prophet | Financial markets analysis framework for programmers | Cryptocurrency library
kandi X-RAY | prophet Summary
kandi X-RAY | prophet Summary
Prophet is a Python microframework for financial markets. Prophet strives to let the programmer focus on modeling financial strategies, portfolio management, and analyzing backtests. It achieves this by having few functions to learn to hit the ground running, yet being flexible enough to accomodate sophistication. Prophet is Python 2 and 3 compatible. See the documentation for more details. Join the mailing list here or join by email. See the development board to see what's currently in the works.
Support
Quality
Security
License
Reuse
Top functions reviewed by kandi - BETA
- Compute and sell orders
- Set up sell orders
- Adds an order
- Returns a list of nonading days for the given date range
- Convert a datetime to a datetime object
- Run zipline
- Get the cache file path
- Runs the back test
- Generate data
- Generate orders for given target date
- Visualize a portfolio
- Returns a list of early close rules
- Runs backtest analyzers
- Calculate the volatility rate
- Register a portfolio analyzers
- Returns a pandas DataFrame containing the open and close dates
- Set the order generator
- Register new data generators
- Set universe
- Get trading days between start and end date
prophet Key Features
prophet Examples and Code Snippets
promo = pd.DataFrame({'holiday': "Promo event",
'ds' : pd.to_datetime(['2016-08-01']),
'lower_window': 0,
'upper_window': 31})
future_promo = pd.DataFrame({'holiday': "Promo event",
prophet = Prophet()
prophet.add_country_holidays(country_name='US')
prophet.fit(df[d['date'] < pd.to_datetime('2017-01-01')])
future = prophet.make_future_dataframe(periods=365, freq='d')
forecast = prophet.predict(future)
fig = prophet.plot(forec
passengers = pd.read_csv('data/AirPassengers.csv')
df = pd.DataFrame()
df['ds'] = pd.to_datetime(passengers['Month'])
df['y'] = passengers['#Passengers']
prophet = Prophet()
prophet.fit(df)
future = prophet.make_future_dataframe(periods=12 * 6, freq
Community Discussions
Trending Discussions on prophet
QUESTION
How to solve No module named 'selenium' in VS code?
Module to be used
...ANSWER
Answered 2021-Jun-11 at 08:22If you already installed Selenium by pip install selenium
or by any other way and still see that error I guess you are missing a system PATH set to Python or Selenium folder in your machine.
So just add those folders locations to you machine PATH as described here or any other place.
QUESTION
There are a lot of models of time series.
There is ARMA, ARIMA and so on. What is the actual model Facebook prophet actually used?
...ANSWER
Answered 2021-Jun-09 at 01:24fbProphet does not use any of other models. It is a model. Once again, I link an article where you can check details and bring out the most important part, the math.
The prophet model is using three important features: trend, seasonality, and holidays. It is not necessary to use all of them. And now the formula is the following (citing the article):
Prophet fits several linear and non-linear functions of time as components. In its simplest form;
QUESTION
I am trying to click on the "CSV" button at this website https://covid19-vaccine-report.ecdc.europa.eu/#6_Reported_data using selenium
.
However, with the below code I am receiving the error The code:selenium.common.exceptions.ElementClickInterceptedException: Message: Element
is not clickable at point (464,600) because another element obscures it.
ANSWER
Answered 2021-May-26 at 13:46Try the following: scroll into view some other element that is below the desired button so that the desired button will not be covered by the cookies banner and then try clicking the button.
QUESTION
can I use the y-hat variance, the bounds, and the point estimate from the forecast data frame to calculate the confidence level that would contain a given value?
I've seen that I can change my interval level prior to fitting but programmatically that feels like a LOT of expensive trial and error. Is there a way to estimate the confidence bound using only the information from the model parameters and the forecast data frame?
Something like:
...ANSWER
Answered 2021-Apr-29 at 11:38fbprophet uses the numpy.percentile method to estimate the percentiles as you can see here in the source code: https://github.com/facebook/prophet/blob/0616bfb5daa6888e9665bba1f95d9d67e91fed66/python/prophet/forecaster.py#L1448
How to inverse calculate percentiles for values is already answered here: Map each list value to its corresponding percentile
Combining everything based on your code example:
QUESTION
I am getting the following error:
All I am doing is running this piece of code. I have used this dataset https://www.kaggle.com/camnugent/sandp500 but tried a few different ones, and all of them returned this message.
...ANSWER
Answered 2021-Apr-27 at 10:31I'm unable to reproduce your error, but I believe I know why the fit is failing.
The data you are trying to fit are closing stock prices for >500 stocks. When plotted using data_to_use.plot.scatter(x='ds', y='y', s=0.01)
, you get:
I believe the fit is failing because it is simply struggling to converge to a reasonable solution as mentioned in this pystan
discourse thread. When I naively try to fit this data, it doesn't fail but instead gives a nearly horizontal line prediction near y = 100
with very large error bars.
