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Cannot compute predictions on yearly dataset spanning 200 years

Open freddyaboulton opened this issue 3 years ago • 0 comments

Repro

import prophet
import pandas as pd
import pytest

df = pd.read_csv("/Users/freddy.boulton/Downloads/frequency_A.csv")
df = df.rename(columns={"Date": 'ds', 'Target': 'y'})
df['ds'] = pd.to_datetime(df['ds']).dt.tz_localize(None)
regressor = prophet.Prophet()

df_train, df_test = df.iloc[:240], df.iloc[240:]
df_test.pop('y')

regressor.fit(df_train)

with pytest.raises(OverflowError, match="Overflow in int64 addition"):
    regressor.predict(df_test)

The error is coming from df['t'] = (df['ds'] - self.start) / self.t_scale which does not support long time-spans based on this thread

freddyaboulton avatar Apr 18 '22 17:04 freddyaboulton