Predict fix #281
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Predict fix #281
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edwinnglabs
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Nov 10, 2020
* fix regressor matrix extraction * unit test for cases with mixed pos® regressors
edwinnglabs
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Nov 26, 2020
* fix regressor matrix extraction * unit test for cases with mixed pos® regressors
edwinnglabs
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Nov 26, 2020
* more fliexible plot components * adding doc string * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * initialize `_regressor_col` in __init__() * small version bump * fix matplotlib * Create orbit.css * reorder fourier series calculation to match the df (#286) * plot utility enhancement (#287) * return the plotting object * receive returned plotting object to avoid dual display * return plotting axes object * Setup TravisCI deployment for PyPI (#292) * Setup TravisCI deployment for PyPI * debug deployment in travis YAML * debug travis pypi deployment (#293) * Debug travis package deployment (#294) * setup.py and module uses same version number * fix travis config for pypi deploy * dpl v2 for travis config (#295) * realign version number for module and release In testing and configuring travis ci for pypi deployment, version numbers were misaligned. Realigning the version number here with the latest release version number. * Update README.rst (#297) * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * minor changes - allow plot components to take subset - expose dof of gam * fourier seris column order correction Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steve.yang@uber.com>
edwinnglabs
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Dec 5, 2020
* first draft of ets * ets temp * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * refactoring DLT onto ets * refine DLT and pass all unit tests * passed all unit tests * unit test fix * fixed unit test * add test_ets.py * Additional refinement on ETS Refactoring (#296) * fixed some OO duplicated methods -[x] remove duplicated modules as suggested -[x] remove `_get_regresso_matrix()` as suggested * docstring update * removing fit method in lgt * add negative regressor test cases * add negative regressor test * Update test_lgt.py * updated the test data and tests logic * fixed numerical issues due to initialization * minor * bug fix * Update conftest.py * Create iclaims.example.csv * temp * Create orbit-adhoc-test[TEST].ipynb * fixed regression issue * Delete orbit-adhoc-test[TEST].ipynb * removing negative test for lgt * add test_lgt_full_reproducibility (#303) * introducing * small fix on refactoring ets - refine/remove comments - remove unused methods Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com>
edwinnglabs
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Dec 10, 2020
* Add support for multiple prediction percentiles * fixed unit tests * data load wrappers (#248) * data load wrappers * parse date column * Readme tutorial update (#264) * apply data loader * use DLT as example * apply data loader * add a button of "Edit on Github" (#265) * add button for edit on github * correct the sub-title * upgrade pyro config * update pyro requirement * small update on fft utils * enriching dataset - more data load - more dataset * Update dataset.py * small change on pyro-config - make default total decay as 1.0 meaning no decay * more fliexible plot components * adding doc string * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * initialize `_regressor_col` in __init__() * small version bump * fix matplotlib * Create orbit.css * reorder fourier series calculation to match the df (#286) * plot utility enhancement (#287) * return the plotting object * receive returned plotting object to avoid dual display * return plotting axes object * Setup TravisCI deployment for PyPI (#292) * Setup TravisCI deployment for PyPI * debug deployment in travis YAML * debug travis pypi deployment (#293) * Debug travis package deployment (#294) * setup.py and module uses same version number * fix travis config for pypi deploy * dpl v2 for travis config (#295) * realign version number for module and release In testing and configuring travis ci for pypi deployment, version numbers were misaligned. Realigning the version number here with the latest release version number. * Update README.rst (#297) * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * fix fourier series * hotfix of pr and rr switch and fourier series shift * Update ktr.py * Dev gam pyro refine2 test2 (#311) * changes * testing the changes with iclaims example * allow level_knots and seasonality_knots_input for the API * remove unused arg * Update ktr.py Co-authored-by: Edwin Ng <edwinng@uber.com> * tensor dtype assignment * testing * fix a bug in .get_regression_coefs * trim level_knots accordingly when level_knot_dates outside the training range Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steve.yang@uber.com>
edwinnglabs
pushed a commit
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Dec 10, 2020
* Add support for multiple prediction percentiles * fixed unit tests * data load wrappers (#248) * data load wrappers * parse date column * Readme tutorial update (#264) * apply data loader * use DLT as example * apply data loader * add a button of "Edit on Github" (#265) * add button for edit on github * correct the sub-title * upgrade pyro config * update pyro requirement * small update on fft utils * enriching dataset - more data load - more dataset * Update dataset.py * small change on pyro-config - make default total decay as 1.0 meaning no decay * more fliexible plot components * adding doc string * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * initialize `_regressor_col` in __init__() * small version bump * fix matplotlib * Create orbit.css * reorder fourier series calculation to match the df (#286) * plot utility enhancement (#287) * return the plotting object * receive returned plotting object to avoid dual display * return plotting axes object * Setup TravisCI deployment for PyPI (#292) * Setup TravisCI deployment for PyPI * debug deployment in travis YAML * debug travis pypi deployment (#293) * Debug travis package deployment (#294) * setup.py and module uses same version number * fix travis config for pypi deploy * dpl v2 for travis config (#295) * realign version number for module and release In testing and configuring travis ci for pypi deployment, version numbers were misaligned. Realigning the version number here with the latest release version number. * Update README.rst (#297) * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * fix fourier series * hotfix of pr and rr switch and fourier series shift * Update ktr.py * Dev gam pyro refine2 test2 (#311) * changes * testing the changes with iclaims example * allow level_knots and seasonality_knots_input for the API * remove unused arg * Update ktr.py Co-authored-by: Edwin Ng <edwinng@uber.com> * tensor dtype assignment * testing * fix a bug in .get_regression_coefs * trim level_knots accordingly when level_knot_dates outside the training range Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steve.yang@uber.com>
edwinnglabs
pushed a commit
that referenced
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Dec 10, 2020
* Add support for multiple prediction percentiles * fixed unit tests * data load wrappers (#248) * data load wrappers * parse date column * Readme tutorial update (#264) * apply data loader * use DLT as example * apply data loader * add a button of "Edit on Github" (#265) * add button for edit on github * correct the sub-title * upgrade pyro config * update pyro requirement * small update on fft utils * enriching dataset - more data load - more dataset * Update dataset.py * small change on pyro-config - make default total decay as 1.0 meaning no decay * more fliexible plot components * adding doc string * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * initialize `_regressor_col` in __init__() * small version bump * fix matplotlib * Create orbit.css * reorder fourier series calculation to match the df (#286) * plot utility enhancement (#287) * return the plotting object * receive returned plotting object to avoid dual display * return plotting axes object * Setup TravisCI deployment for PyPI (#292) * Setup TravisCI deployment for PyPI * debug deployment in travis YAML * debug travis pypi deployment (#293) * Debug travis package deployment (#294) * setup.py and module uses same version number * fix travis config for pypi deploy * dpl v2 for travis config (#295) * realign version number for module and release In testing and configuring travis ci for pypi deployment, version numbers were misaligned. Realigning the version number here with the latest release version number. * Update README.rst (#297) * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * fix fourier series * hotfix of pr and rr switch and fourier series shift * Update ktr.py * Dev gam pyro refine2 test2 (#311) * changes * testing the changes with iclaims example * allow level_knots and seasonality_knots_input for the API * remove unused arg * Update ktr.py Co-authored-by: Edwin Ng <edwinng@uber.com> * tensor dtype assignment * testing * fix a bug in .get_regression_coefs * trim level_knots accordingly when level_knot_dates outside the training range Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steve.yang@uber.com>
