv.head() df_p = performance_metrics(df_cv) df_p.head()
def ts_diagnose(self):
"""Diagnoses the fitted model"""
try:
assert self.model_fit is not None
except AssertionError:
self._prophet_logger.exception("Model has to be fitted first! Please call ts_fit(...)")
sys.exit("STOP")
self.plot_residuals()
if self._diagnose:
if input("Run cross validation y/n? Note, depending on parameters provided "
"this can take some time...").strip().lower() == 'y':
start = time()
self._prophet_logger.info("Running cross validation using parameters provided....")
if self._history is not None:
try:
self._prophet_cv = cross_validation(self.model_fit, initial=self._history,
period=self._step,
horizon=self._horizon)
except Exception:
self._prophet_logger.exception("Prophet cross validation error: check your "
"parameters 'history', 'horizon', 'step'!")
else:
try:
self._prophet_cv = cross_validation(self.model_fit, period=self._step,
horizon=self._horizon)
except Exception:
self._prophet_logger.exception("Prophet cross validation error: "
"check your parameters 'horizon', 'step'!")
self._prophet_logger.info("Time elapsed: {}".format(time() - start))
simu_intervals = self._prophet_cv.groupby('cutoff')['ds'].agg(
[('forecast_start', 'min'),
('forecast_till', 'max')])
self._prophet_logger.info("Following time windows and cutoffs have been set-up:\n")
print(simu_intervals)
#
plot_cross_validation_metric(self._prophet_cv, metric='mape')
#
self._prophet_logger.info("Running performance metrics...")
self._prophet_p = performance_metrics(self._prophet_cv)
else:
self._prophet_logger.info("OK")
return
def cross_validating(model,
initial_days=730,
period_days=180,
horizon_days=365):
df_cv = cross_validation(model,
initial=str(initial_days) + ' days',
period=str(period_days) + ' days',
horizon=str(horizon_days) + ' days')
return df_cv
def test_cross_validation_uncertainty_disabled(self):
df = self.__df.copy()
for uncertainty in [0, False]:
m = Prophet(uncertainty_samples=uncertainty)
m.fit(df)
df_cv = diagnostics.cross_validation(
m, horizon='4 days', period='4 days', initial='115 days')
expected_cols = ['ds', 'yhat', 'y', 'cutoff']
self.assertTrue(all(col in expected_cols for col in df_cv.columns.tolist()))
def test_cross_validation(self):
m = Prophet()
m.fit(self.__df)
# Calculate the number of cutoff points(k)
horizon = pd.Timedelta('4 days')
period = pd.Timedelta('10 days')
initial = pd.Timedelta('115 days')
methods = [None, 'processes', 'threads', CustomParallelBackend()]
try:
from dask.distributed import Client
client = Client(processes=False) # noqa
methods.append("dask")
except ImportError:
pass
for parallel in methods:
df_cv = diagnostics.cross_validation(m,
horizon='4 days',
period='10 days',
initial='115 days',
parallel=parallel)
self.assertEqual(len(np.unique(df_cv['cutoff'])), 3)
self.assertEqual(max(df_cv['ds'] - df_cv['cutoff']), horizon)
self.assertTrue(
min(df_cv['cutoff']) >= min(self.__df['ds']) + initial)
dc = df_cv['cutoff'].diff()
dc = dc[dc > pd.Timedelta(0)].min()
self.assertTrue(dc >= period)
self.assertTrue((df_cv['cutoff'] < df_cv['ds']).all())
# Each y in df_cv and self.__df with same ds should be equal
df_merged = pd.merge(df_cv, self.__df, 'left', on='ds')
self.assertAlmostEqual(
np.sum((df_merged['y_x'] - df_merged['y_y'])**2), 0.0)
df_cv = diagnostics.cross_validation(m,
horizon='4 days',
period='10 days',
initial='135 days')
self.assertEqual(len(np.unique(df_cv['cutoff'])), 1)
with self.assertRaises(ValueError):
diagnostics.cross_validation(m,
horizon='10 days',
period='10 days',
initial='140 days')
# invalid alias
with self.assertRaises(ValueError, match="'parallel' should be one"):
diagnostics.cross_validation(m, horizon="4 days", parallel="bad")
# no map method
with self.assertRaises(ValueError, match="'parallel' should be one"):
diagnostics.cross_validation(m,
horizon="4 days",
parallel=object())
def cross_val(self):
df_cv = cross_validation(self.m,
initial='62 days',
period='1 days',
horizon='7 days')
# for col in ['yhat', 'yhat_lower', 'yhat_upper', 'y']:
# df_cv[col] = inv_boxcox(df_cv[col], lmbda)
print(df_cv.sort_values('ds').tail())
df_p = performance_metrics(df_cv)
print(df_p)
def cross_validate(fitted_model, training_range, forecast_range, cv_interval):
'''
Input --> 1 already defined model
Output --> avg MAPE
'''
