新手只需4步入门 Prophet，轻松做 PV 预测

体验 Facebook 开源的时序预测模型 Prophet，做用户访问 PV 的预测，非常容易上手。

1. 安装 prophet

$ pip3 install pystan==2.19.1.1
$
$ pip3 install prophet

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2. 准备样本

将 Peyton Manning 的维基百科页面open in new window 的每日页面浏览量作为样本，因为它说明了 Prophet 的一些特征，比如季节性、不断变化的增长率，以及对特殊日子进行建模的能力 (比如曼宁的季后赛和超级碗出场)。

样本下载地址open in new window https://github.com/facebook/prophet/blob/master/examples/example_wp_log_peyton_manning.csv

Prophet 预测考虑了季节、节假日、星期等因素，该样本比较吻合，比如美国的超级碗会影响该页面的访问突增。类似咱们国家的双十一、618 等都是特殊日子。

使用 Jupyter Lab 体验训练的过程，将样本装载到 Dataframe 中。

import pandas as pd
from prophet import Prophet

## 装载样本到 dataframe 中
df = pd.read_csv('example_wp_log_peyton_manning.csv')
df.head()

## 绘图看下效果
df.plot(x='ds', y='y', title='pageviews', ylabel='y', figsize=(20,10) )

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-w1514

3. 训练模型

## 实例化一个 Prophet() 对象来训练模型
m = Prophet()m.fit(df)

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在实例化 Prophet()对象的时候，有很多参数可以选择 yearly_seasonality=True, daily_seasonality=True，还可以指定法定节假日open in new window 等。此外，除了常规的线性模型，也支持逻辑模型open in new window ，比如市场规模存在饱和，通过参数 growth='logistic' 控制

4. 预测数据

# 创建一个 dataframe，包含预测的日期行，用于存储预测数据
future = m.make_future_dataframe(periods=365)
future.tail()

# 预测
forecast = m.predict(future)
forecast[['ds', 'yhat', 'yhat_lower', 'yhat_upper']].tail()

# 绘图
fig1 = m.plot(forecast)

# 绘图 ，周期性趋势变化
fig2 = m.plot_components(forecast)

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-w1518 -w1519

5. FAQ

5.1 CentOS 7 无法安装最新版 1.0.1

以下方法在 CentOS 7.2、CentOS 7.6 下验证有效。

主要是因为 prophet==1.0.1 依赖 pystan==2.19.1.1 ，在 CentOS 7 中可能是因为 gcc 版本不匹配，导致无法安装成功。

解决办法，安装 pystan==2.18.0.0、 prophet==1.0， prophet==1.0 只要求 pystan>=2.14

pip3 install pystan==2.18.0.0  -i https://mirrors.tencent.com/pypi/simple
pip3 install prophet==1.0

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以下是报错内容

Installing collected packages: prophet
  Running setup.py install for prophet ... error
    Complete output from command /usr/bin/python3 -u -c "import setuptools, tokenize;__file__='/tmp/pip-build-ummn4y60/prophet/setup.py';f=getattr(tokenize,'open', open)(__file__);code=f.read().replace('\r\n','\n');f.close();exec(compile(code, __file__,'exec'))" install --record /tmp/pip-t3dbp9js-record/install-record.txt --single-version-externally-managed --compile:
    running install
    running build
    running build_py
    creating build
    creating build/lib
    creating build/lib/prophet
    creating build/lib/prophet/stan_model
    Importing plotly failed. Interactive plots will not work.
    DIAGNOSTIC(S) FROM PARSER:
    Warning: left-hand side variable (name=cp_idx) occurs on right-hand side of assignment, causing inefficient deep copy to avoid aliasing.
    Warning: left-hand side variable (name=m_pr) occurs on right-hand side of assignment, causing inefficient deep copy to avoid aliasing.

