Created
July 22, 2017 06:58
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Followed this Facebook prophet tutorial https://www.digitalocean.com/community/tutorials/a-guide-to-time-series-forecasting-with-prophet-in-python-3 and adopted it slightly for PyCharm
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import pandas as pd | |
from fbprophet import Prophet | |
import matplotlib.pyplot as plt | |
plt.style.use('fivethirtyeight') | |
df = pd.read_csv('D:/PyCharmProjects/Prophet/Data/AirPassengers.csv') | |
df['Month'] = pd.DatetimeIndex(df['Month']) | |
#Prophet also imposes the strict condition that the input columns be named ds (the time column) and y (the metric column) | |
df = df.rename(columns={'Month': 'ds', | |
'AirPassengers': 'y'}) | |
print(df.head(5)) | |
print(df.dtypes) | |
my_model = Prophet() | |
my_model.fit(df) | |
future_dates = my_model.make_future_dataframe(periods=36, freq='MS') | |
future_dates.tail() | |
forecast = my_model.predict(future_dates) | |
forecast[['ds', 'yhat', 'yhat_lower', 'yhat_upper']].tail() | |
my_model.plot(forecast, | |
uncertainty=True) | |
plt.show() |
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