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.
62 questions
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Why is Prophet faster than dynamic harmonic regression?
Section 12.2 of Forecasting: Principles and Practice (3rd edition) discusses Facebook's Prophet model. The authors write:
Prophet has the advantage of being much faster to estimate than the [dynamic ...
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Hyperparameter Tuning for Multiple Time Series
I am developing a time-series model utilizing NeuralProphet for forecasting the demand of products by day. I have grouped the products into a number of clusters by features such as average demand, ...
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Predicing next customers purchase dates (and possibly amount)
I have a dataset with simple list of customer, date of purchase, amount. I'd like to predict the next purchase date for each customer and possibly the amount.
Customer
Date of Purchase
Amount
A
05/...
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Time Series Cross Validation by skicit learn and Cross Validation by Prophet
I have confusion between time series cross validation by skicit learn and cross validation by Prophet. So I'm trying to compare lstm algorithm with prophet and method The split data used for LSTM is ...
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Problems with prophet library for time series forecasting
I have a very small dataframe with two columns: time_key, which is a date and value which is a numerical variable meassuring the ...
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Can I use Prophet on a timeseries with a nonstationary daily variation?
I have some temperature data with gaps that I need to interpolate onto a uniform time series (and extrapolate a bit too). I am trying to use FB Prophet and it seems almost perfect. And yet....
If you ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
- 153
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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 ...
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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 ...
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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 (...
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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 ...
- 243
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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 ...
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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 ...
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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 ...
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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 ...
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555
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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 ...
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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 ...
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544
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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/...
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343
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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 ...
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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 ...
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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, ...
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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 ...
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220
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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 ...
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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 ...
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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 ...
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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 <...
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How to forecast using a small dataset when there is 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 smoothing and ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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 ...
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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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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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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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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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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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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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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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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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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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160
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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 ...