wangzhishi
added a commit
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Dec 10, 2020
* Add support for multiple prediction percentiles * fixed unit tests * data load wrappers (#248) * data load wrappers * parse date column * Readme tutorial update (#264) * apply data loader * use DLT as example * apply data loader * add a button of "Edit on Github" (#265) * add button for edit on github * correct the sub-title * upgrade pyro config * update pyro requirement * small update on fft utils * enriching dataset - more data load - more dataset * Update dataset.py * small change on pyro-config - make default total decay as 1.0 meaning no decay * more fliexible plot components * adding doc string * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * initialize `_regressor_col` in __init__() * small version bump * fix matplotlib * Create orbit.css * reorder fourier series calculation to match the df (#286) * plot utility enhancement (#287) * return the plotting object * receive returned plotting object to avoid dual display * return plotting axes object * Setup TravisCI deployment for PyPI (#292) * Setup TravisCI deployment for PyPI * debug deployment in travis YAML * debug travis pypi deployment (#293) * Debug travis package deployment (#294) * setup.py and module uses same version number * fix travis config for pypi deploy * dpl v2 for travis config (#295) * realign version number for module and release In testing and configuring travis ci for pypi deployment, version numbers were misaligned. Realigning the version number here with the latest release version number. * Update README.rst (#297) * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * fix fourier series * hotfix of pr and rr switch and fourier series shift * Update ktr.py * Dev gam pyro refine2 test2 (#311) * changes * testing the changes with iclaims example * allow level_knots and seasonality_knots_input for the API * remove unused arg * Update ktr.py Co-authored-by: Edwin Ng <edwinng@uber.com> * init commit for ktr-lite * Refinement of KTR (#310) * Add support for multiple prediction percentiles * fixed unit tests * data load wrappers (#248) * data load wrappers * parse date column * Readme tutorial update (#264) * apply data loader * use DLT as example * apply data loader * add a button of "Edit on Github" (#265) * add button for edit on github * correct the sub-title * upgrade pyro config * update pyro requirement * small update on fft utils * enriching dataset - more data load - more dataset * Update dataset.py * small change on pyro-config - make default total decay as 1.0 meaning no decay * more fliexible plot components * adding doc string * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * initialize `_regressor_col` in __init__() * small version bump * fix matplotlib * Create orbit.css * reorder fourier series calculation to match the df (#286) * plot utility enhancement (#287) * return the plotting object * receive returned plotting object to avoid dual display * return plotting axes object * Setup TravisCI deployment for PyPI (#292) * Setup TravisCI deployment for PyPI * debug deployment in travis YAML * debug travis pypi deployment (#293) * Debug travis package deployment (#294) * setup.py and module uses same version number * fix travis config for pypi deploy * dpl v2 for travis config (#295) * realign version number for module and release In testing and configuring travis ci for pypi deployment, version numbers were misaligned. Realigning the version number here with the latest release version number. * Update README.rst (#297) * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * fix fourier series * hotfix of pr and rr switch and fourier series shift * Update ktr.py * Dev gam pyro refine2 test2 (#311) * changes * testing the changes with iclaims example * allow level_knots and seasonality_knots_input for the API * remove unused arg * Update ktr.py Co-authored-by: Edwin Ng <edwinng@uber.com> * tensor dtype assignment * testing * fix a bug in .get_regression_coefs * trim level_knots accordingly when level_knot_dates outside the training range Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steve.yang@uber.com> * Refinement of KTR (#310) * Add support for multiple prediction percentiles * fixed unit tests * data load wrappers (#248) * data load wrappers * parse date column * Readme tutorial update (#264) * apply data loader * use DLT as example * apply data loader * add a button of "Edit on Github" (#265) * add button for edit on github * correct the sub-title * upgrade pyro config * update pyro requirement * small update on fft utils * enriching dataset - more data load - more dataset * Update dataset.py * small change on pyro-config - make default total decay as 1.0 meaning no decay * more fliexible plot components * adding doc string * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * initialize `_regressor_col` in __init__() * small version bump * fix matplotlib * Create orbit.css * reorder fourier series calculation to match the df (#286) * plot utility enhancement (#287) * return the plotting object * receive returned plotting object to avoid dual display * return plotting axes object * Setup TravisCI deployment for PyPI (#292) * Setup TravisCI deployment for PyPI * debug deployment in travis YAML * debug travis pypi deployment (#293) * Debug travis package deployment (#294) * setup.py and module uses same version number * fix travis config for pypi deploy * dpl v2 for travis config (#295) * realign version number for module and release In testing and configuring travis ci for pypi deployment, version numbers were misaligned. Realigning the version number here with the latest release version number. * Update README.rst (#297) * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * fix fourier series * hotfix of pr and rr switch and fourier series shift * Update ktr.py * Dev gam pyro refine2 test2 (#311) * changes * testing the changes with iclaims example * allow level_knots and seasonality_knots_input for the API * remove unused arg * Update ktr.py Co-authored-by: Edwin Ng <edwinng@uber.com> * tensor dtype assignment * testing * fix a bug in .get_regression_coefs * trim level_knots accordingly when level_knot_dates outside the training range Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steve.yang@uber.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steve.yang@uber.com>
wangzhishi
added a commit
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Feb 11, 2021
* Add support for multiple prediction percentiles * fixed unit tests * data load wrappers (#248) * data load wrappers * parse date column * Readme tutorial update (#264) * apply data loader * use DLT as example * apply data loader * add a button of "Edit on Github" (#265) * add button for edit on github * correct the sub-title * upgrade pyro config * update pyro requirement * small update on fft utils * enriching dataset - more data load - more dataset * Update dataset.py * small change on pyro-config - make default total decay as 1.0 meaning no decay * more fliexible plot components * adding doc string * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * initialize `_regressor_col` in __init__() * small version bump * fix matplotlib * Create orbit.css * reorder fourier series calculation to match the df (#286) * plot utility enhancement (#287) * return the plotting object * receive returned plotting object to avoid dual display * return plotting axes object * Setup TravisCI deployment for PyPI (#292) * Setup TravisCI deployment for PyPI * debug deployment in travis YAML * debug travis pypi deployment (#293) * Debug travis package deployment (#294) * setup.py and module uses same version number * fix travis config for pypi deploy * dpl v2 for travis config (#295) * realign version number for module and release In testing and configuring travis ci for pypi deployment, version numbers were misaligned. Realigning the version number here with the latest release version number. * Update README.rst (#297) * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * fix fourier series * hotfix of pr and rr switch and fourier series shift * Update ktr.py * Dev gam pyro refine2 test2 (#311) * changes * testing the changes with iclaims example * allow level_knots and seasonality_knots_input for the API * remove unused arg * Update ktr.py Co-authored-by: Edwin Ng <edwinng@uber.com> * tensor dtype assignment * testing * fix a bug in .get_regression_coefs * trim level_knots accordingly when level_knot_dates outside the training range Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steve.yang@uber.com>
