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NeoProphet 1.6.0

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@CodeWithBehnam CodeWithBehnam released this 12 Oct 08:47
pip install --upgrade neoprophet

New

  • A much fuller dashboard: result.dashboard("forecast.html") (or prophet.visuals.dashboard_html) now has a section for each part of the model, a sticky navigation bar and a list of key findings at the top. Still one self-contained file that works offline (needs plotly).
    • Accuracy: the held-back test with misses by distance from the cutoff and the largest misses; pass cv= with the output of cross_validation for error and coverage by horizon.
    • Trend: changepoints and how the pace changed at each, growth rate over time, and a year-over-year comparison with a table per year.
    • Seasonal patterns: how much each component moves the forecast, the peak and low of each pattern, a month by weekday (or weekday by hour) heatmap and a day-by-day calendar.
    • Holidays: the effect of each holiday, holidays through time and the holidays inside the forecast window.
    • Model diagnostics: misses over time, their spread, the pattern left in them, interval coverage, misses against the fitted level and a calendar of systematic misses.
    • Data: missing timestamps and gaps, repeated or missing values, and the forecast table with Download CSV and Copy CSV.
    • Model settings: every setting in plain words, with code that recreates the model.
  • Dashboard options: sections=["forecast", "trend", ...] chooses and orders the sections, and theme="light", "dark" or "auto" sets the starting theme. A toggle on the page switches theme and recolours every chart; the choice is remembered, and printing is always light.
  • Optuna search: forecast(df, horizon="12 months", tune="optuna") or tune(df, param_grid=space, search="optuna") searches continuous ranges (FloatRange, IntRange) and categorical choices with Optuna, scored on the same cross-validation windows as the grid. Install with pip install "neoprophet[optuna]". tune=True still runs the grid.

Changes

  • Dashboard section headings are shorter ("Forecast", "Components"), and Components no longer repeats the trend and holiday charts when those sections are shown.
  • On narrow screens, chart legends move under the plot and the chart toolbar is hidden.
  • result.dashboard() passes its backtest to the page, so the accuracy section can draw it.
  • Dates in sentences drop the leading zero ("5 Mar 2014"), in the dashboard and the one-page report.

Fixes

  • In the dashboard, with skip_days, the weekly components text no longer names a day the data never has.
  • Extra regressors are ranked by their effect in the units of the data, so a multiplicative regressor is no longer under-ranked.
  • An observed holiday ("Christmas Day (observed)") keeps its own name in the dashboard's components text.