villebro opened a new pull request #10324: URL: https://github.com/apache/incubator-superset/pull/10324
### SUMMARY This PR adds [Facebook Prophet](https://facebook.github.io/prophet/) as an optional dependency to enable time series forecasting in viz plugins. For each series (=column), it will add three new columns with the following suffix: - `__yhat`: forecast - `__yhat_lower`: lower confidence level - `__yhat_upper`: uper confidence level In addition, it extrapolates as many time grain steps into the future as have been specified in the `periods` parameter. For instance, 52 periods with weekly time grains will create a forecast of 52 weekly observations = 1 year into the future. The forecast along with confidence intervals will be made available for the whole time period, while the observations (without a suffix) will be null for the forecasted dates. For more details please refer to the [excellent tutorial](https://facebook.github.io/prophet/docs/quick_start.html#python-api) by the Prophet team. This treats each series as an individual time series model, hence will be computationally very expensive in the case of multiple columns. However, since the new chart data endpoint caches the end result, only the first calculation will be slow. I've tried to add as many different tests as possible (schema validation, post processing, e2e API test) to ensure functionality. The end-to-end tests require `fbprophet` to be installed, however I decided against adding it to `requirements-dev.txt`, as it will make CI much more sluggish. However, anyone interested in developing this feature further can install the dependency locally and activate the e2e tests that are otherwise skipped. ### TEST PLAN CI + new tests ### ADDITIONAL INFORMATION <!--- Check any relevant boxes with "x" --> <!--- HINT: Include "Fixes #nnn" if you are fixing an existing issue --> - [ ] Has associated issue: - [ ] Changes UI - [ ] Requires DB Migration. - [ ] Confirm DB Migration upgrade and downgrade tested. - [ ] Introduces new feature or API - [ ] Removes existing feature or API ---------------------------------------------------------------- This is an automated message from the Apache Git Service. To respond to the message, please log on to GitHub and use the URL above to go to the specific comment. For queries about this service, please contact Infrastructure at: [email protected] --------------------------------------------------------------------- To unsubscribe, e-mail: [email protected] For additional commands, e-mail: [email protected]