wangzhishi
added a commit
that referenced
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Feb 11, 2021
* Add support for multiple prediction percentiles * fixed unit tests * data load wrappers (#248) * data load wrappers * parse date column * Readme tutorial update (#264) * apply data loader * use DLT as example * apply data loader * add a button of "Edit on Github" (#265) * add button for edit on github * correct the sub-title * upgrade pyro config * update pyro requirement * small update on fft utils * enriching dataset - more data load - more dataset * Update dataset.py * small change on pyro-config - make default total decay as 1.0 meaning no decay * more fliexible plot components * adding doc string * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * initialize `_regressor_col` in __init__() * small version bump * fix matplotlib * Create orbit.css * reorder fourier series calculation to match the df (#286) * plot utility enhancement (#287) * return the plotting object * receive returned plotting object to avoid dual display * return plotting axes object * Setup TravisCI deployment for PyPI (#292) * Setup TravisCI deployment for PyPI * debug deployment in travis YAML * debug travis pypi deployment (#293) * Debug travis package deployment (#294) * setup.py and module uses same version number * fix travis config for pypi deploy * dpl v2 for travis config (#295) * realign version number for module and release In testing and configuring travis ci for pypi deployment, version numbers were misaligned. Realigning the version number here with the latest release version number. * Update README.rst (#297) * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * fix fourier series * hotfix of pr and rr switch and fourier series shift * Update ktr.py * Dev gam pyro refine2 test2 (#311) * changes * testing the changes with iclaims example * allow level_knots and seasonality_knots_input for the API * remove unused arg * Update ktr.py Co-authored-by: Edwin Ng <edwinng@uber.com> * init commit for ktr-lite * Refinement of KTR (#310) * Add support for multiple prediction percentiles * fixed unit tests * data load wrappers (#248) * data load wrappers * parse date column * Readme tutorial update (#264) * apply data loader * use DLT as example * apply data loader * add a button of "Edit on Github" (#265) * add button for edit on github * correct the sub-title * upgrade pyro config * update pyro requirement * small update on fft utils * enriching dataset - more data load - more dataset * Update dataset.py * small change on pyro-config - make default total decay as 1.0 meaning no decay * more fliexible plot components * adding doc string * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * initialize `_regressor_col` in __init__() * small version bump * fix matplotlib * Create orbit.css * reorder fourier series calculation to match the df (#286) * plot utility enhancement (#287) * return the plotting object * receive returned plotting object to avoid dual display * return plotting axes object * Setup TravisCI deployment for PyPI (#292) * Setup TravisCI deployment for PyPI * debug deployment in travis YAML * debug travis pypi deployment (#293) * Debug travis package deployment (#294) * setup.py and module uses same version number * fix travis config for pypi deploy * dpl v2 for travis config (#295) * realign version number for module and release In testing and configuring travis ci for pypi deployment, version numbers were misaligned. Realigning the version number here with the latest release version number. * Update README.rst (#297) * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * fix fourier series * hotfix of pr and rr switch and fourier series shift * Update ktr.py * Dev gam pyro refine2 test2 (#311) * changes * testing the changes with iclaims example * allow level_knots and seasonality_knots_input for the API * remove unused arg * Update ktr.py Co-authored-by: Edwin Ng <edwinng@uber.com> * tensor dtype assignment * testing * fix a bug in .get_regression_coefs * trim level_knots accordingly when level_knot_dates outside the training range Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steve.yang@uber.com> * Refinement of KTR (#310) * Add support for multiple prediction percentiles * fixed unit tests * data load wrappers (#248) * data load wrappers * parse date column * Readme tutorial update (#264) * apply data loader * use DLT as example * apply data loader * add a button of "Edit on Github" (#265) * add button for edit on github * correct the sub-title * upgrade pyro config * update pyro requirement * small update on fft utils * enriching dataset - more data load - more dataset * Update dataset.py * small change on pyro-config - make default total decay as 1.0 meaning no decay * more fliexible plot components * adding doc string * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * initialize `_regressor_col` in __init__() * small version bump * fix matplotlib * Create orbit.css * reorder fourier series calculation to match the df (#286) * plot utility enhancement (#287) * return the plotting object * receive returned plotting object to avoid dual display * return plotting axes object * Setup TravisCI deployment for PyPI (#292) * Setup TravisCI deployment for PyPI * debug deployment in travis YAML * debug travis pypi deployment (#293) * Debug travis package deployment (#294) * setup.py and module uses same version number * fix travis config for pypi deploy * dpl v2 for travis config (#295) * realign version number for module and release In testing and configuring travis ci for pypi deployment, version numbers were misaligned. Realigning the version number here with the latest release version number. * Update README.rst (#297) * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * fix fourier series * hotfix of pr and rr switch and fourier series shift * Update ktr.py * Dev gam pyro refine2 test2 (#311) * changes * testing the changes with iclaims example * allow level_knots and seasonality_knots_input for the API * remove unused arg * Update ktr.py Co-authored-by: Edwin Ng <edwinng@uber.com> * tensor dtype assignment * testing * fix a bug in .get_regression_coefs * trim level_knots accordingly when level_knot_dates outside the training range Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steve.yang@uber.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steve.yang@uber.com>
edwinnglabs
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Feb 13, 2021
* remove enum34 dependency (#301) * add test_lgt_full_reproducibility (#303) * Integrating LGT/DLT into ETS Base (#280) * first draft of ets * ets temp * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * refactoring DLT onto ets * refine DLT and pass all unit tests * passed all unit tests * unit test fix * fixed unit test * add test_ets.py * Additional refinement on ETS Refactoring (#296) * fixed some OO duplicated methods -[x] remove duplicated modules as suggested -[x] remove `_get_regresso_matrix()` as suggested * docstring update * removing fit method in lgt * add negative regressor test cases * add negative regressor test * Update test_lgt.py * updated the test data and tests logic * fixed numerical issues due to initialization * minor * bug fix * Update conftest.py * Create iclaims.example.csv * temp * Create orbit-adhoc-test[TEST].ipynb * fixed regression issue * Delete orbit-adhoc-test[TEST].ipynb * removing negative test for lgt * add test_lgt_full_reproducibility (#303) * introducing * small fix on refactoring ets - refine/remove comments - remove unused methods Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> * Create RELEASE.md (#307) * utility for hyper-parameter tuning (#324) * utility for hyper-parameter tuning * minor * demo for hyper tuning * Organize Plotting functions and enhancement (#327) * Tutorial Update - diagnostics/backtest plotting (#332) * add ploting tutorials * back test tutorial * back test tutorial * fix commets * suppress warnings * quick fix * badge update * Update tutorials notebooks (#329) * Update tutorials notebooks * add the notebook and dataset for regression * push the new icalim dataset * update the regression notebook and modify the data load function * update for regression tutorials * regression notebook * Update regression.ipynb * notebooks update * refine verbiage; regression change * minor cosmetics * remove log transform since it's done in new iclaims data * remove log transform since it's done in the new iclaims data * filter first then standardize * filter first then standardize Co-authored-by: Edwin Ng <edwinng@uber.