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January 10, 2020 23:17
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Prophet Code showing Issue with Logistic Growth with MCMC sampling
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H <- 365*2 | |
# READ IN to_share.csv here | |
full_model <- read.csv("to_share.csv") | |
m <- prophet( | |
yearly.seasonality = "auto", | |
weekly.seasonality = F, | |
daily.seasonality = "auto", | |
changepoint.range = 0.8, | |
changepoint.prior.scale = 0.1, | |
interval.width = 0.95 | |
) | |
m <- add_regressor(m, "flag1") | |
m <- add_regressor(m, "flag2") | |
m <- add_seasonality(m, "week", period = 7, fourier.order = 3, prior.scale = 20) | |
m <- fit.prophet(m, full_model) | |
future <- make_future_dataframe(m, periods = H) | |
future <- data.table::as.data.table(future) | |
future[,floor:=0] | |
future[,cap:=120000] | |
future[,flag1:=0] | |
future[ds>=as.Date("2018-04-14"), flag1:=1] | |
future[ds>=as.Date("2019-04-01"), flag1:=2] | |
future[ds>=as.Date("2020-04-01"), flag1:=3] | |
future[ds>=as.Date("2021-04-01"), flag1:=4] | |
future[ds>=as.Date("2022-04-01"), flag1:=5] | |
future[,flag2:=0] | |
future[ds>=as.Date("2017-12-23") & ds<=as.Date("2018-01-01"),flag2:=1] | |
future[ds>=as.Date("2018-12-23") & ds<=as.Date("2019-01-01"),flag2:=1] | |
future[ds>=as.Date("2019-12-21") & ds<=as.Date("2020-01-01"),flag2:=1] | |
future[ds>=as.Date("2020-12-21") & ds<=as.Date("2021-01-01"),flag2:=1] | |
future[ds>=as.Date("2021-12-21") & ds<=as.Date("2022-01-01"),flag2:=1] | |
future <- as.data.frame(future) | |
fcst <- predict(m, future) | |
plot_prophet(x = m, fcst = fcst, test = full_model) |
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H <- 365*2 | |
# READ IN to_share.csv here | |
full_model <- read.csv("to_share.csv") | |
m <- prophet( | |
yearly.seasonality = "auto", | |
weekly.seasonality = F, | |
daily.seasonality = "auto", | |
changepoint.range = 0.8, | |
changepoint.prior.scale = 0.1, | |
growth = "logistic", | |
interval.width = 0.95 | |
) | |
m <- add_regressor(m, "flag1") | |
m <- add_regressor(m, "flag2") | |
m <- add_seasonality(m, "week", period = 7, fourier.order = 3, prior.scale = 20) | |
m <- fit.prophet(m, full_model) | |
future <- make_future_dataframe(m, periods = H) | |
future <- data.table::as.data.table(future) | |
future[,floor:=0] | |
future[,cap:=120000] | |
future[,flag1:=0] | |
future[ds>=as.Date("2018-04-14"), flag1:=1] | |
future[ds>=as.Date("2019-04-01"), flag1:=2] | |
future[ds>=as.Date("2020-04-01"), flag1:=3] | |
future[ds>=as.Date("2021-04-01"), flag1:=4] | |
future[ds>=as.Date("2022-04-01"), flag1:=5] | |
future[,flag2:=0] | |
future[ds>=as.Date("2017-12-23") & ds<=as.Date("2018-01-01"),flag2:=1] | |
future[ds>=as.Date("2018-12-23") & ds<=as.Date("2019-01-01"),flag2:=1] | |
future[ds>=as.Date("2019-12-21") & ds<=as.Date("2020-01-01"),flag2:=1] | |
future[ds>=as.Date("2020-12-21") & ds<=as.Date("2021-01-01"),flag2:=1] | |
future[ds>=as.Date("2021-12-21") & ds<=as.Date("2022-01-01"),flag2:=1] | |
future <- as.data.frame(future) | |
fcst <- predict(m, future) | |
plot_prophet(x = m, fcst = fcst, test = full_model) |
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H <- 365*2 | |
