# Copyright (c) 2017-present, Facebook, Inc. # All rights reserved. # # This source code is licensed under the BSD-style license found in the # LICENSE file in the root directory of this source tree. An additional grant # of patent rights can be found in the PATENTS file in the same directory. from __future__ import absolute_import from __future__ import division from __future__ import print_function from __future__ import unicode_literals import os import numpy as np import pandas as pd from unittest import TestCase from fbprophet import Prophet from fbprophet import diagnostics class TestDiagnostics(TestCase): def __init__(self, *args, **kwargs): super(TestDiagnostics, self).__init__(*args, **kwargs) # Use first 100 record in data.csv self.__df = pd.read_csv(os.path.join(os.path.dirname(__file__), 'data.csv'), parse_dates=['ds']).head(100) def test_simulated_historical_forecasts(self): m = Prophet() m.fit(self.__df) k = 2 for p in [1, 10]: for h in [1, 3]: period = '{} days'.format(p) horizon = '{} days'.format(h) df_shf = diagnostics.simulated_historical_forecasts(m, horizon=horizon, k=k, period=period) # All cutoff dates should be less than ds dates self.assertTrue((df_shf['cutoff'] < df_shf['ds']).all()) # The unique size of output cutoff should be equal to 'k' self.assertEqual(len(np.unique(df_shf['cutoff'])), k) self.assertEqual(max(df_shf['ds'] - df_shf['cutoff']), pd.Timedelta(horizon)) dc = df_shf['cutoff'].diff() dc = dc[dc > pd.Timedelta(0)].min() self.assertTrue(dc >= pd.Timedelta(period)) # Each y in df_shf and self.__df with same ds should be equal df_merged = pd.merge(df_shf, self.__df, 'left', on='ds') self.assertAlmostEqual(np.sum((df_merged['y_x'] - df_merged['y_y']) ** 2), 0.0) def test_simulated_historical_forecasts_logistic(self): m = Prophet(growth='logistic') df = self.__df.copy() df['cap'] = 40 m.fit(df) df_shf = diagnostics.simulated_historical_forecasts(m, horizon='3 days', k=2, period='3 days') # All cutoff dates should be less than ds dates self.assertTrue((df_shf['cutoff'] < df_shf['ds']).all()) # The unique size of output cutoff should be equal to 'k' self.assertEqual(len(np.unique(df_shf['cutoff'])), 2) # Each y in df_shf and self.__df with same ds should be equal df_merged = pd.merge(df_shf, df, 'left', on='ds') self.assertAlmostEqual(np.sum((df_merged['y_x'] - df_merged['y_y']) ** 2), 0.0) def test_simulated_historical_forecasts_default_value_check(self): m = Prophet() m.fit(self.__df) # Default value of period should be equal to 0.5 * horizon df_shf1 = diagnostics.simulated_historical_forecasts(m, horizon='10 days', k=1) df_shf2 = diagnostics.simulated_historical_forecasts(m, horizon='10 days', k=1, period='5 days') self.assertAlmostEqual(((df_shf1 - df_shf2)**2)[['y', 'yhat']].sum().sum(), 0.0) def test_cross_validation(self): m = Prophet() m.fit(self.__df) # Calculate the number of cutoff points(k) te = self.__df['ds'].max() ts = self.__df['ds'].min() horizon = pd.Timedelta('4 days') period = pd.Timedelta('10 days') k = 5 df_cv = diagnostics.cross_validation( m, horizon='4 days', period='10 days', initial='90 days') # The unique size of output cutoff should be equal to 'k' self.assertEqual(len(np.unique(df_cv['cutoff'])), k) self.assertEqual(max(df_cv['ds'] - df_cv['cutoff']), horizon) dc = df_cv['cutoff'].diff() dc = dc[dc > pd.Timedelta(0)].min() self.assertTrue(dc >= period) 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 - df_cv2)**2)[['y', 'yhat']].sum().sum(), 0.0)