persistent error in MCMC sampling
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Description
Hi, I am trying to run MCMC sampling on a windows machine to obtain uncertainty intervals around seasonality estimates of my historical data and I keep getting this error, no matter what dataset I use to fit the model. The fitting works perfectly if I don't set MCMC samples.
Also, I am aware that on windows machines MCMC sampling, even when successful, takes a very long time, so I was wondering if there any other ways to get some indications of how reliable the estimation of the seasonality components are? I am using a work computer so I cannot use a virtual linux machine.
TypeError Traceback (most recent call last)
‹ipython-input-39-ceef802c3e45> in ‹module>
m.add _seasonality(name='avg_months', period=30.5, fourier order=5)
fit=m. fit(data)
forecast = m .predict()
C: \ProgramData\Miniconda3\envs\jup385\lib\site-packages\prophet\forecaster.pyinfit(self,df,**kwargs)
self.params[par] = np.array([self.params(par]])
elif self.mcmc samples > 0:
self.params= self.stan_backend. sampling (stan _init, dat, self.meme_ samples, **kwargs)
else:
self.params= self.stan_backend.fit(stan_init, dat, **kwargs)
C: \ProgramData\Miniconda3\envs\jup385\lib\site-packages\prophet\models.pyin sampling(self, stan_init, stan_data, samples,**kwargs)
self.stan_fit = self. model.sample(**args)
res = self.stan fit.draws ()
(samples, c, columns) = res. shape
res = res. reshape((samples* C, columns))
TypeError: 'int' object is not callable
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