Recent Releases of prophet
prophet - 1.1.6 (PyPI publishing fix)
See previous release for actual changelog.
- Python
Published by tcuongd over 1 year ago
prophet - 1.1.6
What's Changed
- Update plot.py by @tomthepeach in https://github.com/facebook/prophet/pull/2523
- Bug Fix: Include predictions for missing y (NaN) dates in the history #2518 by @imad24 in https://github.com/facebook/prophet/pull/2530
- Use stable sort when sorting values in forecaster by @natl in https://github.com/facebook/prophet/pull/2568
- Fix Issue #2577 - Zero Division Error in diagnostics.performance_metrics() causing failed assertion by @ThomasChia in https://github.com/facebook/prophet/pull/2578
- Fixed np.float_ deprecation in numpy 2.0 by @shamalgithub in https://github.com/facebook/prophet/pull/2592
- Removed remaining depreciated datetime conversions (#2492) by @YuyuZhou1228 in https://github.com/facebook/prophet/pull/2598
- Update
holidayspackage dependency constraints by @arkid15r in https://github.com/facebook/prophet/pull/2587
New Contributors
- @tomthepeach made their first contribution in https://github.com/facebook/prophet/pull/2523
- @imad24 made their first contribution in https://github.com/facebook/prophet/pull/2530
- @natl made their first contribution in https://github.com/facebook/prophet/pull/2568
- @ThomasChia made their first contribution in https://github.com/facebook/prophet/pull/2578
- @shamalgithub made their first contribution in https://github.com/facebook/prophet/pull/2592
- @YuyuZhou1228 made their first contribution in https://github.com/facebook/prophet/pull/2598
Full Changelog: https://github.com/facebook/prophet/compare/1.1.5...v1.1.6
- Python
Published by tcuongd over 1 year ago
prophet - 1.1.5
What's Changed
- Upgraded cmdstan version to 2.33.1, enabling Apple M2 support.
- Added pre-built wheels for macOS arm64 architecture (M1, M2 chips).
- Added argument
scalingto theProphet()instantiation. Allowsminmaxscaling onyinstead ofabsmaxscaling (dividing by the maximum value).scaling='absmax'by default, preserving the behaviour of previous versions. Credits to @yoziru - Added argument
holidays_modeto theProphet()instantiation. Allows holidays regressors to have a different mode than seasonality regressors.holidays_modetakes the same value asseasonality_modeif not specified, preserving the behaviour of previous versions. Credits to @CoreyBryant-everi - Added two methods to the
Prophetobject:preprocess()andcalculate_initial_params(). These do not need to be called and will not change the model fitting process. Their purpose is to provide clarity on the pre-processing steps taken (yscaling, creating fourier series, regressor scaling, setting changepoints, etc.) before the data is passed to the stan model. - Added argument
extra_output_columnstocross_validation(). The user can specify additional columns frompredict()to include in the final output alongsidedsandyhat, for exampleextra_output_columns=['trend']. Credits to @dchiang00 - prophet's custom
hdaysmodule was deprecated last version and is now removed.
Full Changelog: https://github.com/facebook/prophet/compare/v1.1.4...1.1.5
- Python
Published by tcuongd over 2 years ago
prophet - 1.1.4
What's Changed
Python
- We now rely solely on the
holidayspackage for country holidays. Credits to @arkid15r in https://github.com/facebook/prophet/pull/2379- This allows us to take full advantage of improvements to the
holidayspackage, and removes reliance on unmaintained manual holidays entries inhdays.py. Importing from theprophet.hdaysmodule has been deprecated and the module will be removed in the next release. - holidays v0.20 and beyond contains most / all previously missing holidays, so there should be very little differences in fitted models and predictions that currently make use of inbuilt country holidays.
- Note that for countries like India and Pakistan, some Christian holidays are currently not included in the
holidayspackage so will not be added automatically with.add_country_holidays(). These can be added manually instead, see examples here.
- This allows us to take full advantage of improvements to the
- Upgraded underlying cmdstan to v2.31.0, which fixes installation issues on Apple M1. Credits to @WardBrian in https://github.com/facebook/prophet/pull/2428
- Fixed a bug with Windows wheel builds caused by long path names. Credits to @WardBrian
R
- Updated holidays data based on holidays v0.25.
- Python
Published by tcuongd about 3 years ago
prophet - v1.1.3-patched
What's Changed
- Ensure compatibility with holidays 0.25.0 (https://github.com/facebook/prophet/pull/2431). Credits to @arkid15r
Full Changelog: https://github.com/facebook/prophet/compare/v1.1.2...v1.1.3-patched
- Python
Published by tcuongd about 3 years ago
prophet - 1.1.2
What's Changed
Python
- Sped up
.predict()by up to 10x by removing intermediate DataFrame creations. Credits to @orenmatar (https://github.com/facebook/prophet/pull/2299) - Sped up fourier series generation, leading to at least 1.5x speed improvement for
train()andpredict()pipelines. Credits to @yoziru (https://github.com/facebook/prophet/pull/2334) - Fixed bug in how warm start values were being read. Documentation has been updated.
- Developer experience: modernized build / develop / test workflow based on https://discuss.python.org/t/custom-build-steps-moving-bokeh-off-setup-py/16128/17
- Wheels are now version-agnostic. This is possible because we don't use any Python-version-specific tooling to compile stan models. Credits to @WardBrian for the suggestion and this example: https://github.com/joerick/python-ctypes-package-sample.
R
- Fixed a bug in
construct_holiday_dataframe() - Updated
holidaysdata based on holidays version 0.18. - Note that the 1.1.2 has been submitted to CRAN but is not live yet. You can install by downloading the attached files:
.tar.gzto install from source, or.tgzfor the macOS binary.
- Python
Published by tcuongd over 3 years ago
prophet - 1.1.1
What's Changed
Python
- Improved runtime of
predict()function via vectorization of future draws. Details here. Credits to @orenmatar for the original blog post and @winedarksea for the implementation.predict()now has a new argument,vectorized, which is true by default. You should see speedups of 3-7x for predictions, especially if the model does not use full MCMC sampling. When usinggrowth='logistic'withmcmc_samples > 0, predictions may be slower, and in these cases you can fall back to the original code by specifyingvectorized=False.
- Added aarch64 wheels for Linux and parallelised wheel build workflow. Credits to @thechopkins.
cmdstanpyminimum version is now 1.0.4- Fixed a bug where the version number hadn't updated from 1.0.
prophet.__version__now returns the correct version.
R
- (Backend change) Make holidays data internal to the package to prevent unintentional overrides. Note that the data can still be read by end users as before, this hasn't changed. Credits to @bartekch.
- Python
Published by tcuongd over 3 years ago
prophet - 1.1
What's Changed
Python
- Minimum required version of Python is now 3.7
- Removed dependency on
pystan==2.19.1.1, which is no longer maintained.cmdstanpyis now the sole stan backend. Credits to @WardBrian @akosfurton @malmashhadani-88 - Python binaries built for MacOS, Linux, and Windows for Python 3.7-3.10, so end users no longer need to compile the Prophet model from source on their machine.
- Binaries are built using Github Actions. Credits to @abitrolly for simplifying the workflow.
Other improvements
- Use normal-id-glm distribution for Stan model to improve MCMC sampling speed (the model itself is still identical). Credits to @andrjohns
- Improved execution time of
rolling_mean_by_hfunction used to calculate cross validation performance metrics. Credits to @RaymondMcT - Update holidays data based on
holidayspackage version 0.13.
- Python
Published by tcuongd almost 4 years ago