Module: Prophet

Defined in:
lib/prophet.rb,
lib/prophet/plot.rb,
lib/prophet/version.rb,
lib/prophet/holidays.rb,
lib/prophet/forecaster.rb,
lib/prophet/stan_backend.rb

Defined Under Namespace

Modules: Holidays, Plot Classes: Error, Forecaster, StanBackend

Constant Summary collapse

VERSION = 
"0.2.1"

Class Method Summary collapse

Class Method Details

.forecast(series, count: 10) ⇒ Object

to add time support in future, see github.com/ankane/prophet/commit/06e3562835cbcf06b8431f3a91fe2618d4703eb7

Raises:

  • (ArgumentError) 


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# File 'lib/prophet.rb', line 26

def self.forecast(series, count: 10)
  raise ArgumentError, "Series must have at least 10 data points" if series.size < 10

  keys = series.keys
  bad_key = keys.find { |k| !k.is_a?(Date) }
  raise ArgumentError, "Expected Date, got #{bad_key.class.name}" if bad_key

  week = keys.map { |k| k.wday }.uniq.size == 1
  month = keys.all? { |k| k.day == 1 }
  quarter = month && keys.all? { |k| k.month % 3 == 1 }
  year = quarter && keys.all? { |k| k.month == 1 }

  freq =
    if year
      "YS"
    elsif quarter
      "QS"
    elsif month
      "MS"
    elsif week
      "W"
    else
      "D"
    end

  df = Rover::DataFrame.new({"ds" => series.keys, "y" => series.values})

  m = Prophet.new
  m.logger.level = ::Logger::FATAL # no logging
  m.fit(df)

  future = m.make_future_dataframe(periods: count, include_history: false, freq: freq)
  forecast = m.predict(future)
  forecast[["ds", "yhat"]].to_a.map { |v| [v["ds"].to_date, v["yhat"]] }.to_h
end

.new(**kwargs) ⇒ Object 



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# File 'lib/prophet.rb', line 20

def self.new(**kwargs)
  Forecaster.new(**kwargs)
end