dask_v_default_cross_validation.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "**With Dask**"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "INFO:fbprophet:Making 17 forecasts with cutoffs between 2011-01-02 00:00:00 and 2018-12-31 00:00:00\n",
      "INFO:fbprophet:Applying in parallel with <Client: 'tcp://127.0.0.1:54456' processes=4 threads=8, memory=8.42 GB>\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Wall time: 42.2 s\n"
     ]
    }
   ],
   "source": [
    "%%time\n",
    "df_cv = cross_validation(m, \n",
    "                         horizon=\"365 days\",\n",
    "                         period=\"182.5 days\", \n",
    "                         initial=\"730 days\", \n",
    "                         parallel=\"dask\"\n",
    "                        )"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "**Default (None)**"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "name": "stderr",
     "output_type": "stream",
     "text": [
      "INFO:fbprophet:Making 17 forecasts with cutoffs between 2011-01-02 00:00:00 and 2018-12-31 00:00:00\n"
     ]
    },
    {
     "data": {
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      "text/plain": [
       "HBox(children=(FloatProgress(value=0.0, max=17.0), HTML(value='')))"
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     "metadata": {},
     "output_type": "display_data"
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "\n",
      "Wall time: 1min 19s\n"
     ]
    }
   ],
   "source": [
    "%%time\n",
    "df_cv = cross_validation(m, \n",
    "                         horizon=\"365 days\",\n",
    "                         period=\"182.5 days\", \n",
    "                         initial=\"730 days\", \n",
    "                         parallel=None\n",
    "                        )"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>horizon</th>\n",
       "      <th>mse</th>\n",
       "      <th>rmse</th>\n",
       "      <th>mae</th>\n",
       "      <th>mape</th>\n",
       "      <th>mdape</th>\n",
       "      <th>coverage</th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>0</th>\n",
       "      <td>365 days</td>\n",
       "      <td>0.014634</td>\n",
       "      <td>0.120972</td>\n",
       "      <td>0.093177</td>\n",
       "      <td>0.031736</td>\n",
       "      <td>0.026003</td>\n",
       "      <td>0.705778</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "   horizon       mse      rmse       mae      mape     mdape  coverage\n",
       "0 365 days  0.014634  0.120972  0.093177  0.031736  0.026003  0.705778"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from fbprophet.diagnostics import performance_metrics\n",
    "\n",
    "performance_metrics(df_cv, rolling_window=1)"
   ]
  }
 ],
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