# nee dot make sure that each initial, horizon covers full week??
df_cv = cross_validation(fitted_model, initial=training_range, horizon=forecast_range, period=cv_interval)
df_p = performance_metrics(df_cv, rolling_window = 1/7)
return df_p['mape'].mean()
def cross_validate(self, model, horizon, save=False):
# 交叉检验
from fbprophet.diagnostics import cross_validation
df_cv = cross_validation(model, horizon=horizon)
if save is True:
df_cv.to_csv('c:\\scnguh\\cross_validate.csv', index=False)
else:
return df_cv
def validator(self):
self.__cv_metrics.df_cv = cross_validation(self.__model,
initial="1 days",
period="120 days",
horizon="15 days")
self.__cv_metrics.df_perf = performance_metrics(
self.__cv_metrics.df_cv)
self.__cv_metrics.manual_mape = self.mean_absolute_percentage_error(
self.__cv_metrics.df_cv.y, self.__cv_metrics.df_cv.yhat)
def test_cross_validation_custom_cutoffs(self):
m = Prophet()
m.fit(self.__df)
# When specify a list of cutoffs
# the cutoff dates in df_cv are those specified
df_cv1 = diagnostics.cross_validation(
m,
horizon='32 days',
period='10 days',
cutoffs=[pd.Timestamp('2012-07-31'), pd.Timestamp('2012-08-31')])
self.assertEqual(len(df_cv1['cutoff'].unique()), 2)
def test_shim(self):
m = Prophet()
m.fit(DATA)
future = m.make_future_dataframe(10, include_history=False)
fcst = m.predict(future)
df_cv = cross_validation(
model=m, horizon='4 days', period='10 days', initial='115 days',
)
fig = plot.plot_forecast_component(m=m, fcst=fcst, name='weekly')
def test_cross_validation_logistic(self):
df = self.__df.copy()
df['cap'] = 40
m = Prophet(growth='logistic').fit(df)
df_cv = diagnostics.cross_validation(
m, horizon='1 days', period='1 days', initial='140 days')
self.assertEqual(len(np.unique(df_cv['cutoff'])), 2)
self.assertTrue((df_cv['cutoff'] < df_cv['ds']).all())
df_merged = pd.merge(df_cv, self.__df, 'left', on='ds')
self.assertAlmostEqual(
np.sum((df_merged['y_x'] - df_merged['y_y']) ** 2), 0.0)
def test_cross_validation_logistic(self):
df = self.__df.copy()
df['cap'] = 40
m = Prophet(growth='logistic').fit(df)
df_cv = diagnostics.cross_validation(
m, horizon='1 days', period='1 days', initial='140 days')
self.assertEqual(len(np.unique(df_cv['cutoff'])), 2)
self.assertTrue((df_cv['cutoff'] < df_cv['ds']).all())
df_merged = pd.merge(df_cv, self.__df, 'left', on='ds')
self.assertAlmostEqual(
np.sum((df_merged['y_x'] - df_merged['y_y']) ** 2), 0.0)
def variable_selection(df, best_params):
""" This function is used to determine which variable left out has the biggest impact on the error
(This function may be left out if there are no additional variables).
