Questions tagged [prophet]

An automatic forecasting system developed by Facebook. Use this tag for any on-topic question that (a) involves Prophet either as a critical part of the question or expected answer and (b) is not just about how to use Prophet.

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Facebook Prophet - make_future_dataframe does not create monthly periods despite freq='M' [closed]

I am using Facebook Prophet to predict time series. My data is monthly data and training set has observations till 31-Dec-2018. However when I create a future data frame using the following code, ...
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20 views

How do additional regressors and seasonality get incorporated into fbprophet? [closed]

I've been playing around with fbprophet here and I've noticed they specify their base additive model is $$y(t) = g(t) + s(t) + h(t) + \epsilon_t$$ My question is two-fold: 1) How does modifying ...
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54 views

Dealing with non continuous data in time series

My current project involves building forecasting model for asset - desktop, laptop and monitors. The data is for the last 3 years. There is good amount of seasonality in the data. There are few data ...
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1answer
32 views

Data aggregation with facebook prophet

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 ...
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1answer
71 views

Standardise components of an additive model output

I've got a sales forecasting model using the fbprophet library. The model is additive: calculates a base trend and then adds ...
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1answer
172 views

Estimate the time series like an event was never happened

I have data from a website where a specific advertising campaign happened a couple of years ago. What I want to do is to estimate how the signups on that website would have been without that big ...
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2answers
202 views

Forecasting daily data with zeros in Python

I'm currently testing some forecasts on daily sales quantities. However, out of ~2000 observations I have 16 zeros. How should I approach this? It's mainly Sundays and holidays that holds zero as ...
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1answer
246 views

Forecasting recurring orders for an online subscription business using Facebook Prophet and R

I am analyzing data from a subscription model, in which a customer must pay a recurring price at a regular interval (30 days) for access to the product. EDIT -> Direct link to daily data: https://...
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4answers
2k views

Is Prophet from Facebook any different from a linear regression?

So what I've read about Facebook's prophet is that it basically breaks down the time series into trend and seasonality. For example, an additive model would be written as: $$ y(t) = g(t) + s(t) + h(t)...
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1answer
968 views

How does facebook prophet handle missing data?

The Prophet paper (forecasting at scale by SJ Taylor - 2017) says the following on missing data: Unlike ARIMA models, the measurements do not need to be regularly spaced, and we do not need to ...