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> * fix data url in load_iclaims() (#337) * fix data url in load_iclaims() * update the tutorials catalogue to reflect the changes; fix typos * Minor updates in tutorial notebooks (#339) * fix tutorials notebook * update title level in regression notebook * Feat pickle fix (#342) * first pickle fix attempt * better attempt by using initializer creating an initializer class to tackle problem of #340 fixed #40 * ETS Initializer add ets initializer and change some wording from stan to generic * change wording from stan to generic [minor] minor wording * Add deprecating warnings for LGT model with regressor (#341) * add deprecation warning for LGT regression * remove wrong notebook * remove wrong notebook * minor cosmetic change (#343) * Dev unit test (#348) * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * unit test for fixed sm input * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * warning message * more smoothing input tests * more smoothing input tests * change level_sm_input lower bound to 0.001 from 0 * raise error message for level_sm_input lower than 0.0001 * Docstring inheritance (#351) * add docstring inheritance * add example jupyter notebook * add requirements * minor changes * minor formatting * add lower bound for common substring * Update stan_estimator.py * Update docstring_inheritance_check.ipynb * Update backtest.py Co-authored-by: Edwin Ng <edwinng@uber.com> * iclaims data de-meaning (#352) * pumping version to 1.0.11 pumping version to 1.0.11 * bug fix for following sphinx in README.rst * Update setup.py Co-authored-by: CrossNox <ijmermet@gmail.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: ppstacy <ppstacy@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com>
wangzhishi
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Feb 18, 2021
* Add support for multiple prediction percentiles * fixed unit tests * data load wrappers (#248) * data load wrappers * parse date column * Readme tutorial update (#264) * apply data loader * use DLT as example * apply data loader * add a button of "Edit on Github" (#265) * add button for edit on github * correct the sub-title * upgrade pyro config * update pyro requirement * small update on fft utils * enriching dataset - more data load - more dataset * Update dataset.py * small change on pyro-config - make default total decay as 1.0 meaning no decay * more fliexible plot components * adding doc string * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * initialize `_regressor_col` in __init__() * small version bump * fix matplotlib * Create orbit.css * reorder fourier series calculation to match the df (#286) * plot utility enhancement (#287) * return the plotting object * receive returned plotting object to avoid dual display * return plotting axes object * Setup TravisCI deployment for PyPI (#292) * Setup TravisCI deployment for PyPI * debug deployment in travis YAML * debug travis pypi deployment (#293) * Debug travis package deployment (#294) * setup.py and module uses same version number * fix travis config for pypi deploy * dpl v2 for travis config (#295) * realign version number for module and release In testing and configuring travis ci for pypi deployment, version numbers were misaligned. Realigning the version number here with the latest release version number. * Update README.rst (#297) * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * fix fourier series * hotfix of pr and rr switch and fourier series shift * Update ktr.py * Dev gam pyro refine2 test2 (#311) * changes * testing the changes with iclaims example * allow level_knots and seasonality_knots_input for the API * remove unused arg * Update ktr.py Co-authored-by: Edwin Ng <edwinng@uber.com> * tensor dtype assignment * testing * fix a bug in .get_regression_coefs * trim level_knots accordingly when level_knot_dates outside the training range Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steve.yang@uber.com>
wangzhishi
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Feb 18, 2021
* Add support for multiple prediction percentiles * fixed unit tests * data load wrappers (#248) * data load wrappers * parse date column * Readme tutorial update (#264) * apply data loader * use DLT as example * apply data loader * add a button of "Edit on Github" (#265) * add button for edit on github * correct the sub-title * upgrade pyro config * update pyro requirement * small update on fft utils * enriching dataset - more data load - more dataset * Update dataset.py * small change on pyro-config - make default total decay as 1.0 meaning no decay * more fliexible plot components * adding doc string * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * initialize `_regressor_col` in __init__() * small version bump * fix matplotlib * Create orbit.css * reorder fourier series calculation to match the df (#286) * plot utility enhancement (#287) * return the plotting object * receive returned plotting object to avoid dual display * return plotting axes object * Setup TravisCI deployment for PyPI (#292) * Setup TravisCI deployment for PyPI * debug deployment in travis YAML * debug travis pypi deployment (#293) * Debug travis package deployment (#294) * setup.py and module uses same version number * fix travis config for pypi deploy * dpl v2 for travis config (#295) * realign version number for module and release In testing and configuring travis ci for pypi deployment, version numbers were misaligned. Realigning the version number here with the latest release version number. * Update README.rst (#297) * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * fix fourier series * hotfix of pr and rr switch and fourier series shift * Update ktr.py * Dev gam pyro refine2 test2 (#311) * changes * testing the changes with iclaims example * allow level_knots and seasonality_knots_input for the API * remove unused arg * Update ktr.py Co-authored-by: Edwin Ng <edwinng@uber.com> * init commit for ktr-lite * Refinement of KTR (#310) * Add support for multiple prediction percentiles * fixed unit tests * data load wrappers (#248) * data load wrappers * parse date column * Readme tutorial update (#264) * apply data loader * use DLT as example * apply data loader * add a button of "Edit on Github" (#265) * add button for edit on github * correct the sub-title * upgrade pyro config * update pyro requirement * small update on fft utils * enriching dataset - more data load - more dataset * Update dataset.py * small change on pyro-config - make default total decay as 1.0 meaning no decay * more fliexible plot components * adding doc string * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * initialize `_regressor_col` in __init__() * small version bump * fix matplotlib * Create orbit.css * reorder fourier series calculation to match the df (#286) * plot utility enhancement (#287) * return the plotting object * receive returned plotting object to avoid dual display * return plotting axes object * Setup TravisCI deployment for PyPI (#292) * Setup TravisCI deployment for PyPI * debug deployment in travis YAML * debug travis pypi deployment (#293) * Debug travis package deployment (#294) * setup.py and module uses same version number * fix travis config for pypi deploy * dpl v2 for travis config (#295) * realign version number for module and release In testing and configuring travis ci for pypi deployment, version numbers were misaligned. Realigning the version number here with the latest release version number. * Update README.rst (#297) * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * fix fourier series * hotfix of pr and rr switch and fourier series shift * Update ktr.py * Dev gam pyro refine2 test2 (#311) * changes * testing the changes with iclaims example * allow level_knots and seasonality_knots_input for the API * remove unused arg * Update ktr.py Co-authored-by: Edwin Ng <edwinng@uber.com> * tensor dtype assignment * testing * fix a bug in .get_regression_coefs * trim level_knots accordingly when level_knot_dates outside the training range Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steve.yang@uber.com> * Refinement of KTR (#310) * Add support for multiple prediction percentiles * fixed unit tests * data load wrappers (#248) * data load wrappers * parse date column * Readme tutorial update (#264) * apply data loader * use DLT as example * apply data loader * add a button of "Edit on Github" (#265) * add button for edit on github * correct the sub-title * upgrade pyro config * update pyro requirement * small update on fft utils * enriching dataset - more data load - more dataset * Update dataset.py * small change on pyro-config - make default total decay as 1.0 meaning no decay * more fliexible plot components * adding doc string * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * initialize `_regressor_col` in __init__() * small version bump * fix matplotlib * Create orbit.css * reorder fourier series calculation to match the df (#286) * plot utility enhancement (#287) * return the plotting object * receive returned plotting object to avoid dual display * return plotting axes object * Setup TravisCI deployment for PyPI (#292) * Setup TravisCI deployment for PyPI * debug deployment in travis YAML * debug travis pypi deployment (#293) * Debug travis package deployment (#294) * setup.py and module uses same version number * fix travis config for pypi deploy * dpl v2 for travis config (#295) * realign version number for module and release In testing and configuring travis ci for pypi deployment, version numbers were misaligned. Realigning the version number here with the latest release version number. * Update README.rst (#297) * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * fix fourier series * hotfix of pr and rr switch and fourier series shift * Update ktr.py * Dev gam pyro refine2 test2 (#311) * changes * testing the changes with iclaims example * allow level_knots and seasonality_knots_input for the API * remove unused arg * Update ktr.py Co-authored-by: Edwin Ng <edwinng@uber.com> * tensor dtype assignment * testing * fix a bug in .get_regression_coefs * trim level_knots accordingly when level_knot_dates outside the training range Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steve.yang@uber.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steve.yang@uber.com>
edwinnglabs
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Feb 19, 2021
* remove enum34 dependency (#301) * add test_lgt_full_reproducibility (#303) * Integrating LGT/DLT into ETS Base (#280) * first draft of ets * ets temp * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * refactoring DLT onto ets * refine DLT and pass all unit tests * passed all unit tests * unit test fix * fixed unit test * add test_ets.py * Additional refinement on ETS Refactoring (#296) * fixed some OO duplicated methods -[x] remove duplicated modules as suggested -[x] remove `_get_regresso_matrix()` as suggested * docstring update * removing fit method in lgt * add negative regressor test cases * add negative regressor test * Update test_lgt.py * updated the test data and tests logic * fixed numerical issues due to initialization * minor * bug fix * Update conftest.py * Create iclaims.example.csv * temp * Create orbit-adhoc-test[TEST].ipynb * fixed regression issue * Delete orbit-adhoc-test[TEST].ipynb * removing negative test for lgt * add test_lgt_full_reproducibility (#303) * introducing * small fix on refactoring ets - refine/remove comments - remove unused methods Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> * Create RELEASE.md (#307) * utility for hyper-parameter tuning (#324) * utility for hyper-parameter tuning * minor * demo for hyper tuning * Organize Plotting functions and enhancement (#327) * Tutorial Update - diagnostics/backtest plotting (#332) * add ploting tutorials * back test tutorial * back test tutorial * fix commets * suppress warnings * quick fix * badge update * Update tutorials notebooks (#329) * Update tutorials notebooks * add the notebook and dataset for regression * push the new icalim dataset * update the regression notebook and modify the data load function * update for regression tutorials * regression notebook * Update regression.ipynb * notebooks update * refine verbiage; regression change * minor cosmetics * remove log transform since it's done in new iclaims data * remove log transform since it's done in the new iclaims data * filter first then standardize * filter first then standardize Co-authored-by: Edwin Ng <edwinng@uber.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> * fix data url in load_iclaims() (#337) * fix data url in load_iclaims() * update the tutorials catalogue to reflect the changes; fix typos * Minor updates in tutorial notebooks (#339) * fix tutorials notebook * update title level in regression notebook * Feat pickle fix (#342) * first pickle fix attempt * better attempt by using initializer creating an initializer class to tackle problem of #340 fixed #40 * ETS Initializer add ets initializer and change some wording from stan to generic * change wording from stan to generic [minor] minor wording * Add deprecating warnings for LGT model with regressor (#341) * add deprecation warning for LGT regression * remove wrong notebook * remove wrong notebook * minor cosmetic change (#343) * Dev unit test (#348) * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * unit test for fixed sm input * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * warning message * more smoothing input tests * more smoothing input tests * change level_sm_input lower bound to 0.001 from 0 * raise error message for level_sm_input lower than 0.0001 * Docstring inheritance (#351) * add docstring inheritance * add example jupyter notebook * add requirements * minor changes * minor formatting * add lower bound for common substring * Update stan_estimator.py * Update docstring_inheritance_check.ipynb * Update backtest.py Co-authored-by: Edwin Ng <edwinng@uber.com> * iclaims data de-meaning (#352) * pumping version to 1.0.11 pumping version to 1.0.11 * bug fix for following sphinx in README.rst * Update setup.py * pumping version * Update README.rst * Update README.rst * Update README.rst * Update README.rst * readme refine * Provide Inference for MAP and Aggregated Estimator (#359) * Create .readthedocs.yml. * Rename .readthedocs.yml. to .readthedocs.yml * Update .readthedocs.yml * Dev tutorials update (#362) * tutorials update for master branch * Update conf.py * Update __init__.py * tutorial update * notebook update * Update lgt.ipynb * update * notebook * Update pyro_basic.ipynb * temp * Provide Inference for MAP and Aggregated Estimator (#359) * Update pyro_basic.ipynb * update of notebooks * tutorial update and proof-reading * cell number update * notebook minor update * relabel notebook under exampels/ * file ext * new tab and more updates * readme tone change & link fix * typo fix * minor fix Co-authored-by: Zhishi Wang <zhishiw@uber.com> * Update .readthedocs.yml * Update .readthedocs.yml * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb Co-authored-by: CrossNox <ijmermet@gmail.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: ppstacy <ppstacy@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com>
edwinnglabs
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Feb 19, 2021
* remove enum34 dependency (#301) * add test_lgt_full_reproducibility (#303) * Integrating LGT/DLT into ETS Base (#280) * first draft of ets * ets temp * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * refactoring DLT onto ets * refine DLT and pass all unit tests * passed all unit tests * unit test fix * fixed unit test * add test_ets.py * Additional refinement on ETS Refactoring (#296) * fixed some OO duplicated methods -[x] remove duplicated modules as suggested -[x] remove `_get_regresso_matrix()` as suggested * docstring update * removing fit method in lgt * add negative regressor test cases * add negative regressor test * Update test_lgt.py * updated the test data and tests logic * fixed numerical issues due to initialization * minor * bug fix * Update conftest.py * Create iclaims.example.csv * temp * Create orbit-adhoc-test[TEST].ipynb * fixed regression issue * Delete orbit-adhoc-test[TEST].ipynb * removing negative test for lgt * add test_lgt_full_reproducibility (#303) * introducing * small fix on refactoring ets - refine/remove comments - remove unused methods Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> * Create RELEASE.md (#307) * utility for hyper-parameter tuning (#324) * utility for hyper-parameter tuning * minor * demo for hyper tuning * Organize Plotting functions and enhancement (#327) * Tutorial Update - diagnostics/backtest plotting (#332) * add ploting tutorials * back test tutorial * back test tutorial * fix commets * suppress warnings * quick fix * badge update * Update tutorials notebooks (#329) * Update tutorials notebooks * add the notebook and dataset for regression * push the new icalim dataset * update the regression notebook and modify the data load function * update for regression tutorials * regression notebook * Update regression.ipynb * notebooks update * refine verbiage; regression change * minor cosmetics * remove log transform since it's done in new iclaims data * remove log transform since it's done in the new iclaims data * filter first then standardize * filter first then standardize Co-authored-by: Edwin Ng <edwinng@uber.