prophet-code.py

from fbprophet import Prophet
fbprophet_df = big_df[['visit_date','visitors']].groupby('visit_date').sum().reset_index()
fbprophet_df.columns = ['ds','y']
train = fbprophet_df[:int(len(fbprophet_df)*0.7)]
valid = fbprophet_df[int(len(fbprophet_df)*0.7):]
m = Prophet(daily_seasonality=True,yearly_seasonality=True)
m.fit(train);

future = m.make_future_dataframe(periods=len(valid))
forecast = m.predict(future)

y_pred = forecast['yhat'][:int(len(fbprophet_df)*0.7)]
plt.plot(y_pred)
plt.plot(train['y'])
plt.show()
sse = np.sum((y_pred-train[['y']].values.flatten())**2)
sst = np.sum((np.mean(train[['y']].values.flatten())-train[['y']].values.flatten())**2)

y_pred = forecast['yhat'][int(len(fbprophet_df)*0.7):]
plt.plot(y_pred)
plt.plot(valid['y'])
plt.show()
sse = np.sum((y_pred-valid[['y']].values.flatten())**2)
sst = np.sum((np.mean(valid[['y']].values.flatten())-valid[['y']].values.flatten())**2)
print('validation r-squared:',1-sse/sst)