Depending on what you're trying to do, I'd suggest either picking one stock by Name
, for example:
QUESTION
I have a dataframe with two columns that are:
- A
datetime
column with the following format%Y-%m-%d
- An
int
column
They represent a day and an hour.
I want to merge because then I want to give to prophet
so I need to convert to this format:
ANSWER
Answered 2021-Mar-28 at 13:091st method:
QUESTION
I searched for this with no luck. Any help is appreciated.
Data SetI have a fairly tall dataset (roughly between 1,000 and 5,000 rows) with two columns; one for category and the other for values. The data varies; there might be 10 categories, maybe 100, or any other number:
Column A Column B Category 1 Value 1 Category 1 Value 2 Category 1 Value 3 Category 2 Value 4 Category 2 Value 5 Category 2 Value 6 Category 3 Value 7 Category 3 Value 8 Category 3 Value 9 Category 3 Value 10etc.
ObjectiveI would like to create ranges based on the values in Column A that only include the values in Column B, using the value of Column A as the name of the range.
So for example:
- Range Name = "Category 1" ; Range Values { Value 1, Value 2, Value 3}
- Range Name = "Category 2" ; Range Values { Value 4, Value 5, Value 6}
- Range Name = "Category 3" ; Range Values { Value 7, Value 8, Value 9, Value 10}
- etc.
I've tried a number of things, but I'm such a VBA novice that I can't tell what is an effective way to approach this solution and fear I keep making wrong turns in the approach.
I thought perhaps trying to find the next distinct value in Column A might be a good idea paired with the offset function, but I can't get much further than simply creating and naming the range of categories to look through in Column A. I'm sure this isn't necessary, but I am definitely not a VBA expert.
...ANSWER
Answered 2021-Feb-21 at 19:57As per my comment, I'm not sure whether what you're doing is the best way of doing things, and since you can't have spaces in the names of named variables, if your categories are actually going to be words and some could have spaces, you're setting up a lot of heartache processing exceptions. That aside, if it's really what you need, you weren't that far off, but you can't keep track of the start and end of each range with one variable. The code below will do what you've asked for:
QUESTION
When working with time series through the modeltime / tidymodels framework, the following workflow is presented to verify the performance of the models with cross validation.
...ANSWER
Answered 2021-Feb-10 at 12:30I believe understanding the procedure a bit more will help. When you Modeltime Resample is designed to take your model's specification and refit it repeatedly to resampled data.
What is resampling?It's the idea that we want to test how our models would have performed given that the models were trained on subsets of the data. This is useful in understanding our confidence in the models and how it changes especially with time series (temporal) data. Resampling require re-training and re-evaluating the model specification on each resample (train/test 1, train/test 2, ..., train/test N).
What is a model specification?- It's the parameters you've specified and model type (modeling function and engine)
- It's not the "Fitted Model" (meaning it doesn't make predictions with your model)
Modeltime Resample uses the
fit_resamples()
function fromtune
and applies to each model in a modeltime table containing one or more models.The refitting process ignores your "fitted model", but copies the parameters selected and the modeling specification to repeated fit (train) new models to the resamples.
The result is how your model would have performed if fitted on different samples of the data. You can display the results using the plotting and table utilities.
Examples from the Panel Data Tutorial:
QUESTION
On Amazon Forecast, how can I export a model (a Predictor in Forecast lingo) that I already trained? For example, export an ARIMA or Prophet model weights to a file t be downloaded or stored on S3.
Running forecasts on new data is just too slow and I would like to use Forecast to train models and eventually deploy them somewhere else.
...ANSWER
Answered 2021-Jan-19 at 20:56Short answer: you can't export the models from Forecast
Ref: https://github.com/aws-samples/amazon-forecast-samples/issues/104#issuecomment-763119541
QUESTION
I have a multivariate five year dataset, with five other features in addition to y
. I have a train test split, where the training set is the first 4 years. I want it to predict the 5th year, so I can compare the results with the actual 5th year data.
I make the future
dataframe with make_future_dataframe(periods=365)
. I pandas.concat
the future and train DFs (as pandas.merge
cuts off the blank 5th year) future_regressors = pandas.concat([future, train[['f1', 'f2', 'f3', 'f4', 'f5']]], axis=1)
. Prophet however wants the 5 regressors to have values in the 5th year (which it expresses by complaining about the NaNs from the beginning of the 5th year), but the data doest exist in the training set.
What's the best way to go about this?
...ANSWER
Answered 2021-Jan-19 at 12:36Found the answer on this SO post, specifically:
Note that the additional variables should have values for your future (test) data. If you don't have them, you could start by predicting add1 and add2 with univariate timeseries, and then predict y with add_regressor and the predicted add1 and add2 as future values of the additional variables.
Community Discussions, Code Snippets contain sources that include Stack Exchange Network
Vulnerabilities
No vulnerabilities reported
Install prophet
You can use prophet like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.
Support
Reuse Trending Solutions
Find, review, and download reusable Libraries, Code Snippets, Cloud APIs from over 650 million Knowledge Items
Find more librariesStay Updated
Subscribe to our newsletter for trending solutions and developer bootcamps
Share this Page