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> * fix data url in load_iclaims() (#337) * fix data url in load_iclaims() * update the tutorials catalogue to reflect the changes; fix typos * Minor updates in tutorial notebooks (#339) * fix tutorials notebook * update title level in regression notebook * Feat pickle fix (#342) * first pickle fix attempt * better attempt by using initializer creating an initializer class to tackle problem of #340 fixed #40 * ETS Initializer add ets initializer and change some wording from stan to generic * change wording from stan to generic [minor] minor wording * Add deprecating warnings for LGT model with regressor (#341) * add deprecation warning for LGT regression * remove wrong notebook * remove wrong notebook * minor cosmetic change (#343) * Dev unit test (#348) * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * unit test for fixed sm input * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * warning message * more smoothing input tests * more smoothing input tests * change level_sm_input lower bound to 0.001 from 0 * raise error message for level_sm_input lower than 0.0001 * Docstring inheritance (#351) * add docstring inheritance * add example jupyter notebook * add requirements * minor changes * minor formatting * add lower bound for common substring * Update stan_estimator.py * Update docstring_inheritance_check.ipynb * Update backtest.py Co-authored-by: Edwin Ng <edwinng@uber.com> * iclaims data de-meaning (#352) * pumping version to 1.0.11 pumping version to 1.0.11 * bug fix for following sphinx in README.rst * Update setup.py * pumping version * Update README.rst * Update README.rst * Update README.rst * Update README.rst * readme refine * Provide Inference for MAP and Aggregated Estimator (#359) * Create .readthedocs.yml. * Rename .readthedocs.yml. to .readthedocs.yml * Update .readthedocs.yml * Dev tutorials update (#362) * tutorials update for master branch * Update conf.py * Update __init__.py * tutorial update * notebook update * Update lgt.ipynb * update * notebook * Update pyro_basic.ipynb * temp * Provide Inference for MAP and Aggregated Estimator (#359) * Update pyro_basic.ipynb * update of notebooks * tutorial update and proof-reading * cell number update * notebook minor update * relabel notebook under exampels/ * file ext * new tab and more updates * readme tone change & link fix * typo fix * minor fix Co-authored-by: Zhishi Wang <zhishiw@uber.com> * Update .readthedocs.yml * Update .readthedocs.yml * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update README.md Co-authored-by: CrossNox <ijmermet@gmail.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: ppstacy <ppstacy@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com>
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* remove enum34 dependency (#301) * add test_lgt_full_reproducibility (#303) * Integrating LGT/DLT into ETS Base (#280) * first draft of ets * ets temp * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * refactoring DLT onto ets * refine DLT and pass all unit tests * passed all unit tests * unit test fix * fixed unit test * add test_ets.py * Additional refinement on ETS Refactoring (#296) * fixed some OO duplicated methods -[x] remove duplicated modules as suggested -[x] remove `_get_regresso_matrix()` as suggested * docstring update * removing fit method in lgt * add negative regressor test cases * add negative regressor test * Update test_lgt.py * updated the test data and tests logic * fixed numerical issues due to initialization * minor * bug fix * Update conftest.py * Create iclaims.example.csv * temp * Create orbit-adhoc-test[TEST].ipynb * fixed regression issue * Delete orbit-adhoc-test[TEST].ipynb * removing negative test for lgt * add test_lgt_full_reproducibility (#303) * introducing * small fix on refactoring ets - refine/remove comments - remove unused methods Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> * Create RELEASE.md (#307) * utility for hyper-parameter tuning (#324) * utility for hyper-parameter tuning * minor * demo for hyper tuning * Organize Plotting functions and enhancement (#327) * Tutorial Update - diagnostics/backtest plotting (#332) * add ploting tutorials * back test tutorial * back test tutorial * fix commets * suppress warnings * quick fix * badge update * Update tutorials notebooks (#329) * Update tutorials notebooks * add the notebook and dataset for regression * push the new icalim dataset * update the regression notebook and modify the data load function * update for regression tutorials * regression notebook * Update regression.ipynb * notebooks update * refine verbiage; regression change * minor cosmetics * remove log transform since it's done in new iclaims data * remove log transform since it's done in the new iclaims data * filter first then standardize * filter first then standardize Co-authored-by: Edwin Ng <edwinng@uber.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> * fix data url in load_iclaims() (#337) * fix data url in load_iclaims() * update the tutorials catalogue to reflect the changes; fix typos * Minor updates in tutorial notebooks (#339) * fix tutorials notebook * update title level in regression notebook * Feat pickle fix (#342) * first pickle fix attempt * better attempt by using initializer creating an initializer class to tackle problem of #340 fixed #40 * ETS Initializer add ets initializer and change some wording from stan to generic * change wording from stan to generic [minor] minor wording * Add deprecating warnings for LGT model with regressor (#341) * add deprecation warning for LGT regression * remove wrong notebook * remove wrong notebook * minor cosmetic change (#343) * Dev unit test (#348) * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * unit test for fixed sm input * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * warning message * more smoothing input tests * more smoothing input tests * change level_sm_input lower bound to 0.001 from 0 * raise error message for level_sm_input lower than 0.0001 * Docstring inheritance (#351) * add docstring inheritance * add example jupyter notebook * add requirements * minor changes * minor formatting * add lower bound for common substring * Update stan_estimator.py * Update docstring_inheritance_check.ipynb * Update backtest.py Co-authored-by: Edwin Ng <edwinng@uber.com> * iclaims data de-meaning (#352) * pumping version to 1.0.11 pumping version to 1.0.11 * bug fix for following sphinx in README.rst * Update setup.py * pumping version * Update README.rst * Update README.rst * Update README.rst * Update README.rst * readme refine * Provide Inference for MAP and Aggregated Estimator (#359) * Create .readthedocs.yml. * Rename .readthedocs.yml. to .readthedocs.yml * Update .readthedocs.yml * Dev tutorials update (#362) * tutorials update for master branch * Update conf.py * Update __init__.py * tutorial update * notebook update * Update lgt.ipynb * update * notebook * Update pyro_basic.ipynb * temp * Provide Inference for MAP and Aggregated Estimator (#359) * Update pyro_basic.ipynb * update of notebooks * tutorial update and proof-reading * cell number update * notebook minor update * relabel notebook under exampels/ * file ext * new tab and more updates * readme tone change & link fix * typo fix * minor fix Co-authored-by: Zhishi Wang <zhishiw@uber.com> * Update .readthedocs.yml * Update .readthedocs.yml * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update README.md Co-authored-by: CrossNox <ijmermet@gmail.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: ppstacy <ppstacy@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com>
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Mar 27, 2021
