Method construct_holiday_dataframe

python/prophet/forecaster.py:513–558

Construct a dataframe of holiday dates. Will combine self.holidays with the built-in country holidays corresponding to input dates, if self.country_holidays is set. Parameters ---------- dates: pd.Series containing timestamps used for computing seasonality.

(self, dates)

        return pd.DataFrame(features, columns=columns)

    def construct_holiday_dataframe(self, dates):
        """Construct a dataframe of holiday dates.

        Will combine self.holidays with the built-in country holidays
        corresponding to input dates, if self.country_holidays is set.

        Parameters
        ----------
        dates: pd.Series containing timestamps used for computing seasonality.

        Returns
        -------
        dataframe of holiday dates, in holiday dataframe format used in
        initialization.
        """
        all_holidays = pd.DataFrame()
        if self.holidays is not None:
            all_holidays = self.holidays.copy()
        if self.country_holidays is not None:
            year_list = list({x.year for x in dates})
            country_holidays_df = make_holidays_df(
                year_list=year_list, country=self.country_holidays
            )
            all_holidays = pd.concat((all_holidays, country_holidays_df),
                                     sort=False)
            all_holidays.reset_index(drop=True, inplace=True)
        # Drop future holidays not previously seen in training data
        if self.train_holiday_names is not None:
            # Remove holiday names didn't show up in fit
            index_to_drop = all_holidays.index[
                np.logical_not(
                    all_holidays.holiday.isin(self.train_holiday_names)
                )
            ]
            all_holidays = all_holidays.drop(index_to_drop)
            # Add holiday names in fit but not in predict with ds as NA
            holidays_to_add = pd.DataFrame({
                'holiday': self.train_holiday_names[
                    np.logical_not(self.train_holiday_names
                                       .isin(all_holidays.holiday))
                ]
            })
            all_holidays = pd.concat((all_holidays, holidays_to_add),
                                     sort=False)
            all_holidays.reset_index(drop=True, inplace=True)
        return all_holidays

    def make_holiday_features(self, dates, holidays):
        """Construct a dataframe of holiday features.