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Method add_regressor

python/prophet/forecaster.py:631–680  ·  view source on GitHub ↗

Add an additional regressor to be used for fitting and predicting. The dataframe passed to `fit` and `predict` will have a column with the specified name to be used as a regressor. When standardize='auto', the regressor will be standardized unless it is binary. The regressio

(self, name, prior_scale=None, standardize='auto',
                      mode=None)

Source from the content-addressed store, hash-verified

629 return holiday_features, prior_scale_list, holiday_names
630
631 def add_regressor(self, name, prior_scale=None, standardize='auto',
632 mode=None):
633 """Add an additional regressor to be used for fitting and predicting.
634
635 The dataframe passed to `fit` and `predict` will have a column with the
636 specified name to be used as a regressor. When standardize='auto', the
637 regressor will be standardized unless it is binary. The regression
638 coefficient is given a prior with the specified scale parameter.
639 Decreasing the prior scale will add additional regularization. If no
640 prior scale is provided, self.holidays_prior_scale will be used.
641 Mode can be specified as either 'additive' or 'multiplicative'. If not
642 specified, self.seasonality_mode will be used. 'additive' means the
643 effect of the regressor will be added to the trend, 'multiplicative'
644 means it will multiply the trend.
645
646 Parameters
647 ----------
648 name: string name of the regressor.
649 prior_scale: optional float scale for the normal prior. If not
650 provided, self.holidays_prior_scale will be used.
651 standardize: optional, specify whether this regressor will be
652 standardized prior to fitting. Can be 'auto' (standardize if not
653 binary), True, or False.
654 mode: optional, 'additive' or 'multiplicative'. Defaults to
655 self.seasonality_mode.
656
657 Returns
658 -------
659 The prophet object.
660 """
661 if self.history is not None:
662 raise Exception(
663 "Regressors must be added prior to model fitting.")
664 self.validate_column_name(name, check_regressors=False)
665 if prior_scale is None:
666 prior_scale = float(self.holidays_prior_scale)
667 if mode is None:
668 mode = self.seasonality_mode
669 if prior_scale <= 0:
670 raise ValueError('Prior scale must be > 0')
671 if mode not in ['additive', 'multiplicative']:
672 raise ValueError("mode must be 'additive' or 'multiplicative'")
673 self.extra_regressors[name] = {
674 'prior_scale': prior_scale,
675 'standardize': standardize,
676 'mu': 0.,
677 'std': 1.,
678 'mode': mode,
679 }
680 return self
681
682 def add_seasonality(self, name, period, fourier_order, prior_scale=None,
683 mode=None, condition_name=None):

Calls 1

validate_column_nameMethod · 0.95