* remove enum34 dependency (#301) * add test_lgt_full_reproducibility (#303) * Integrating LGT/DLT into ETS Base (#280) * first draft of ets * ets temp * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * refactoring DLT onto ets * refine DLT and pass all unit tests * passed all unit tests * unit test fix * fixed unit test * add test_ets.py * Additional refinement on ETS Refactoring (#296) * fixed some OO duplicated methods -[x] remove duplicated modules as suggested -[x] remove `_get_regresso_matrix()` as suggested * docstring update * removing fit method in lgt * add negative regressor test cases * add negative regressor test * Update test_lgt.py * updated the test data and tests logic * fixed numerical issues due to initialization * minor * bug fix * Update conftest.py * Create iclaims.example.csv * temp * Create orbit-adhoc-test[TEST].ipynb * fixed regression issue * Delete orbit-adhoc-test[TEST].ipynb * removing negative test for lgt * add test_lgt_full_reproducibility (#303) * introducing * small fix on refactoring ets - refine/remove comments - remove unused methods Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> * Create RELEASE.md (#307) * utility for hyper-parameter tuning (#324) * utility for hyper-parameter tuning * minor * demo for hyper tuning * Organize Plotting functions and enhancement (#327) * Tutorial Update - diagnostics/backtest plotting (#332) * add ploting tutorials * back test tutorial * back test tutorial * fix commets * suppress warnings * quick fix * badge update * Update tutorials notebooks (#329) * Update tutorials notebooks * add the notebook and dataset for regression * push the new icalim dataset * update the regression notebook and modify the data load function * update for regression tutorials * regression notebook * Update regression.ipynb * notebooks update * refine verbiage; regression change * minor cosmetics * remove log transform since it's done in new iclaims data * remove log transform since it's done in the new iclaims data * filter first then standardize * filter first then standardize Co-authored-by: Edwin Ng <edwinng@uber.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> * fix data url in load_iclaims() (#337) * fix data url in load_iclaims() * update the tutorials catalogue to reflect the changes; fix typos * Minor updates in tutorial notebooks (#339) * fix tutorials notebook * update title level in regression notebook * Feat pickle fix (#342) * first pickle fix attempt * better attempt by using initializer creating an initializer class to tackle problem of #340 fixed #40 * ETS Initializer add ets initializer and change some wording from stan to generic * change wording from stan to generic [minor] minor wording * Add deprecating warnings for LGT model with regressor (#341) * add deprecation warning for LGT regression * remove wrong notebook * remove wrong notebook * minor cosmetic change (#343) * Dev unit test (#348) * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * unit test for fixed sm input * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * warning message * more smoothing input tests * more smoothing input tests * change level_sm_input lower bound to 0.001 from 0 * raise error message for level_sm_input lower than 0.0001 * Docstring inheritance (#351) * add docstring inheritance * add example jupyter notebook * add requirements * minor changes * minor formatting * add lower bound for common substring * Update stan_estimator.py * Update docstring_inheritance_check.ipynb * Update backtest.py Co-authored-by: Edwin Ng <edwinng@uber.com> * iclaims data de-meaning (#352) * pumping version to 1.0.11 pumping version to 1.0.11 * bug fix for following sphinx in README.rst * Update setup.py Co-authored-by: CrossNox <ijmermet@gmail.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: ppstacy <ppstacy@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com>
edwinnglabs
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Mar 27, 2021
* remove enum34 dependency (#301) * add test_lgt_full_reproducibility (#303) * Integrating LGT/DLT into ETS Base (#280) * first draft of ets * ets temp * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * refactoring DLT onto ets * refine DLT and pass all unit tests * passed all unit tests * unit test fix * fixed unit test * add test_ets.py * Additional refinement on ETS Refactoring (#296) * fixed some OO duplicated methods -[x] remove duplicated modules as suggested -[x] remove `_get_regresso_matrix()` as suggested * docstring update * removing fit method in lgt * add negative regressor test cases * add negative regressor test * Update test_lgt.py * updated the test data and tests logic * fixed numerical issues due to initialization * minor * bug fix * Update conftest.py * Create iclaims.example.csv * temp * Create orbit-adhoc-test[TEST].ipynb * fixed regression issue * Delete orbit-adhoc-test[TEST].ipynb * removing negative test for lgt * add test_lgt_full_reproducibility (#303) * introducing * small fix on refactoring ets - refine/remove comments - remove unused methods Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> * Create RELEASE.md (#307) * utility for hyper-parameter tuning (#324) * utility for hyper-parameter tuning * minor * demo for hyper tuning * Organize Plotting functions and enhancement (#327) * Tutorial Update - diagnostics/backtest plotting (#332) * add ploting tutorials * back test tutorial * back test tutorial * fix commets * suppress warnings * quick fix * badge update * Update tutorials notebooks (#329) * Update tutorials notebooks * add the notebook and dataset for regression * push the new icalim dataset * update the regression notebook and modify the data load function * update for regression tutorials * regression notebook * Update regression.ipynb * notebooks update * refine verbiage; regression change * minor cosmetics * remove log transform since it's done in new iclaims data * remove log transform since it's done in the new iclaims data * filter first then standardize * filter first then standardize Co-authored-by: Edwin Ng <edwinng@uber.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> * fix data url in load_iclaims() (#337) * fix data url in load_iclaims() * update the tutorials catalogue to reflect the changes; fix typos * Minor updates in tutorial notebooks (#339) * fix tutorials notebook * update title level in regression notebook * Feat pickle fix (#342) * first pickle fix attempt * better attempt by using initializer creating an initializer class to tackle problem of #340 fixed #40 * ETS Initializer add ets initializer and change some wording from stan to generic * change wording from stan to generic [minor] minor wording * Add deprecating warnings for LGT model with regressor (#341) * add deprecation warning for LGT regression * remove wrong notebook * remove wrong notebook * minor cosmetic change (#343) * Dev unit test (#348) * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * unit test for fixed sm input * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * warning message * more smoothing input tests * more smoothing input tests * change level_sm_input lower bound to 0.001 from 0 * raise error message for level_sm_input lower than 0.0001 * Docstring inheritance (#351) * add docstring inheritance * add example jupyter notebook * add requirements * minor changes * minor formatting * add lower bound for common substring * Update stan_estimator.py * Update docstring_inheritance_check.ipynb * Update backtest.py Co-authored-by: Edwin Ng <edwinng@uber.com> * iclaims data de-meaning (#352) * pumping version to 1.0.11 pumping version to 1.0.11 * bug fix for following sphinx in README.rst * Update setup.py * pumping version * Update README.rst * Update README.rst * Update README.rst * Update README.rst * readme refine * Provide Inference for MAP and Aggregated Estimator (#359) * Create .readthedocs.yml. * Rename .readthedocs.yml. to .readthedocs.yml * Update .readthedocs.yml * Dev tutorials update (#362) * tutorials update for master branch * Update conf.py * Update __init__.py * tutorial update * notebook update * Update lgt.ipynb * update * notebook * Update pyro_basic.ipynb * temp * Provide Inference for MAP and Aggregated Estimator (#359) * Update pyro_basic.ipynb * update of notebooks * tutorial update and proof-reading * cell number update * notebook minor update * relabel notebook under exampels/ * file ext * new tab and more updates * readme tone change & link fix * typo fix * minor fix Co-authored-by: Zhishi Wang <zhishiw@uber.com> * Update .readthedocs.yml * Update .readthedocs.yml * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb Co-authored-by: CrossNox <ijmermet@gmail.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: ppstacy <ppstacy@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com>
edwinnglabs
