prophet_regressor¶

Module Contents¶

Classes Summary¶

ProphetRegressor

Prophet is a procedure for forecasting time series data based on an additive model where non-linear trends are fit with yearly, weekly, and daily seasonality, plus holiday effects.

Contents¶

class evalml.pipelines.components.estimators.regressors.prophet_regressor.ProphetRegressor(date_index=None, changepoint_prior_scale=0.05, seasonality_prior_scale=10, holidays_prior_scale=10, seasonality_mode='additive', random_seed=0, stan_backend='CMDSTANPY', **kwargs)[source]¶

Prophet is a procedure for forecasting time series data based on an additive model where non-linear trends are fit with yearly, weekly, and daily seasonality, plus holiday effects. It works best with time series that have strong seasonal effects and several seasons of historical data. Prophet is robust to missing data and shifts in the trend, and typically handles outliers well.

More information here: https://facebook.github.io/prophet/

Attributes

hyperparameter_ranges	{ “changepoint_prior_scale”: Real(0.001, 0.5), “seasonality_prior_scale”: Real(0.01, 10), “holidays_prior_scale”: Real(0.01, 10), “seasonality_mode”: [“additive”, “multiplicative”],}
model_family	ModelFamily.PROPHET
modifies_features	True
modifies_target	False
name	Prophet Regressor
predict_uses_y	False
supported_problem_types	[ProblemTypes.TIME_SERIES_REGRESSION]

Methods

`build_prophet_df`
`clone`	Constructs a new component with the same parameters and random state.
`default_parameters`	Returns the default parameters for this component.
`describe`	Describe a component and its parameters
`feature_importance`	Returns array of 0’s with len(1) as feature_importance is not defined for Prophet regressor.
`fit`	Fits component to data
`get_params`
`load`	Loads component at file path
`needs_fitting`	Returns boolean determining if component needs fitting before
`parameters`	Returns the parameters which were used to initialize the component
`predict`	Make predictions using selected features.
`predict_proba`	Make probability estimates for labels.
`save`	Saves component at file path

static build_prophet_df(X, y=None, date_column='ds')[source]¶

clone(self)¶

Constructs a new component with the same parameters and random state.

Returns: A new instance of this component with identical parameters and random state.

default_parameters(cls)¶

Returns the default parameters for this component.

Our convention is that Component.default_parameters == Component().parameters.

Returns: default parameters for this component.
Return type: dict

describe(self, print_name=False, return_dict=False)¶

Describe a component and its parameters

Parameters

print_name (bool, optional) – whether to print name of component
return_dict (bool, optional) – whether to return description as dictionary in the format {“name”: name, “parameters”: parameters}

Returns

prints and returns dictionary

Return type

None or dict

property feature_importance(self)¶: Returns array of 0’s with len(1) as feature_importance is not defined for Prophet regressor.

fit(self, X, y=None)[source]¶

Fits component to data

Parameters

X (list, pd.DataFrame or np.ndarray) – The input training data of shape [n_samples, n_features]
y (list, pd.Series, np.ndarray, optional) – The target training data of length [n_samples]

Returns

self

get_params(self)[source]¶

static load(file_path)¶

Loads component at file path

Parameters: file_path (str) – Location to load file
Returns: ComponentBase object

needs_fitting(self)¶: Returns boolean determining if component needs fitting before calling predict, predict_proba, transform, or feature_importances. This can be overridden to False for components that do not need to be fit or whose fit methods do nothing.

property parameters(self)¶: Returns the parameters which were used to initialize the component

predict(self, X, y=None)[source]¶

Make predictions using selected features.

Parameters: X (pd.DataFrame, np.ndarray) – Data of shape [n_samples, n_features]
Returns: Predicted values
Return type: pd.Series

predict_proba(self, X)¶

Make probability estimates for labels.

Parameters: X (pd.DataFrame, or np.ndarray) – Features
Returns: Probability estimates
Return type: pd.Series

save(self, file_path, pickle_protocol=cloudpickle.DEFAULT_PROTOCOL)¶

Saves component at file path

Parameters

file_path (str) – Location to save file
pickle_protocol (int) – The pickle data stream format.

Returns

None

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