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I'm using facebook's prophet library for forecast, the library seems to work very well but I'm not finding in the documentation how to handle multiple values for the same period, E.G:

I'm working with a daily frequency and in some cases, for the same day I have several values in the input:

{'ds': {'0': '2019-07-08T00:00:00Z',
  '1': '2019-07-10T00:00:00Z',
  '10': '2019-07-17T00:00:00Z',
  '100': '2019-10-14T00:00:00Z',
  '101': '2019-10-15T00:00:00Z'},
 'value': {'0': -546.4286315139158,
  '1': -1346.4796483895964,
  '10': -1205.169348580975,
  '100': -1071.2556594090804,
  '101': -1542.022819394989}}

Easier to read in this image:

enter image description here

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It is not a problem to have several observations on the same day. The prophet library allows it.

The reason why it is not a problem is because prophet is a regression method and it is no problem to give two observations with the same covariate to a regression method.

(The prophet paper: https://doi.org/10.7287/peerj.preprints.3190v2)

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  • $\begingroup$ which is why it assumes a single time trend without any breakpoints (i.e. changes in trend ) AND additionally totally ignores the presence of possible multiple step/level shifts which can lead to mis-classification . Note fitting powers of time (Time squared , Time cubed , et al) does not speak to time trend point changes but rather obfuscates. $\endgroup$ – IrishStat Dec 6 '19 at 16:05

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