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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How to handle seasonality when using relative errors

I am using a model that forecast predictions for DAUs (daily active users). The DAU dataset is seasonal, so I'm trying to figure out the right "error" function for my model. (The model I'm ...
nz_21's user avatar
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11 views

Is there a correction for samples from a (linear) Prophet model when trained on an inhomogenous Poisson point process?

Facebook's Prophet is a popular modelling choice for time series forecasting in production due to many steps being automated (and thus convenient). This can sometimes lead to over-reliance on it when ...
Galen's user avatar
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1 vote
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30 views

Enhancing Short-Term Sensitivity in Daily-Level Forecasting with Facebook Prophet

I have a daily time series dataset, and I'm using Facebook Prophet for daily-level predictions. Frequently, my actual data experiences sudden spikes due to external events. What I want to achieve is ...
Roopanjali Jasrotia's user avatar
1 vote
1 answer
293 views

Detecting and Forecasting Intermittent Time Series

I am building a model to forecast some metrics. Those metrics are quite seasonal giving me good forecasts as shown below: However, some new requirements dictate that I target those forecasts per ...
Beck's user avatar
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2 votes
1 answer
41 views

Forecasts fail for new period

I am working with prophet library in python where I do some forecasts. While I split to train and test to check, it shows very good performance, but when I forecast for the actual future period it ...
Beck's user avatar
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Time series analysis for multiple features

I wanted to get some ideas around how I can implement this project. I have a dataset having 3 columns, 2 categorical columns A and B and a column Count. This data is generated every 5 mins in a ...
Karthik K V's user avatar
21 votes
1 answer
2k views

Are Prophet's "uncertainty intervals" confidence intervals or prediction intervals?

By default Prophet will return uncertainty intervals for the forecast yhat. Unfortunately, the documentation about those "uncertainty intervals" is ...
Stephan Kolassa's user avatar
5 votes
1 answer
329 views

How to calculate performance metrics when my model returns an interval?

I'm doing time series forecasting using Prophet. My forecasting model returns not only a prediction y_hat, but also an uncertainty interval ...
CarlosGDCJ's user avatar
1 vote
1 answer
127 views

Why the prophet time series model uses MAP and not MLE?

I'm using prophet model for one of my time series analysis. I learnt that it optimizes the parameters by MAP approach. The fundamental idea of when to use MAP vs MLE is that when we have a strong ...
Patrick Priyadharshan's user avatar
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30 views

Dataset has no candidates for prophet add_regressor

I'm a student working with https://www.kaggle.com/aksha17/superstore-sales, primarily as an exercise in resampling and using prophet and it was suggested to me to create dummy variables and use the ...
ASteele's user avatar
2 votes
0 answers
100 views

Prophet and weights contradiction

I'm using Prophet to forecast sales. The training set is based on years 2013 to 2016 included and the 1st half of 2017 is used for validation. I've noticed the sales drop during the New Year day (...
maggle's user avatar
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6 votes
2 answers
895 views

Ways to increase forecast accuracy [closed]

Situation Our use case: demand forecasting for sales and operations planning monthly granularity, ~5 years worth of historical data available goal is to forecast future time windows of 1, 3 and 12 ...
movingabout's user avatar
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1 answer
557 views

Trend in exogenous variable in time series

I have a time series of a variable V1 with seasonality and a strong trend. The trend however seems to be closely related to (and caused by) the trend of another time varying variable (V2). As V2 grows ...
Roopanjali Jasrotia's user avatar
2 votes
1 answer
144 views

How to predict Long term time series?

I am working on a time series problem where I am trying to predict the temperature of a product in a refrigerator by using the information about the temperature of the air in the refrigerator with ...
Prasad Dalvi's user avatar
4 votes
2 answers
1k views

Analysis of forecast errors from Facebook Prophet

I created a forecasting model Facebook Prophet and now trying to analyse the forecast errors (yhat - forecasted). Following are 3 graphs I plotted First one is raw forecast errors, second one is ...
user172500's user avatar
-1 votes
1 answer
193 views

estimation of a yearly prediction interval for monthly data

I have a monthly time series and my objective is to provide my client with the next 12 point forecasts along with a yearly forecast. To obtain the yearly forecast, I simply summed up the 12 points ...
N-Light's user avatar
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4 votes
2 answers
416 views

Using weather forecasts as exogenous data for timeseries forecasting

I'm using Facebook Prophet as a forecasting model and I want to use weather data (temp for example) as additional regressor (exogenous data or external variable). Additional regressors are integrated ...
iMad's user avatar
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1 vote
1 answer
579 views

Information criteria to select best Prophet model

How do you optimize your hyperparameters when using prophet for forecasting? I have been using cross validation and I don't know why no information criteria (such as AIC or BIC) has been implemented ...
N-Light's user avatar
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1 answer
467 views

Prophet trend model

Can someone help me understand how Prophet automatically detects the change points in its piecewise linear trend model? Please check page 10 of Prophet paper (Forecasting at Scale: https://peerj.com/...
N-Light's user avatar
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1 vote
0 answers
313 views

Confidence interval for summation of time series

I have three time-series of denoting forecast means with confidence intervals around them. I want to add these three models and get a confidence interval for the final model. How should I approach ...
Bernardo Trindade's user avatar
1 vote
0 answers
277 views

Prophet not fitting data correctly

I'm currently looking to build a time-series model to do change point detection on a churn dataset, in order to check that the covid19 measures taken during the pandemic had an influence on churn. I'm ...
tomas-silveira's user avatar
6 votes
1 answer
5k views

Facebook prophet gives a very high MAPE, how can I improve it?