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* remove enum34 dependency (#301) * add test_lgt_full_reproducibility (#303) * Integrating LGT/DLT into ETS Base (#280) * first draft of ets * ets temp * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * refactoring DLT onto ets * refine DLT and pass all unit tests * passed all unit tests * unit test fix * fixed unit test * add test_ets.py * Additional refinement on ETS Refactoring (#296) * fixed some OO duplicated methods -[x] remove duplicated modules as suggested -[x] remove `_get_regresso_matrix()` as suggested * docstring update * removing fit method in lgt * add negative regressor test cases * add negative regressor test * Update test_lgt.py * updated the test data and tests logic * fixed numerical issues due to initialization * minor * bug fix * Update conftest.py * Create iclaims.example.csv * temp * Create orbit-adhoc-test[TEST].ipynb * fixed regression issue * Delete orbit-adhoc-test[TEST].ipynb * removing negative test for lgt * add test_lgt_full_reproducibility (#303) * introducing * small fix on refactoring ets - refine/remove comments - remove unused methods Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> * Create RELEASE.md (#307) * utility for hyper-parameter tuning (#324) * utility for hyper-parameter tuning * minor * demo for hyper tuning * Organize Plotting functions and enhancement (#327) * Tutorial Update - diagnostics/backtest plotting (#332) * add ploting tutorials * back test tutorial * back test tutorial * fix commets * suppress warnings * quick fix * badge update * Update tutorials notebooks (#329) * Update tutorials notebooks * add the notebook and dataset for regression * push the new icalim dataset * update the regression notebook and modify the data load function * update for regression tutorials * regression notebook * Update regression.ipynb * notebooks update * refine verbiage; regression change * minor cosmetics * remove log transform since it's done in new iclaims data * remove log transform since it's done in the new iclaims data * filter first then standardize * filter first then standardize Co-authored-by: Edwin Ng <edwinng@uber.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> * fix data url in load_iclaims() (#337) * fix data url in load_iclaims() * update the tutorials catalogue to reflect the changes; fix typos * Minor updates in tutorial notebooks (#339) * fix tutorials notebook * update title level in regression notebook * Feat pickle fix (#342) * first pickle fix attempt * better attempt by using initializer creating an initializer class to tackle problem of #340 fixed #40 * ETS Initializer add ets initializer and change some wording from stan to generic * change wording from stan to generic [minor] minor wording * Add deprecating warnings for LGT model with regressor (#341) * add deprecation warning for LGT regression * remove wrong notebook * remove wrong notebook * minor cosmetic change (#343) * Dev unit test (#348) * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * unit test for fixed sm input * validation for global_trend_option and regression_penalty * unit test for fixed sm input and regression penalty * warning message * more smoothing input tests * more smoothing input tests * change level_sm_input lower bound to 0.001 from 0 * raise error message for level_sm_input lower than 0.0001 * Docstring inheritance (#351) * add docstring inheritance * add example jupyter notebook * add requirements * minor changes * minor formatting * add lower bound for common substring * Update stan_estimator.py * Update docstring_inheritance_check.ipynb * Update backtest.py Co-authored-by: Edwin Ng <edwinng@uber.com> * iclaims data de-meaning (#352) * pumping version to 1.0.11 pumping version to 1.0.11 * bug fix for following sphinx in README.rst * Update setup.py * pumping version * Update README.rst * Update README.rst * Update README.rst * Update README.rst * readme refine * Provide Inference for MAP and Aggregated Estimator (#359) * Create .readthedocs.yml. * Rename .readthedocs.yml. to .readthedocs.yml * Update .readthedocs.yml * Dev tutorials update (#362) * tutorials update for master branch * Update conf.py * Update __init__.py * tutorial update * notebook update * Update lgt.ipynb * update * notebook * Update pyro_basic.ipynb * temp * Provide Inference for MAP and Aggregated Estimator (#359) * Update pyro_basic.ipynb * update of notebooks * tutorial update and proof-reading * cell number update * notebook minor update * relabel notebook under exampels/ * file ext * new tab and more updates * readme tone change & link fix * typo fix * minor fix Co-authored-by: Zhishi Wang <zhishiw@uber.com> * Update .readthedocs.yml * Update .readthedocs.yml * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update regression.ipynb * Update README.md Co-authored-by: CrossNox <ijmermet@gmail.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: ppstacy <ppstacy@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com>
edwinnglabs
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* first draft of ets * ets temp * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * refactoring DLT onto ets * refine DLT and pass all unit tests * passed all unit tests * unit test fix * fixed unit test * add test_ets.py * Additional refinement on ETS Refactoring (#296) * fixed some OO duplicated methods -[x] remove duplicated modules as suggested -[x] remove `_get_regresso_matrix()` as suggested * docstring update * removing fit method in lgt * add negative regressor test cases * add negative regressor test * Update test_lgt.py * updated the test data and tests logic * fixed numerical issues due to initialization * minor * bug fix * Update conftest.py * Create iclaims.example.csv * temp * Create orbit-adhoc-test[TEST].ipynb * fixed regression issue * Delete orbit-adhoc-test[TEST].ipynb * removing negative test for lgt * add test_lgt_full_reproducibility (#303) * introducing * small fix on refactoring ets - refine/remove comments - remove unused methods Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com>
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this pull request
Mar 27, 2021
* Add support for multiple prediction percentiles * fixed unit tests * data load wrappers (#248) * data load wrappers * parse date column * Readme tutorial update (#264) * apply data loader * use DLT as example * apply data loader * add a button of "Edit on Github" (#265) * add button for edit on github * correct the sub-title * upgrade pyro config * update pyro requirement * small update on fft utils * enriching dataset - more data load - more dataset * Update dataset.py * small change on pyro-config - make default total decay as 1.0 meaning no decay * more fliexible plot components * adding doc string * refresh banner and icon * read me link * more banners * testing new dim of banner * Predict fix (#281) * fix regressor matrix extraction * unit test for cases with mixed pos® regressors * adding logo and some style for tutorial and docs * favicon * initialize `_regressor_col` in __init__() * small version bump * fix matplotlib * Create orbit.css * reorder fourier series calculation to match the df (#286) * plot utility enhancement (#287) * return the plotting object * receive returned plotting object to avoid dual display * return plotting axes object * Setup TravisCI deployment for PyPI (#292) * Setup TravisCI deployment for PyPI * debug deployment in travis YAML * debug travis pypi deployment (#293) * Debug travis package deployment (#294) * setup.py and module uses same version number * fix travis config for pypi deploy * dpl v2 for travis config (#295) * realign version number for module and release In testing and configuring travis ci for pypi deployment, version numbers were misaligned. Realigning the version number here with the latest release version number. * Update README.rst (#297) * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * Update README.rst * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * upgrade of models and using stan - use linear kernel - use stan map and mcmc - allow outliers * fix fourier series * hotfix of pr and rr switch and fourier series shift * Update ktr.py * Dev gam pyro refine2 test2 (#311) * changes * testing the changes with iclaims example * allow level_knots and seasonality_knots_input for the API * remove unused arg * Update ktr.py Co-authored-by: Edwin Ng <edwinng@uber.com> * tensor dtype assignment * testing * fix a bug in .get_regression_coefs * trim level_knots accordingly when level_knot_dates outside the training range Co-authored-by: Zhishi Wang <wangzhishi@users.noreply.github.com> Co-authored-by: Steve Yang <steven.s.yang@gmail.com> Co-authored-by: Zhishi Wang <zhishiw@uber.com> Co-authored-by: Yifeng Wu <yifeng.wu@uber.com> Co-authored-by: Steve Yang <steve.yang@uber.com>
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Description
Fix the mismatch bug in the regressor matrix, which will cause the prediction to be conducted in an incorrect way.
Type of change
How Has This Been Tested?
Unit tests for the cases with mixed positive and regular regressors are added for lgt and dlt models, respectively.