Releases: facebook/prophet
Releases · facebook/prophet
1.1.4
What's Changed
Python
- We now rely solely on the
holidayspackage for country holidays. Credits to @arkid15r in #2379- This allows us to take full advantage of improvements to the
holidayspackage, and removes reliance on unmaintained manual holidays entries inhdays.py. Importing from theprophet.hdaysmodule has been deprecated and the module will be removed in the next release. - holidays v0.20 and beyond contains most / all previously missing holidays, so there should be very little differences in fitted models and predictions that currently make use of inbuilt country holidays.
- Note that for countries like India and Pakistan, some Christian holidays are currently not included in the
holidayspackage so will not be added automatically with.add_country_holidays(). These can be added manually instead, see examples here.
- This allows us to take full advantage of improvements to the
- Upgraded underlying cmdstan to v2.31.0, which fixes installation issues on Apple M1. Credits to @WardBrian in #2428
- Fixed a bug with Windows wheel builds caused by long path names. Credits to @WardBrian
R
- Updated holidays data based on holidays v0.25.
v1.1.3-patched
What's Changed
Full Changelog: v1.1.2...v1.1.3-patched
1.1.2
What's Changed
Python
- Sped up
.predict()by up to 10x by removing intermediate DataFrame creations. @orenmatar (#2299) - Sped up fourier series generation, leading to at least 1.5x speed improvement for
train()andpredict()pipelines. @yoziru (#2334) - Fixed bug in how warm start values were being read. Documentation has been updated. @tcuongd
- Developer experience: modernized build / develop / test workflow based on https://discuss.python.org/t/custom-build-steps-moving-bokeh-off-setup-py/16128/17 @tcuongd
- Wheels are now version-agnostic. This is possible because we don't use any Python-version-specific tooling to compile stan models. Credits to @WardBrian for the suggestion and this example: https://github.com/joerick/python-ctypes-package-sample.
R
- Fixed a bug in
construct_holiday_dataframe() - Updated
holidaysdata based on holidays version 0.18. - Note that the 1.1.2 has been submitted to CRAN but is not live yet. You can install by downloading the attached files:
.tar.gzto install from source, or.tgzfor the macOS binary.
1.1.1
What's Changed
Python
- Improved runtime of
predict()function via vectorization of future draws. Details here. Credits to @orenmatar for the original blog post and @winedarksea @tcuongd for the implementation.predict()now has a new argument,vectorized, which is true by default. You should see speedups of 3-7x for predictions, especially if the model does not use full MCMC sampling. When usinggrowth='logistic'withmcmc_samples > 0, predictions may be slower, and in these cases you can fall back to the original code by specifyingvectorized=False.
- Added aarch64 wheels for Linux and parallelised wheel build workflow. @thechopkins
cmdstanpyminimum version is now 1.0.4.- Fixed a bug where the version number hadn't updated from 1.0.
prophet.__version__now returns the correct version. @tcuongd
R
- (Backend change) Make holidays data internal to the package to prevent unintentional overrides. Note that the data can still be read by end users as before, this hasn't changed. @bartekch
1.1
What's Changed
Python
- Minimum required version of Python is now 3.7
- Removed dependency on
pystan==2.19.1.1, which is no longer maintained.cmdstanpyis now the sole stan backend. @tcuongd @WardBrian @akosfurton @malmashhadani-88 - Python binaries built for MacOS, Linux, and Windows for Python 3.7-3.10, so end users no longer need to compile the Prophet model from source on their machine. @tcuongd
- Binaries are built using Github Actions. @tcuongd @abitrolly
- Use normal-id-glm distribution for Stan model to improve MCMC sampling speed (the model itself is still identical). @andrjohns
- Improved execution time of
rolling_mean_by_hfunction used to calculate cross validation performance metrics. @RaymondMcT
R
- Update holidays data based on
holidayspackage version 0.13.
v1.0
v0.7
v0.6
- Fix bugs related to upstream changes in
holidaysandpandaspackages. - Compile model during first use, not during install (to comply with CRAN policy)
cmdstanpybackend now available in Python
v0.5
v0.4
- Added built-in holidays
- Bugfixes