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Add confidence intrvals to Prophet #153

Merged
merged 8 commits into from
Oct 11, 2021
Merged

Add confidence intrvals to Prophet #153

merged 8 commits into from
Oct 11, 2021

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alex-hse-repository
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@alex-hse-repository alex-hse-repository commented Oct 7, 2021

IMPORTANT: Please do not create a Pull Request without creating an issue first.

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  • Did you read the contribution guide?
  • Did you update the docs? We use Numpy format for all the methods and classes.
  • Did you write any new necessary tests?
  • Did you update the CHANGELOG?

Type of Change

  • Examples / docs / tutorials / contributors update
  • Bug fix (non-breaking change which fixes an issue)
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Proposed Changes

Add confidence interval to Prophet

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@alex-hse-repository alex-hse-repository added the enhancement New feature or request label Oct 7, 2021
@alex-hse-repository alex-hse-repository self-assigned this Oct 7, 2021
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codecov-commenter commented Oct 7, 2021

Codecov Report

Merging #153 (4cc4d71) into master (50f2074) will decrease coverage by 0.27%.
The diff coverage is 97.22%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #153      +/-   ##
==========================================
- Coverage   87.38%   87.11%   -0.28%     
==========================================
  Files          73       73              
  Lines        3164     3213      +49     
==========================================
+ Hits         2765     2799      +34     
- Misses        399      414      +15     
Impacted Files Coverage Δ
etna/models/base.py 97.46% <ø> (ø)
etna/models/prophet.py 98.18% <97.22%> (-0.52%) ⬇️
etna/analysis/plotters.py 12.90% <0.00%> (-0.67%) ⬇️
etna/analysis/__init__.py 100.00% <0.00%> (ø)

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Notes
_____
The width of the confidence interval is specified in the constructor of ProphetModel setting the interval_width
"""
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Something strange happens.

If True returns confidence interval for forecast
Returns
-------
DataFrame
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typing

DataFrame
Models result
Notes
_____
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``

Suggested change
_____
-----

etna/models/prophet.py Outdated Show resolved Hide resolved
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👍

@martins0n martins0n merged commit a0ffd6a into master Oct 11, 2021
@martins0n martins0n deleted the _ETNA-811 branch October 11, 2021 12:06
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3 participants