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Refinement of KTR #310

Merged
merged 52 commits into from
Dec 10, 2020
Merged

Refinement of KTR #310

merged 52 commits into from
Dec 10, 2020

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edwinnglabs
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Description

  • stan implementation
  • linear/sandwich kernel
  • auto-removal of outliers

Edwin Ng and others added 30 commits October 29, 2020 19:38
Add support for multiple prediction percentiles
* data load wrappers

* parse date column
* apply data loader

* use DLT as example

* apply data loader
* add button for edit on github

* correct the sub-title
- more data load
- more dataset
- make default total decay as 1.0 meaning no decay
* fix regressor matrix extraction

* unit test for cases with mixed pos&reg regressors
steveyang90 and others added 7 commits November 15, 2020 14:39
* setup.py and module uses same version number

* fix travis config for pypi deploy
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

* Update README.rst

* Update README.rst

* Update README.rst

* Update README.rst
- use linear kernel
- use stan map and mcmc
- allow outliers
- use linear kernel
- use stan map and mcmc
- allow outliers
@edwinnglabs edwinnglabs self-assigned this Dec 7, 2020
Edwin Ng and others added 9 commits December 7, 2020 12:13
* 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>
@edwinnglabs edwinnglabs changed the base branch from dev-gam-pyro to dev-ktr December 10, 2020 02:12
@edwinnglabs edwinnglabs changed the title Dev gam pyro refine2 Refinement of KTR Dec 10, 2020
@edwinnglabs edwinnglabs merged commit 2a7d965 into dev-ktr Dec 10, 2020
@edwinnglabs edwinnglabs deleted the dev-gam-pyro-refine2 branch December 10, 2020 02:14
edwinnglabs pushed a commit that referenced this pull request 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&reg 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 this pull request 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&reg 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 this pull request 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&reg 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&reg 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&reg 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 that referenced this pull request 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&reg 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 this pull request 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&reg 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&reg 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&reg 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 that referenced this pull request 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&reg 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 this pull request 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&reg 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&reg 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&reg 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 pushed a commit that referenced 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&reg 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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4 participants