:param df: The dataset
:param best_params: Best parameters for the model yielded from hyperparameter tuning
:return variable_sel_results: Returns a result dataframe
"""
variable_sel_results = pd.DataFrame()
# Change column names for Prophet
temp_df = df[['timestamp', 'total_daily_arrivals']]
temp_df.columns = ['ds', 'y']
for i, feature_leftout in enumerate(FEATURES):
variables = get_variables(df, feature_leftout)
start1 = time.time()
print('-----------------------\nRound {} without feature: {}'.format(
i, feature_leftout))
with suppress_stdout_stderr():
model = Prophet(**best_params,
uncertainty_samples=0,
daily_seasonality=False,
yearly_seasonality=True,
holidays=variables).fit(temp_df)
df_crossv = cross_validation(model,
initial='1100 days',
horizon='1 days',
period='1 days',
parallel='processes')
pred = df_crossv['yhat']
ground_truth = temp_df['y'][1101:]
mape = compute_mape(ground_truth, pred)
rmse = np.sqrt(mean_squared_error(ground_truth, pred))
mae = mean_absolute_error(ground_truth, pred)
new_row = {
'Variable_left_out': feature_leftout,
'MAPE': mape,
'RMSE': rmse,
'MAE': mae
}
variable_sel_results = variable_sel_results.append(new_row,
ignore_index=True)
end1 = time.time()
print(
'Training and validation took {} minutes. Feature leftout: {}. Yielded MAPE: {}'
.format((end1 - start1) / 60, feature_leftout, mape))
for index, row in variable_sel_results.iterrows():
print(row['Variable_left_out'], row['MAPE'], row['RMSE'], row['MAE'])
return variable_sel_results
def test_prophecy(ticker):
df = get_daily_data(ticker, 90)
df.rename(columns={'time': 'ds', 'close': 'y'}, inplace=True)
m.fit(df)
df_cv = cross_validation(m, horizon='10 days')
df_p = performance_metrics(df_cv)
df_p.head(5)
plot_cross_validation_metric(df_cv, metric='mape')
plt.show()
def cross_validate(df):
prophet = Prophet()
prophet.fit(df)
df_cv = cross_validation(
prophet, initial="30 days", period="4 days", horizon="7 days"
)
df_performance = performance_metrics(df_cv)
fig_performance = plot_cross_validation_metric(df_cv, metric="mape")
return df_performance
def cross_validate(df):
prophet = Prophet()
prophet.fit(df)
df_cv = cross_validation(prophet, initial='30 days', period='4 days', horizon='7 days')
df_performance = performance_metrics(df_cv)
fig_performance = plot_cross_validation_metric(df_cv, metric='mape')
return df_performance
#print(predict(df_cases_fb))
def fit_hex_model(hex_data: pd.DataFrame) -> Prophet:
fit_data = hex_data[['timestamp', 'y']].copy()
fit_data.rename(columns={'timestamp': 'ds'}, inplace=True)
fit_data['cap'] = 1
fit_data['floor'] = 0
model = Prophet(n_changepoints=0, growth='logistic')
forecaster = model.fit(fit_data, algorithm='Newton')
df_cv = cross_validation(model,
initial='40 days',
period='7 days',
horizon='7 days')
df_metrics = performance_metrics(df_cv)
print(df_metrics.mdape.mean())
def process_job(conn, job):
assert job['type'].lower() in ['cases', 'deaths', 'tests']
print(f"{time.strftime('%H:%M:%S')} Starting job={job}")
data = query_data(conn, job)
df = prepare_data(job, data)
m = create_model(job)
m.fit(df)
# predict a third into the future of what we looked back
future_days = round(job['days_to_look_back'] / 3)
future = m.make_future_dataframe(periods=future_days)
future['cap'] = df['cap'][0]
forecast = m.predict(future)
