#?-*-?coding:?utf-8?-*-
#?Copyright?（c）?2017-present?Facebook?Inc.
#?All?rights?reserved.
#
#?This?source?code?is?licensed?under?the?BSD-style?license?found?in?the
#?LICENSE?file?in?the?root?directory?of?this?source?tree.?An?additional?grant
#?of?patent?rights?can?be?found?in?the?PATENTS?file?in?the?same?directory.

from?__future__?import?absolute_import?division?print_function

import?logging
from?copy?import?deepcopy
from?functools?import?reduce

import?numpy?as?np
import?pandas?as?pd

logger?=?logging.getLogger（‘fbprophet‘）


def?generate_cutoffs（df?horizon?initial?period）:
????“““Generate?cutoff?dates

????Parameters
????----------
????df:?pd.Dataframe?with?historical?data.
????horizon:?pd.Timedelta?forecast?horizon.
????initial:?pd.Timedelta?window?of?the?initial?forecast?period.
????period:?pd.Timedelta?simulated?forecasts?are?done?with?this?period.

????Returns
????-------
????list?of?pd.Timestamp
????“““
????#?Last?cutoff?is?‘latest?date?in?data?-?horizon‘?date
????cutoff?=?df[‘ds‘].max（）?-?horizon
????if?cutoff?????????raise?ValueError（‘Less?data?than?horizon.‘）
????result?=?[cutoff]
????while?result[-1]?>=?min（df[‘ds‘]）?+?initial:
????????cutoff?-=?period
????????#?If?data?does?not?exist?in?data?range?（cutoff?cutoff?+?horizon]
????????if?not?（（（df[‘ds‘]?>?cutoff）?&?（df[‘ds‘]?<=?cutoff?+?horizon））.any（））:
????????????#?Next?cutoff?point?is?‘last?date?before?cutoff?in?data?-?horizon‘
????????????closest_date?=?df[df[‘ds‘]?<=?cutoff].max（）[‘ds‘]
????????????cutoff?=?closest_date?-?horizon
????????result.append（cutoff）
????result?=?result[:-1]
????if?len（result）?==?0:
????????raise?ValueError（
????????????‘Less?data?than?horizon?after?initial?window.?‘
????????????‘Make?horizon?or?initial?shorter.‘
????????）
????logger.info（‘Making?{}?forecasts?with?cutoffs?between?{}?and?{}‘.format（
????????len（result）?result[-1]?result[0]
????））
????return?reversed（result）


def?cross_validation（model?horizon?period=None?initial=None）:
????“““Cross-Validation?for?time?series.

????Computes?forecasts?from?historical?cutoff?points.?Beginning?from
????（end?-?horizon）?works?backwards?making?cutoffs?with?a?spacing?of?period
????until?initial?is?reached.

????When?period?is?equal?to?the?time?interval?of?the?data?this?is?the
????technique?described?in?https://robjhyndman.com/hyndsight/tscv/?.

????Parameters
????----------
????model:?Prophet?class?object.?Fitted?Prophet?model
????horizon:?string?with?pd.Timedelta?compatible?style?e.g.?‘5?days‘
????????‘3?hours‘?‘10?seconds‘.
????period:?string?with?pd.Timedelta?compatible?style.?Simulated?forecast?will
????????be?done?at?every?this?period.?If?not?provided?0.5?*?horizon?is?used.
????initial:?string?with?pd.Timedelta?compatible?style.?The?first?training
????????period?will?begin?here.?If?not?provided?3?*?horizon?is?used.

????Returns
????-------
????A?pd.Dataframe?with?the?forecast?actual?value?and?cutoff.
????“““
????df?=?model.history.copy（）.reset_index（drop=True）
????te?=

?屬性????????????大小?????日期????時(shí)間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2019-03-20?23:05??prophet-python模塊\
?????目錄???????????0??2019-03-20?22:59??prophet-python模塊\fbprophet\
?????文件?????????359??2019-01-17?09:10??prophet-python模塊\fbprophet\__init__.py
?????目錄???????????0??2019-03-20?22:59??prophet-python模塊\fbprophet\__pycache__\
?????文件?????????198??2019-01-17?09:10??prophet-python模塊\fbprophet\__pycache__\__init__.cpython-36.pyc
?????文件????????9812??2019-01-17?09:10??prophet-python模塊\fbprophet\__pycache__\diagnostics.cpython-36.pyc
?????文件???????43954??2019-01-17?09:10??prophet-python模塊\fbprophet\__pycache__\forecaster.cpython-36.pyc
?????文件???????25745??2019-01-17?09:10??prophet-python模塊\fbprophet\__pycache__\hdays.cpython-36.pyc
?????文件????????1807??2019-01-17?09:10??prophet-python模塊\fbprophet\__pycache__\make_holidays.cpython-36.pyc
?????文件?????????567??2019-01-17?09:10??prophet-python模塊\fbprophet\__pycache__\models.cpython-36.pyc
?????文件???????14909??2019-01-17?09:10??prophet-python模塊\fbprophet\__pycache__\plot.cpython-36.pyc
?????文件???????11408??2019-01-17?09:10??prophet-python模塊\fbprophet\diagnostics.py
?????文件???????58760??2019-01-17?09:10??prophet-python模塊\fbprophet\forecaster.py
?????文件???????40874??2019-01-17?09:10??prophet-python模塊\fbprophet\hdays.py
?????文件????????2127??2019-01-17?09:10??prophet-python模塊\fbprophet\make_holidays.py
?????文件?????????722??2019-01-17?09:10??prophet-python模塊\fbprophet\models.py
?????文件???????17389??2019-01-17?09:10??prophet-python模塊\fbprophet\plot.py
?????目錄???????????0??2019-03-20?22:59??prophet-python模塊\fbprophet\stan_model\
?????文件?????1154156??2019-01-17?09:10??prophet-python模塊\fbprophet\stan_model\prophet_model.pkl
?????目錄???????????0??2019-03-20?22:59??prophet-python模塊\fbprophet\tests\
?????文件???????????0??2019-01-17?09:10??prophet-python模塊\fbprophet\tests\__init__.py
?????目錄???????????0??2019-03-20?22:59??prophet-python模塊\fbprophet\tests\__pycache__\
?????文件?????????128??2019-01-17?09:10??prophet-python模塊\fbprophet\tests\__pycache__\__init__.cpython-36.pyc
?????文件????????6271??2019-01-17?09:10??prophet-python模塊\fbprophet\tests\__pycache__\test_diagnostics.cpython-36.pyc
?????文件???????18716??2019-01-17?09:10??prophet-python模塊\fbprophet\tests\__pycache__\test_prophet.cpython-36.pyc
?????文件????????8628??2019-01-17?09:10??prophet-python模塊\fbprophet\tests\data.csv
?????文件???????21518??2019-01-17?09:10??prophet-python模塊\fbprophet\tests\data2.csv
?????文件????????9040??2019-01-17?09:10??prophet-python模塊\fbprophet\tests\test_diagnostics.py
?????文件???????26891??2019-01-17?09:10??prophet-python模塊\fbprophet\tests\test_prophet.py
?????目錄???????????0??2019-03-20?22:59??prophet-python模塊\fbprophet-0.4.post2.dist-info\
?????文件???????????4??2019-01-17?09:10??prophet-python模塊\fbprophet-0.4.post2.dist-info\INSTALLER
............此處省略32042個(gè)文件信息