Built-in Country Holidays

最新推荐文章于 2024-08-15 23:39:34 发布

lizz2276

最新推荐文章于 2024-08-15 23:39:34 发布

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Seasonality, Holiday Effects, And Regressors | Prophet

You can use a built-in collection of country-specific holidays using the add_country_holidays method (Python) or function (R). The name of the country is specified, and then major holidays for that country will be included in addition to any holidays that are specified via the holidays argument described above:

# R
m <- prophet(holidays = holidays)
m <- add_country_holidays(m, country_name = 'US')
m <- fit.prophet(m, df)

# Python
m = Prophet(holidays=holidays)
m.add_country_holidays(country_name='US')
m.fit(df)

You can see which holidays were included by looking at the train_holiday_names (Python) or train.holiday.names (R) attribute of the model:

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2

# R
m$train.holiday.names

 [1] "playoff"                     "superbowl"
 [3] "New Year's Day"              "Martin Luther King Jr. Day"
 [5] "Washington's Birthday"       "Memorial Day"
 [7] "Independence Day"            "Labor Day"
 [9] "Columbus Day"                "Veterans Day"
[11] "Veterans Day (Observed)"     "Thanksgiving"
[13] "Christmas Day"               "Independence Day (Observed)"
[15] "Christmas Day (Observed)"    "New Year's Day (Observed)"

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# Python
m.train_holiday_names

0                         playoff
1                       superbowl
2                  New Year's Day
3      Martin Luther King Jr. Day
4           Washington's Birthday
5                    Memorial Day
6                Independence Day
7                       Labor Day
8                    Columbus Day
9                    Veterans Day
10                   Thanksgiving
11                  Christmas Day
12       Christmas Day (Observed)
13        Veterans Day (Observed)
14    Independence Day (Observed)
15      New Year's Day (Observed)
dtype: object

The holidays for each country are provided by the holidays package in Python. A list of available countries, and the country name to use, is available on their page: https://github.com/dr-prodigy/python-holidays. In addition to those countries, Prophet includes holidays for these countries: Brazil (BR), Indonesia (ID), India (IN), Malaysia (MY), Vietnam (VN), Thailand (TH), Philippines (PH), Pakistan (PK), Bangladesh (BD), Egypt (EG), China (CN), and Russian (RU), Korea (KR), Belarus (BY), and United Arab Emirates (AE).