    INFO:pystan:COMPILING THE C++ CODE FOR MODEL anon_model_dfdaf2b8ece8a02eb11f050ec701c0ec NOW.
    /usr/local/lib64/python3.6/site-packages/Cython/Compiler/Main.py:369: FutureWarning: Cython directive 'language_level' not set, using 2 for now (Py2). This will change in a later release! File: /tmp/tmp8hr7e3l3/stanfit4anon_model_dfdaf2b8ece8a02eb11f050ec701c0ec_5458513074395718142.pyx
      tree = Parsing.p_module(s, pxd, full_module_name)
    error: command 'gcc' failed with exit status 4

    ----------------------------------------
Command "/usr/bin/python3 -u -c"import setuptools, tokenize;__file__='/tmp/pip-build-ummn4y60/prophet/setup.py';f=getattr(tokenize, 'open', open)(__file__);code=f.read().replace('\r\n', '\n');f.close();exec(compile(code, __file__, 'exec'))"install --record /tmp/pip-t3dbp9js-record/install-record.txt --single-version-externally-managed --compile" failed with error code 1 in /tmp/pip-build-ummn4y60/prophet/

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5.2 ValueError: The truth value of an array with more than one element is ambiguous. Use a.any()or a.all()

m.fit() 报错，可将 pandas 版本调整为 pandas=1.1.5

5.3 prophet: NameError: name 'go' is not defined

from prophet.plot import plot_plotly, plot_components_plotly
plot_plotly(m, forecast)

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执行代码有如下报错，原来是未安装 ipywidgets，使用 pip3 安装即可。

---------------------------------------------------------------------------
NameError                                 Traceback (most recent call last)
<ipython-input-43-b429b8acb1e5> in <module>
      2 from prophet.plot import plot_plotly, plot_components_plotly
      3 
----> 4 plot_plotly(m, forecast)

/usr/local/lib/python3.9/site-packages/prophet/plot.py in plot_plotly(m, fcst, uncertainty, plot_cap, trend, changepoints, changepoints_threshold, xlabel, ylabel, figsize)
    588     data = []
    589     # Add actual
--> 590     data.append(go.Scatter(
    591         name='Actual',
    592         x=m.history['ds'],

NameError: name 'go' is not defined

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在 jupyter notebook 中重新执行代码，可以使用交互式插件控制预测效果。

