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@@ -10,21 +10,28 @@ from __future__ import division
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from __future__ import print_function
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from __future__ import unicode_literals
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-import os
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import numpy as np
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import pandas as pd
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+# fb-block 1 start
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+import os
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from unittest import TestCase
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from fbprophet import Prophet
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from fbprophet import diagnostics
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+DATA = pd.read_csv(
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+ os.path.join(os.path.dirname(__file__), 'data.csv'), parse_dates=['ds']
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+).head(100)
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+# fb-block 1 end
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+# fb-block 2
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+
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class TestDiagnostics(TestCase):
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def __init__(self, *args, **kwargs):
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super(TestDiagnostics, self).__init__(*args, **kwargs)
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# Use first 100 record in data.csv
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- self.__df = pd.read_csv(os.path.join(os.path.dirname(__file__), 'data.csv'), parse_dates=['ds']).head(100)
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+ self.__df = DATA
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def test_simulated_historical_forecasts(self):
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m = Prophet()
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@@ -34,47 +41,55 @@ class TestDiagnostics(TestCase):
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for h in [1, 3]:
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period = '{} days'.format(p)
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horizon = '{} days'.format(h)
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- df_shf = diagnostics.simulated_historical_forecasts(m, horizon=horizon, k=k, period=period)
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+ df_shf = diagnostics.simulated_historical_forecasts(
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+ m, horizon=horizon, k=k, period=period)
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# All cutoff dates should be less than ds dates
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self.assertTrue((df_shf['cutoff'] < df_shf['ds']).all())
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# The unique size of output cutoff should be equal to 'k'
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self.assertEqual(len(np.unique(df_shf['cutoff'])), k)
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- self.assertEqual(max(df_shf['ds'] - df_shf['cutoff']), pd.Timedelta(horizon))
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+ self.assertEqual(
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+ max(df_shf['ds'] - df_shf['cutoff']),
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+ pd.Timedelta(horizon),
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+ )
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dc = df_shf['cutoff'].diff()
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dc = dc[dc > pd.Timedelta(0)].min()
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self.assertTrue(dc >= pd.Timedelta(period))
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# Each y in df_shf and self.__df with same ds should be equal
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df_merged = pd.merge(df_shf, self.__df, 'left', on='ds')
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- self.assertAlmostEqual(np.sum((df_merged['y_x'] - df_merged['y_y']) ** 2), 0.0)
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+ self.assertAlmostEqual(
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+ np.sum((df_merged['y_x'] - df_merged['y_y']) ** 2), 0.0)
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def test_simulated_historical_forecasts_logistic(self):
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m = Prophet(growth='logistic')
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df = self.__df.copy()
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df['cap'] = 40
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m.fit(df)
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- df_shf = diagnostics.simulated_historical_forecasts(m, horizon='3 days', k=2, period='3 days')
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+ df_shf = diagnostics.simulated_historical_forecasts(
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+ m, horizon='3 days', k=2, period='3 days')
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# All cutoff dates should be less than ds dates
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self.assertTrue((df_shf['cutoff'] < df_shf['ds']).all())
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# The unique size of output cutoff should be equal to 'k'
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self.assertEqual(len(np.unique(df_shf['cutoff'])), 2)
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# Each y in df_shf and self.__df with same ds should be equal
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df_merged = pd.merge(df_shf, df, 'left', on='ds')
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- self.assertAlmostEqual(np.sum((df_merged['y_x'] - df_merged['y_y']) ** 2), 0.0)
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+ self.assertAlmostEqual(
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+ np.sum((df_merged['y_x'] - df_merged['y_y']) ** 2), 0.0)
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def test_simulated_historical_forecasts_default_value_check(self):
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m = Prophet()
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m.fit(self.__df)
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# Default value of period should be equal to 0.5 * horizon
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- df_shf1 = diagnostics.simulated_historical_forecasts(m, horizon='10 days', k=1)
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- df_shf2 = diagnostics.simulated_historical_forecasts(m, horizon='10 days', k=1, period='5 days')
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- self.assertAlmostEqual(((df_shf1 - df_shf2)**2)[['y', 'yhat']].sum().sum(), 0.0)
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+ df_shf1 = diagnostics.simulated_historical_forecasts(
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+ m, horizon='10 days', k=1)
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+ df_shf2 = diagnostics.simulated_historical_forecasts(
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+ m, horizon='10 days', k=1, period='5 days')
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+ self.assertAlmostEqual(
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+ ((df_shf1 - df_shf2)**2)[['y', 'yhat']].sum().sum(), 0.0)
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def test_cross_validation(self):
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m = Prophet()
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m.fit(self.__df)
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# Calculate the number of cutoff points(k)
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- te = self.__df['ds'].max()
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- ts = self.__df['ds'].min()
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horizon = pd.Timedelta('4 days')
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period = pd.Timedelta('10 days')
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k = 5
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@@ -91,6 +106,9 @@ class TestDiagnostics(TestCase):
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m = Prophet()
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m.fit(self.__df)
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# Default value of initial should be equal to 3 * horizon
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- df_cv1 = diagnostics.cross_validation(m, horizon='32 days', period='10 days')
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- df_cv2 = diagnostics.cross_validation(m, horizon='32 days', period='10 days', initial='96 days')
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- self.assertAlmostEqual(((df_cv1 - df_cv2)**2)[['y', 'yhat']].sum().sum(), 0.0)
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+ df_cv1 = diagnostics.cross_validation(
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+ m, horizon='32 days', period='10 days')
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+ df_cv2 = diagnostics.cross_validation(
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+ m, horizon='32 days', period='10 days', initial='96 days')
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+ self.assertAlmostEqual(
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+ ((df_cv1 - df_cv2)**2)[['y', 'yhat']].sum().sum(), 0.0)
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