Forecast completely off from python

[noctivityinc]

I'm seeing some very odd behavior that I have now verified three different ways, including with AI, a Python script (attached), and running the exact copy in the README.

If you run the attached dataframe in Prophet Python, here is the tail, which looks correct:

696 2024-12-28  141.356832  105.973119  177.261087
697 2024-12-29  140.713400  107.343008  176.244366
698 2024-12-30  148.743931  113.715838  182.574506
699 2024-12-31  147.336429  111.642556  182.159546

But run that in this gem and you get this:

            ds                 yhat           yhat_lower          yhat_upper
2024-12-27 00:00:00 UTC  -1.1887472613597119  -31.812688420865282  26.381005627285898
2024-12-28 00:00:00 UTC  -1.7816324776096835   -31.38135594605859     28.010771843324
2024-12-29 00:00:00 UTC  -1.4581236205197925   -33.33384483777272  30.054684620606043
2024-12-30 00:00:00 UTC    7.853848559633956  -23.424339484797493   39.16282449671608
2024-12-31 00:00:00 UTC    8.104537440580243  -22.121849157788585   37.58356822292222

Here is the python code:

import pandas as pd
from prophet import Prophet

df = pd.read_csv('data.csv')
df.head()

model = Prophet()
model.fit(df)

future = model.make_future_dataframe(periods=240)
future.tail()

forecast = model.predict(future)
print(forecast[['ds', 'yhat', 'yhat_lower', 'yhat_upper']])

and here is the ruby code

df = Rover.read_csv("data.csv")
df.head
m = Prophet.new
m.fit(df)
future = m.make_future_dataframe(periods: 240)
future.tail

I have no idea where to go from here but it looks like something is seriously off.

data.csv

[ankane]

Hi @noctivityinc, thanks for the great report! Fixed in the commit above.

[noctivityinc]

Amazing. You might want to bump the gem to 0.5.1 so others can get this fix.

[noctivityinc]

@ankane not exact but closer. And idea what could be causing the discrepancy:

prophet-rb 0.5.1

"2024-12-27 00:00:00 UTC - 144.45107984480057 "
"2024-12-28 00:00:00 UTC - 144.58676506566425 "
"2024-12-29 00:00:00 UTC - 144.722450286528 "
"2024-12-30 00:00:00 UTC - 144.8581355073917 "
"2024-12-31 00:00:00 UTC - 144.9938207282554 "

prophet python

695 2024-12-27  142.530510  108.755248  177.333980
696 2024-12-28  141.356832  109.430728  178.663280
697 2024-12-29  140.713400  105.770788  172.597794
698 2024-12-30  148.743931  115.585700  181.051046
699 2024-12-31  147.336429  114.247664  182.089826

[ankane]

What platform are you on (bundle platform)?

Here's what I'm getting with 0.5.1:

2024-12-27 00:00:00 UTC  142.51836211570543
2024-12-28 00:00:00 UTC  141.34461585360677
2024-12-29 00:00:00 UTC   140.7011304632125
2024-12-30 00:00:00 UTC  148.73183906835592
2024-12-31 00:00:00 UTC  147.32427227459667

[noctivityinc]

Here you go:

Your platform is: x86_64-darwin-23

[ankane]

Just tried it on Mac x86-64 and am seeing similar results as Python. I'd double check that the input and options are correct.

2024-12-27 00:00:00 UTC  142.52208791475115
2024-12-28 00:00:00 UTC   141.3483631849485
2024-12-29 00:00:00 UTC  140.70489925375247
2024-12-30 00:00:00 UTC  148.73555905539158
2024-12-31 00:00:00 UTC  147.32801368787972