#?-*-?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‘
????????????if?cutoff?>?df[‘ds‘].min（）:
????????????????closest_date?=?df[df[‘ds‘]?<=?cutoff].max（）[‘ds‘]
????????????????cutoff?=?closest_date?-?horizon
????????????#?else?no?data?left?leave?cutoff?as?is?it?will?be?dropped.
????????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?h

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????目錄???????????0??2019-08-02?15:06??fbprophet-0.5.dist-info\
?????文件???????????4??2019-08-02?15:06??fbprophet-0.5.dist-info\INSTALLER
?????文件?????????953??2019-08-02?15:06??fbprophet-0.5.dist-info\metaDATA
?????文件?????????629??2019-08-02?15:06??fbprophet-0.5.dist-info\PKG-INFO~
?????文件????????2088??2019-08-02?15:06??fbprophet-0.5.dist-info\RECORD
?????文件??????????11??2019-08-02?15:06??fbprophet-0.5.dist-info\top_level.txt
?????文件??????????93??2019-08-02?15:06??fbprophet-0.5.dist-info\WHEEL
?????目錄???????????0??2019-08-02?15:06??fbprophet\
?????文件?????????369??2019-08-02?15:05??fbprophet\__init__.py
?????目錄???????????0??2019-08-02?15:06??fbprophet\__pycache__\
?????文件?????????222??2019-08-02?15:06??fbprophet\__pycache__\__init__.cpython-35.pyc
?????文件???????12845??2019-08-02?15:06??fbprophet\__pycache__\diagnostics.cpython-35.pyc
?????文件???????48035??2019-08-02?15:06??fbprophet\__pycache__\forecaster.cpython-35.pyc
?????文件???????29347??2019-08-02?15:06??fbprophet\__pycache__\hdays.cpython-35.pyc
?????文件????????1937??2019-08-02?15:06??fbprophet\__pycache__\make_holidays.cpython-35.pyc
?????文件?????????624??2019-08-02?15:06??fbprophet\__pycache__\models.cpython-35.pyc
?????文件???????20000??2019-08-02?15:06??fbprophet\__pycache__\plot.cpython-35.pyc
?????文件???????15178??2019-08-02?15:05??fbprophet\diagnostics.py
?????文件???????62216??2019-08-02?15:05??fbprophet\forecaster.py
?????文件???????42219??2019-08-02?15:05??fbprophet\hdays.py
?????文件????????2196??2019-08-02?15:05??fbprophet\make_holidays.py
?????文件?????????748??2019-08-02?15:05??fbprophet\models.py
?????文件???????24335??2019-08-02?15:05??fbprophet\plot.py
?????目錄???????????0??2019-08-02?15:05??fbprophet\stan_model\
?????文件????25946888??2019-08-02?15:06??fbprophet\stan_model\prophet_model.pkl
?????目錄???????????0??2019-08-02?15:06??fbprophet\tests\
?????文件???????????0??2019-08-02?15:05??fbprophet\tests\__init__.py
?????目錄???????????0??2019-08-02?15:06??fbprophet\tests\__pycache__\
?????文件?????????146??2019-08-02?15:06??fbprophet\tests\__pycache__\__init__.cpython-35.pyc
?????文件????????8466??2019-08-02?15:06??fbprophet\tests\__pycache__\test_diagnostics.cpython-35.pyc
?????文件???????22197??2019-08-02?15:06??fbprophet\tests\__pycache__\test_prophet.cpython-35.pyc
............此處省略4個文件信息