What's Changed
Python
- Upgraded cmdstan version to 2.33.1, enabling Apple M2 support.
- Added pre-built wheels for macOS arm64 architecture (M1, M2 chips).
- Added argument
scaling
to theProphet()
instantiation. Allowsminmax
scaling ony
instead of
absmax
scaling (dividing by the maximum value).scaling='absmax'
by default, preserving the
behaviour of previous versions. Credits to @yoziru - Added argument
holidays_mode
to theProphet()
instantiation. Allows holidays regressors to have
a different mode than seasonality regressors.holidays_mode
takes the same value asseasonality_mode
if not specified, preserving the behaviour of previous versions. Credits to @CoreyBryant-everi - Added two methods to the
Prophet
object:preprocess()
andcalculate_initial_params()
. These
do not need to be called and will not change the model fitting process. Their purpose is to provide
clarity on the pre-processing steps taken (y
scaling, creating fourier series, regressor scaling,
setting changepoints, etc.) before the data is passed to the stan model. - Added argument
extra_output_columns
tocross_validation()
. The user can specify additional columns
frompredict()
to include in the final output alongsideds
andyhat
, for exampleextra_output_columns=['trend']
. Credits to @dchiang00 - prophet's custom
hdays
module was deprecated last version and is now removed.
R
- Updated holidays data based on holidays v0.34
Full Changelog: v1.1.4...1.1.5