# READ IN to_share.csv here | |
full_model <- read.csv("to_share.csv") | |
m <- prophet( | |
yearly.seasonality = "auto", | |
weekly.seasonality = F, | |
daily.seasonality = "auto", | |
changepoint.range = 0.8, | |
changepoint.prior.scale = 0.1, | |
growth = "logistic", | |
mcmc.samples = 300, | |
interval.width = 0.95 | |
) | |
m <- add_regressor(m, "flag1") | |
m <- add_regressor(m, "flag2") | |
m <- add_seasonality(m, "week", period = 7, fourier.order = 3, prior.scale = 20) | |
m <- fit.prophet(m, full_model) | |
future <- make_future_dataframe(m, periods = H) | |
future <- data.table::as.data.table(future) | |
future[,floor:=0] | |
future[,cap:=120000] | |
future[,flag1:=0] | |
future[ds>=as.Date("2018-04-14"), flag1:=1] | |
future[ds>=as.Date("2019-04-01"), flag1:=2] | |
future[ds>=as.Date("2020-04-01"), flag1:=3] | |
future[ds>=as.Date("2021-04-01"), flag1:=4] | |
future[ds>=as.Date("2022-04-01"), flag1:=5] | |
future[,flag2:=0] | |
future[ds>=as.Date("2017-12-23") & ds<=as.Date("2018-01-01"),flag2:=1] | |
future[ds>=as.Date("2018-12-23") & ds<=as.Date("2019-01-01"),flag2:=1] | |
future[ds>=as.Date("2019-12-21") & ds<=as.Date("2020-01-01"),flag2:=1] | |
future[ds>=as.Date("2020-12-21") & ds<=as.Date("2021-01-01"),flag2:=1] | |
future[ds>=as.Date("2021-12-21") & ds<=as.Date("2022-01-01"),flag2:=1] | |
future <- as.data.frame(future) | |
fcst <- predict(m, future) | |
plot_prophet(x = m, fcst = fcst, test = full_model) |
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plot_prophet <- function (x, test, fcst, uncertainty = TRUE, ...) { | |
forecast.label = "Predicted" | |
actual.label = "Actual" | |
test.label = "Test" | |
df <- prophet:::df_for_plotting(x, fcst) | |
test <- test %>% dplyr::select(ds, y) %>% rename(test=y) | |
test$ds = as.POSIXct(test$ds,format="%Y-%m-%d") | |
df <- df %>% full_join(test) | |
if (uncertainty && exists("yhat_lower", where = df)) { | |
colsToKeep <- c("y", "yhat", "yhat_lower", "yhat_upper", "test") | |
forecastCols <- c("yhat_lower", "yhat", "yhat_upper") | |
} else { | |
colsToKeep <- c("y", "yhat", "test") | |
forecastCols <- c("yhat") | |
} | |
dfTS <- xts::xts(df %>% dplyr::select_(.dots = colsToKeep), | |
order.by = df$ds) | |
dyBase <- dygraphs::dygraph(dfTS) | |
presAnnotation <- function(dygraph, x, text) { | |
dygraph %>% dygraphs::dyAnnotation(x, text, text, attachAtBottom = TRUE) | |
} | |
dyBase <- dyBase %>% dygraphs::dySeries("y", label = actual.label, | |
color = "black", drawPoints = TRUE, strokeWidth = .6) %>% | |
dygraphs::dySeries("test", label = test.label, color = "red", drawPoints = TRUE, strokeWidth = 1) %>% | |
dygraphs::dySeries(forecastCols, label = forecast.label, color = "blue") %>% | |
dygraphs::dyRangeSelector() %>% | |
dygraphs::dyUnzoom() %>% | |
dygraphs::dyCrosshair(direction = "vertical") | |
if (!is.null(x$holidays)) { | |
for (i in 1:nrow(x$holidays)) { | |
dyBase <- dyBase %>% dygraphs::dyEvent(x$holidays$ds[i], | |
color = "rgb(200,200,200)", strokePattern = "solid") | |
dyBase <- dyBase %>% dygraphs::dyAnnotation(x$holidays$ds[i], | |
x$holidays$holiday[i], x$holidays$holiday[i], | |
attachAtBottom = TRUE) | |
} | |
} | |
return(dyBase) | |
} |
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