quickprophet example

quickprophet_example.py

import numpy as np
ds = pd.date_range('2023-01-01', '2027-03-02')
df = pd.DataFrame(dict(ds=ds, y=np.random.poisson(np.arange(ds.size) / 10 + 1)))
df = features.add_day_of_year_features(df, 'ds')
df['GROUP'] = ['ALL'] * ds.size

param_grid = {
                'changepoint_prior_scale': [0.001],
                'seasonality_prior_scale': [0.01],
                'holidays_prior_scale': [0.01]
                }

model = BatchCOVIDLogisticProphet(['GROUP'])

model.cv(df, param_grid=param_grid, cutoffs=generate_cutoffs(df)).fit(df).predict(100)