Migration guide

This guide will help you migrate from the previous version of augurs to the latest version.

From 0.7 to 0.8

Transformations

In version 0.8 the augurs::forecaster::Transform enum was removed and replaced with the augurs::forecaster::Transformer trait, which closely mirrors the scikit-learn Transformer API. The various Transform enum variants were replaced with the following Transformer implementations, such as augurs::forecaster::transforms::MinMaxScaler. The new Pipeline struct is a Transformer implementation that can be used to chain multiple transformations together.

Whereas some transformations previously needed to be passed the data in the constructor, this is now handled by the fit method of the Transformer trait, allowing the transformations to be more lazy.

It also makes it possible to implement custom transformations by implementing the Transformer trait.

Before:

extern crate augurs;
use augurs::{
    forecaster::{transforms::MinMaxScaleParams, Forecaster, Transform},
    mstl::{MSTLModel, NaiveTrend},
};

let transforms = vec![
    Transform::linear_interpolator(),
    Transform::min_max_scaler(MinMaxScaleParams::new(0.0, 1.0)),
    Transform::log(),
];
// use the transforms in a forecaster:
let model = MSTLModel::new(vec![2], NaiveTrend::new());
let mut forecaster = Forecaster::new(model).with_transforms(transforms);

After:

#![allow(unused)]
fn main() {
extern crate augurs;
use augurs::{
    forecaster::{
        transforms::{LinearInterpolator, Log, MinMaxScaler},
        Forecaster, Transformer,
    },
    mstl::{MSTLModel, NaiveTrend},
};

let transformers = vec![
    LinearInterpolator::new().boxed(),
    MinMaxScaler::new().with_scaled_range(0.0, 1.0).boxed(),
    Log::new().boxed(),
];
// use the transformers in a forecaster:
let model = MSTLModel::new(vec![2], NaiveTrend::new());
let mut forecaster = Forecaster::new(model).with_transformers(transformers);
}

From 0.6 to 0.7

Prophet

Version 0.7 made changes to the way that holidays are treated in the Prophet model (PR #181).

In versions prior to 0.7, holidays were implicitly assumed to last 1 day each, starting and ending at midnight UTC. This stemmed from how the Python API works: holidays are passed as a column of dates in a pandas DataFrame.

In version 0.7, each holiday is instead specified using a list of HolidayOccurrences, which each have a start and end time represented as Unix timestamps. This allows you to specify holidays more flexibly:

• holidays lasting 1 day from midnight to midnight UTC can be specified using HolidayOccurrence::for_day. This is the equivalent of the previous behavior.
• holidays lasting 1 day in a non-UTC timezone can be specified using HolidayOccurrence::for_day_in_tz. The second argument is the offset in seconds from UTC, which can be calculated manually or using the chrono::FixedOffset::local_minus_utc method.
• holidays lasting for custom periods, such as sub-daily or multi-day periods, can be specified using HolidayOccurrence::new with a start and end time in seconds since the Unix epoch.

In short, you can replace the following code:

extern crate augurs;
extern crate chrono;
use augurs::prophet::Holiday;
use chrono::{prelude::*, Utc};

let holiday_date = Utc.with_ymd_and_hms(2022, 6, 12, 0, 0, 0).unwrap().timestamp();
let holiday = Holiday::new(vec![holiday_date]);

with the following code:

extern crate augurs;
extern crate chrono;
use augurs::prophet::{Holiday, HolidayOccurrence};
use chrono::{prelude::*, Utc};

let holiday_date = Utc.with_ymd_and_hms(2022, 6, 12, 0, 0, 0).unwrap().timestamp();
let occurrence = HolidayOccurrence::for_day(holiday_date);
let holiday = Holiday::new(vec![occurrence]);

Or use HolidayOccurrence::for_day_in_tz to specify a holiday in a non-UTC timezone:

extern crate augurs;
extern crate chrono;
use augurs::prophet::{Holiday, HolidayOccurrence};
use chrono::{prelude::*, Utc};

let holiday_date = Utc.with_ymd_and_hms(2022, 6, 12, 0, 0, 0).unwrap().timestamp();
// This holiday lasts for 1 day in UTC+1.
let occurrence = HolidayOccurrence::for_day_in_tz(holiday_date, 3600);
let holiday = Holiday::new(vec![occurrence]);

Or use HolidayOccurrence::new to specify a holiday with a custom start and end time:

extern crate augurs;
extern crate chrono;
use augurs::prophet::{Holiday, HolidayOccurrence};
use chrono::{prelude::*, Utc};

let holiday_date = Utc.with_ymd_and_hms(2022, 6, 12, 0, 0, 0).unwrap().timestamp();
// This holiday lasts for 1 hour.
let occurrence = HolidayOccurrence::new(holiday_date, holiday_date + 3600);
let holiday = Holiday::new(vec![occurrence]);