Prophet Versions Save

Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.

1.1.5

5 months ago

What's Changed

Python

  • Upgraded cmdstan version to 2.33.1, enabling Apple M2 support. @lucentcosmos @tcuongd
  • Added a binary distribution for the macOS arm64 architecture (M1, M2 chips). @tcuongd
  • Added argument scaling to the Prophet() instantiation. Allows minmax scaling on y instead of absmax scaling (dividing by the maximum value). scaling='absmax' by default, preserving the behaviour of previous versions. @yoziru
  • Added argument holidays_mode to the Prophet() instantiation. Allows holidays regressors to have a different mode than seasonality regressors. holidays_mode takes the same value as seasonality_mode if not specified, preserving the behaviour of previous versions. @CoreyBryant-everi
  • Added two methods to the Prophet object: preprocess() and calculate_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 (y scaling, creating fourier series, regressor scaling, setting changepoints, etc.) before the data is passed to the stan model. @tcuongd
  • Added argument extra_output_columns to cross_validation(). The user can specify additional columns from predict() to include in the final output alongside ds and yhat, for example extra_output_columns=['trend']. @dchiang00
  • prophet's custom hdays module was deprecated last version and is now removed.

R

  • Updated holidays data based on holidays v0.34

Full Changelog: https://github.com/facebook/prophet/compare/v1.1.4...1.1.5

v1.1.4

9 months ago

What's Changed

Python

  • We now rely solely on the holidays package 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 holidays package, and removes reliance on unmaintained manual holidays entries in hdays.py. Importing from the prophet.hdays module 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 holidays package so will not be added automatically with .add_country_holidays(). These can be added manually instead, see examples here.
  • 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.

v1.1.3-patched

10 months ago

What's Changed

Full Changelog: https://github.com/facebook/prophet/compare/v1.1.2...v1.1.3-patched

v1.1.2

1 year ago

What's Changed

Python

R

  • Fixed a bug in construct_holiday_dataframe()
  • Updated holidays data 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.gz to install from source, or .tgz for the macOS binary.

v1.1.1

1 year ago

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 @tcuongd 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 using growth='logistic' with mcmc_samples > 0, predictions may be slower, and in these cases you can fall back to the original code by specifying vectorized=False.
  • Added aarch64 wheels for Linux and parallelised wheel build workflow. @thechopkins
  • cmdstanpy minimum 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. @tcuongd

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. @bartekch

v1.1

1 year ago

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. cmdstanpy is now the sole stan backend. @tcuongd @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. @tcuongd
    • Binaries are built using Github Actions. @tcuongd @abitrolly
  • Use normal-id-glm distribution for Stan model to improve MCMC sampling speed (the model itself is still identical). @andrjohns
  • Improved execution time of rolling_mean_by_h function used to calculate cross validation performance metrics. @RaymondMcT

R

  • Update holidays data based on holidays package version 0.13.

v1.0

2 years ago
  • Python package name changed from fbprophet to prophet
  • Bugfixes in R timezone handling, serialization, and holidays
  • Fixed R Windows build issues to get latest version back on CRAN
  • Improvements in plots

v0.7

2 years ago
  • Built-in json serialization
  • Added "flat" growth option
  • Bugfixes related to holidays and pandas
  • Plotting improvements
  • Improvements in cross validation, such as parallelization and directly specifying cutoffs

0.6

4 years ago
  • Fix bugs related to upstream changes in holidays and pandas packages.
  • Compile model during first use, not during install (to comply with CRAN policy)
  • cmdstanpy backend now available in Python

v0.5

4 years ago
  • Conditional seasonalities
  • Improved cross validation estimates
  • Plotly plot in python
  • Bugfixes