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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38 views

Can you combine Facebook Prophet (fbprophet) with ARMA?

I am new to dealing with time-series data, so my apologies if this is not a valid question. I am wondering if there is a way to combine ARMA with fbprophet. From what I understand, fbprophet can take ...
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26 views

What are the underlying statistical differences between the vector autoregression model and Prophet?

I am trying to understand the underlying fundamental/statistical differences between vector autoregression models and Facebook's Prophet, with regards to multivariate time series forecasting. I am ...
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How to predict unknown time series in using Facebook Prophet?

The problem is predicting hits on different stories published on a website. I am aware that for this kind of time series forecasting, facebook prophet is a popular library. However, it seems in ...
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12 views

Modeling different days using Prophet

My time series dataset has varying data depending upon the day of the week. During Fridays, Saturdays and Sundays, the values are abnormally low. However, from Monday to Thursday, they maintain their ...
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1answer
69 views

Why do time series, with positive values decomposed into seasonal plots, have negative values

I have been running different forecasting algorithms such as Facebook Prophet and Forecast (from R) and I note that despite all my time series values being positive, my seasonality values are negative....
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25 views

How to tweak parameters in Facebook's Prophet model and how to run cross validation using Python

I am trying to model time series using Prophet. I have two columns in my data-frame: monthlydate and ...
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0answers
16 views

Removing Variance of Time Series?

I want to perform hypothesis testing on two "target" time series, a treatment and a control. I want to fit a GAM (Facebook's Prophet) and make a lower-variance estimate ("now-cast")...
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2answers
252 views

Inference in Time Series: Prophet vs. ARIMA

I read through Prophet's white paper and they mention that their algorithm, "gives up some important inferential advantages of a generative model such as an ARIMA." (page 7) So now I'm ...
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1answer
37 views

Is summing daily forecasts a sound method for generating weekly/monthly forecasts?

I'm new to time series analysis, and I am wondering if this is a sound method for generating weekly and monthly predictions. In my case, I need to generate daily, weekly, and monthly predictions. If ...
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1answer
37 views

logistic growth and covid cases/deaths

A few blogs suggest that at least the growth of covid cases (and deaths?) follows a logistic groth curve. See: https://medium.com/katanaml/covid-19-growth-modeling-and-forecasting-with-prophet-...
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1answer
270 views

Why yhat fbprophet returns with negative prediction

I'm trying to forecast with fbprophet, the input are all positive but the predictions returns negative i'm kind of confused, i read this quick start and if the inputs are all positive then the ...
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24 views

Prophet weekly effect

I use Prophet for time series forecasting. My data have strong weekly effect. Prophet works well except at the peak points.See the screenshot. What hyper-parameters should I adjust to improve? Many ...
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1answer
56 views

prophet cross validation

I'm confused by the 'cross_validation' of prophet. In the following cross validation process, were parameters learned and saved to the model? is this cross validation used to train model or just to ...
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11 views

Regime switching in FBProphet

Is it possible to implement regime switching models in fbprophet? I particular, if you had to forecast a sudden increase in a time series due to an external event, ...
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27 views

how to calculate the confidence interval when sum the predictions

I want to predict the total sales of 10 stores. 8 of the 10 stores have 10 years sales data available, while the other 2 stores only have 2 and 4 years sales data. Firstly, I use prophet to build one ...
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28 views

R - How to create a forecast object from a pre-defined forecast, in order to apply accuracy() for MASE result

I am working with a forecast which has been created by Prophet. I would like to apply accuracy() to return the MASE after identifying this as the best accuracy measure for multiple forecasts, and will ...
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49 views

why prophet doesn't capture some holiday effect well [closed]

I used prophet for time series forecasting. the holiday effect for Christmas and thanksgiving were captured well. The data show strong positive effect for the Easter Sunday('lower_window': -2, '...
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1answer
40 views

prophet holiday effect

I use prophet to do time series forecasting. During Christmas season, the data rise from 12/22, reach peak on 12/23 and 12/24 (positive effect), then drop a lot on 12/25 and 12/26 (negative effect). ...
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1answer
107 views

I am trying to build a monthly revenue prediction model using Prophet in Python but how can I optimize the hyperparameters of the model?

The hyperparameters which I am trying to optimize are: 'n_changepoints', 'changepoint_range', 'holidays_prior_scale', 'seasonality_prior_scale' and 'changepoint_prior_scale'. 'changepoint_range' has a ...
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0answers
25 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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0answers
267 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
37 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
90 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
218 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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3answers
433 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
491 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
3k 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
2k 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 ...