jupyter lab 一直没成功，但 jupyter notebook 没问题。

5.4 在 jupyter-scipy 镜像中安装 prophet

在 kubeflow 内置的 notebookopen in new window 中直接安装 prophet，会有如下提示

Building wheels for collected packages: prophet
  Building wheel for prophet (setup.py) ... |^@^@^@^@^@^error
  ERROR: Command errored out with exit status 1:
   command: /opt/conda/bin/python3.8 -u -c 'import io, os, sys, setuptools, tokenize; sys.argv[0] = '"'"'/tmp/pip-install-iafmvjcd/prophet_5c45e8d96bf04ec493a240825e496607/setup.py'"'"'; __file__='"'"'/tmp/pip-install-iafmvjcd/prophet_5c45e8d96bf04ec493a240825e496607/setup.py'"'"';f = getattr(tokenize, '"'"'open'"'"', open)(__file__) if os.path.exists(__file__) else io.StringIO('"'"'from setuptools import setup; setup()'"'"');code = f.read().replace('"'"'\r\n'"'"', '"'"'\n'"'"');f.close();exec(compile(code, __file__, '"'"'exec'"'"'))' bdist_wheel -d /tmp/pip-wheel-rvhk55ih
       cwd: /tmp/pip-install-iafmvjcd/prophet_5c45e8d96bf04ec493a240825e496607/
  Complete output (10 lines):
  running bdist_wheel
  running build
  running build_py
  creating build
  creating build/lib
  creating build/lib/prophet
  creating build/lib/prophet/stan_model
  Importing plotly failed. Interactive plots will not work.
  INFO:pystan:COMPILING THE C++ CODE FOR MODEL anon_model_dfdaf2b8ece8a02eb11f050ec701c0ec NOW.
  error: command 'gcc' failed with exit status 1
  ----------------------------------------
  ERROR: Failed building wheel for prophet
  Running setup.py clean for prophet
Failed to build prophet
Installing collected packages: prophet
    Running setup.py install for prophet ... error
    ERROR: Command errored out with exit status 1:
     command: /opt/conda/bin/python3.8 -u -c 'import io, os, sys, setuptools, tokenize; sys.argv[0] = '"'"'/tmp/pip-install-iafmvjcd/prophet_5c45e8d96bf04ec493a240825e496607/setup.py'"'"'; __file__='"'"'/tmp/pip-install-iafmvjcd/prophet_5c45e8d96bf04ec493a240825e496607/setup.py'"'"';f = getattr(tokenize, '"'"'open'"'"', open)(__file__) if os.path.exists(__file__) else io.StringIO('"'"'from setuptools import setup; setup()'"'"');code = f.read().replace('"'"'\r\n'"'"', '"'"'\n'"'"');f.close();exec(compile(code, __file__, '"'"'exec'"'"'))' install --record /tmp/pip-record-6a41s8ow/install-record.txt --single-version-externally-managed --compile --install-headers /opt/conda/include/python3.8/prophet
         cwd: /tmp/pip-install-iafmvjcd/prophet_5c45e8d96bf04ec493a240825e496607/
    Complete output (10 lines):
    running install
    running build
    running build_py
    creating build
    creating build/lib
    creating build/lib/prophet
    creating build/lib/prophet/stan_model
    Importing plotly failed. Interactive plots will not work.
    INFO:pystan:COMPILING THE C++ CODE FOR MODEL anon_model_dfdaf2b8ece8a02eb11f050ec701c0ec NOW.
    error: command 'gcc' failed with exit status 1
    ----------------------------------------
ERROR: Command errored out with exit status 1: /opt/conda/bin/python3.8 -u -c 'import io, os, sys, setuptools, tokenize; sys.argv[0] = '"'"'/tmp/pip-install-iafmvjcd/prophet_5c45e8d96bf04ec493a240825e496607/setup.py'"'"'; __file__='"'"'/tmp/pip-install-iafmvjcd/prophet_5c45e8d96bf04ec493a240825e496607/setup.py'"'"';f = getattr(tokenize, '"'"'open'"'"', open)(__file__) if os.path.exists(__file__) else io.StringIO('"'"'from setuptools import setup; setup()'"'"');code = f.read().replace('"'"'\r\n'"'"', '"'"'\n'"'"');f.close();exec(compile(code, __file__, '"'"'exec'"'"'))' install --record /tmp/pip-record-6a41s8ow/install-record.txt --single-version-externally-managed --compile --install-headers /opt/conda/include/python3.8/prophet Check the logs for full command output.

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查看 jupyter-scipy:v1.4 类似镜像 scipy-notebookopen in new window 的基础镜像dockerfileopen in new window 中可以发现包含 conda。

所以既然 pip 安装不上，尝试下 cnoda

在 notebook 中执行以下命令，安装 prophet

!conda install -c conda-forge prophet -y

prophet-1.0.1 安装成功。

import prophet 验证是否安装成功。

Reference

[1] Prophet. Prophet Quick Startopen in new window
[2] prophet. ValueError: The truth value of an array with more than one element is ambiguous. Use a.any() or a.all()open in new window
[3] ipywidgets. Installation ipywidgetsopen in new window
[4] prophet. Getting NameError: name 'go' is not definedopen in new window

# 新手只需4步入门 Prophet，轻松做 PV 预测

# 1. 安装 prophet

# 2. 准备样本

# 3. 训练模型

# 4. 预测数据

# 5. FAQ

# 5.1 CentOS 7 无法安装最新版 1.0.1

# 5.2 ValueError: The truth value of an array with more than one element is ambiguous. Use a.any()or a.all()

# 5.3 prophet: NameError: name 'go' is not defined

# 5.4 在 jupyter-scipy 镜像中安装 prophet

# Reference