I have some daily sales from 2018-01-01 to 2021-10-21 and I'm trying to predict the sales a year into the future. I opted for facebook prophet. My raw data looks like this: According to a DF-test, ...
Parseval's user avatar
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15 votes
3 answers
1k views

Why is non-iid noise so important to traditional time-series approaches?

I've been reading the whitepaper that accompanied Facebook's release of Prophet, it's time-series modeling library. One topic the authors drew attention to was that noise was assumed to be iid; they ...
jbuddy_13's user avatar
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2 votes
0 answers
207 views

cross validation and hyperparameter tuning for multiple time series

I have time series data for 2000 products. If I use models like fbprophet or SARIMAX or xgboost then the cross validation needs to be done for 2000 time series data. for a single time series data it ...
Philip 's user avatar
1 vote
0 answers
78 views

Is a Laplace Prior the same thing or related to a Laplace Transformation?

Context: I was watching this video https://youtu.be/pOYAXv15r3A?t=796 about Facebook Prophet and the speaker mentioned they use a Laplace Prior $$\delta \sim Laplace(\lambda)$$. What I have gleaned so ...
user2529589's user avatar
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110 views

Forecasting a distribution

My current struggle is to forecast the distribution of a given value across the next 360 days. e.g. The context is hotel accomodation bookings. We have a forecast of 100 bookings to be made for time t ...
Roopanjali Jasrotia's user avatar
1 vote
0 answers
256 views

Selecting values for time series cross-validation (Facebook Prophet)

Let's say I have a problem with ~400 daily obervations and I need to forecast 7 days ahead. The goal is to report how accurate such forecasts can be. Facebook Prophet provides a convenient method <...
Don Draper's user avatar
1 vote
1 answer
420 views

Forecasting problem - Fewer data points and covid impact

I have quarterly data from 2017 to 2020 (16 data points) to forecast. I tried to use SARIMA but it is giving me weird numbers (High and negative fitted values). Also, I tried exponential smoothening ...
Arpit Soni's user avatar
2 votes
0 answers
105 views

How to transform a daily average temperatures forecast into an hourly forecast based on the hourly temperature profile observed historically?

I need to transform a daily average temperatures forecast into an hourly forecast based on the hourly temperature profile observed historically. I work in Python. I have found ways of forecasting the ...
noemiemich's user avatar
2 votes
0 answers
1k views

What is the best approach to grouped time-series forecasting?

Let's say we have data on the number of clicks per user over quite a long period of time. We can use, say Facebook Prophet, to forecast daily values given that we have enough historical data. That ...
Don Draper's user avatar
0 votes
0 answers
217 views

Unsupervised anomaly detection on multivariate time series

Me and my team face the next use case: Our data consists of 3 numerical signals, Which are collected every 10 minutes. Example: Our main goal is to build an anomaly detection algorithm. Our work till ...
Arkady Mankovsky's user avatar
3 votes
2 answers
209 views

Adjustment factor in logistic growth model of facebook-prophet

In the paper it emphasizes: "When the rate k is adjusted, the offset parameter m must also be adjusted to connect the endpoints of the segments. The correct adjustment at changepoint j is easily ...
CheeseBurger's user avatar
1 vote
0 answers
898 views

Why does prophet produce much tighter prediction intervals than ETS?

I'm currently working on a forecast problem, where narrow prediction intervals are preferred. When I look at the prediction intervals of ETS and prophet forecasts, I'm surprised that the prophet ...
stats-hb's user avatar
  • 289
1 vote
1 answer
3k views

What could cause facebook's Prophet model to do so poorly on these procedurally generated datasets, where one is a continuation of the other [closed]

Recently I've been looking into some easy out of the box modeling using Facebook's Prophet -- potentially to use in some projects at work. So far, I have been super impressed with everything that I've ...
Jac Frall's user avatar
  • 133
3 votes
2 answers
750 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 ...
otterboy32's user avatar
2 votes
1 answer
809 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 ...
Darcey BM's user avatar
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0 votes
0 answers
103 views

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 ...
Della's user avatar
  • 533
3 votes
1 answer
3k 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....
desert_ranger's user avatar
9 votes
2 answers
4k 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 ...
Kylejcaron's user avatar
3 votes
1 answer
335 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 ...
smxx's user avatar
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1 vote
1 answer
85 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-...
cs0815's user avatar
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1 vote
1 answer
7k 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 ...
random student's user avatar
1 vote
1 answer
423 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 ...
user7264299's user avatar
1 vote
0 answers
131 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 ...
user7264299's user avatar
0 votes
0 answers
157 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 ...
user276999's user avatar
1 vote
0 answers
547 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, '...
user7264299's user avatar
1 vote
1 answer
367 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). ...
user7264299's user avatar
0 votes
0 answers
687 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 ...
Mert Akyol's user avatar
3 votes
0 answers
144 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 ...
bbss's user avatar
  • 33
2 votes
0 answers
1k 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 ...
Shivi Bhatia's user avatar