luke14free / pm-prophet

GAM timeseries modeling with auto-changepoint detection. Inspired by Facebook Prophet and implemented in PyMC3
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t8ch fixes #26

Closed t8ch closed 4 years ago

twiecki commented 4 years ago

Thanks @t8ch, was this throwing an error before?

t8ch commented 4 years ago

Hi. Yes, I got

WARNING:root:Note that the automatic changepoint feature is experimental
---------------------------------------------------------------------------
AttributeError                            Traceback (most recent call last)
~/projects-gitreps/pm-prophet/tests.py in 
----> 1 test_manning_reduced_six_months()

~/projects-gitreps/pm-prophet/tests.py in test_manning_reduced_six_months()
      10     m.add_seasonality(seasonality=7, fourier_order=3)
      11     m.add_seasonality(seasonality=30, fourier_order=3)
----> 12     m.fit(method=Sampler.SMC, draws=10000)
      13     m.predict(60, alpha=0.2, include_history=True, plot=True)
      14     m.plot_components(intercept=False)

~/miniconda3/envs/bayes/lib/python3.8/enum.py in __getattr__(cls, name)
    339             return cls._member_map_[name]
    340         except KeyError:
--> 341             raise AttributeError(name) from None
    342 
    343     def __getitem__(cls, name):

AttributeError: SMC

I think the SMC Sampler is simply not implemented yet.

twiecki commented 4 years ago

@luke14free Are you still active on this project? Looking for help maintaining?

luke14free commented 4 years ago

I opened my own company and wish I had more free time to follow everything @twiecki 🙃 but @t8ch is trying to help me maintain the project. I'll look into active issues soon nevertheless

t8ch commented 4 years ago

@twiecki do you think it makes already/still sense to migrate the code to pymc4 and implement changes and new features there?

twiecki commented 4 years ago

No, not yet I think.

@luke14free How do you feel of moving this to its own org or the pymc3 org and giving access to some other people (like me) who can help maintaining?

luke14free commented 4 years ago

it makes 100% sense but I am not confident this library has the quality required to be in the pymc3 org. I am nevertheless happy to have you/tim take over/contribute.