# region debug
if os.getenv('DOCKER_ACTIVE') is None:
fig = m.plot(forecast)
add_changepoints_to_plot(fig.gca(), m, forecast)
fig.savefig(f"../job/prediction-{job['id']}.png")
# endregion
change_points = m.changepoints.dt.date.tolist()
store_prediction(conn, job, forecast, change_points)
# cross validate and create score
if job['with_score']:
# compute period to have 5-6 simulated forecasts
horizon = pd.Timedelta("14 days")
initial = horizon * 3
period = (df.iloc[-1]['ds'] - df.iloc[0]['ds'] - horizon - initial) / 5
df_cv = cross_validation(m,
initial=initial,
horizon=horizon,
period=period,
parallel='processes')
df_p = performance_metrics(df_cv)
# region debug
if os.getenv('DOCKER_ACTIVE') is None:
fig = plot_cross_validation_metric(df_cv, metric='mape')
fig.savefig(f"../job/score-{job['id']}.png")
# endregion
score = df_p.iloc[-1]['mape']
store_score(conn, job, score)
def single_cv_run(history_df, metrics, param_dict, parallel):
m = Prophet(**param_dict)
m.add_country_holidays(country_name='BR')
history_df['cap'] = 2 * history_df["y"].max()
m.fit(history_df)
df_cv = cross_validation(m,
initial='3600 days',
horizon='1200 days',
parallel=parallel)
df_p = performance_metrics(df_cv, rolling_window=1)
df_p['params'] = str(param_dict)
print(df_p.head())
df_p = df_p.loc[:, metrics]
return df_p
def createDiagnosticsLayout(signal, frequency, holidayDropdown, holidayScale, seasonalityScale, changepointScale, seasonalityMode, contents, filename, paramSearch):
print(signal, frequency, holidayDropdown, holidayScale, seasonalityScale, changepointScale, seasonalityMode, filename, paramSearch)
if signal == 'VOID':
return None
if signal != 'NOTIFY':
return html.Div('Encountered an error : ' + signal, style = {'margin-left' : '1rem'})
df = parseContents(contents, filename)
model = generateModel(frequency, holidayDropdown, holidayScale, seasonalityScale, changepointScale, seasonalityMode, df, paramSearch)
initial, period, horizon = getParams(frequency, len(df))
df_cv =cross_validation(model, initial = initial, period = period, horizon = horizon)
#df_p = performance_metrics(df_cv, rolling_window = 0)
#print(df_p.head())
fig = mpl_to_plotly(plot_cross_validation_metric(df_cv, metric = 'mae', rolling_window = 0))
return html.Div(children = [html.H6('Mean Absolute Error', style = {'margin-left': '1rem'}), dcc.Graph(figure = fig)])
def cv_cases(state):
df = prepdata_cases(state)
prophet = Prophet()
prophet.fit(df)
df_cv = cross_validation(
prophet, initial="50 days", period="4 days", horizon="7 days"
)
df_performance = performance_metrics(df_cv)
fig_performance = plot_cross_validation_metric(df_cv, metric="mape")
return plt.show()
def test_cross_validation_extra_regressors(self):
df = self.__df.copy()
df['extra'] = range(df.shape[0])
m = Prophet()
m.add_seasonality(name='monthly', period=30.5, fourier_order=5)
m.add_regressor('extra')
m.fit(df)
df_cv = diagnostics.cross_validation(
m, horizon='4 days', period='4 days', initial='135 days')
self.assertEqual(len(np.unique(df_cv['cutoff'])), 2)
period = pd.Timedelta('4 days')
dc = df_cv['cutoff'].diff()
dc = dc[dc > pd.Timedelta(0)].min()
self.assertTrue(dc >= period)
self.assertTrue((df_cv['cutoff'] < df_cv['ds']).all())
df_merged = pd.merge(df_cv, self.__df, 'left', on='ds')
self.assertAlmostEqual(
np.sum((df_merged['y_x'] - df_merged['y_y']) ** 2), 0.0)