Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
by facebookPython
Last 12 weeks · 0 commits
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Fixes #2709. When is set explicitly on under ~2 years of data, the yearly component is under-identified and the trend/seasonality split becomes unstable across Prophet/Stan versions (the linked issue shows the same data producing +2.9M vs -12.4M forecasts depending on environment). The instability itself is fundamental to the math, so this doesn't try to "fix" the forecasts. Instead it adds the safeguard the reporter asked for: a in when yearly seasonality is forced on with insufficient history, so users get a clear heads-up rather than unstable output. The warning fires only when seasonality is forced on with under 730 days of data. It stays silent on (which already disables yearly seasonality with its own info-level message) and when there are >= 2 years of data. Includes two tests in covering both the warning case and the no-warning-on-auto case.
Currently, the prophet Python package dependency requirement is . However, older versions of NumPy cause issues when tries to do . The NumPy version issue regarding the submodule is documented here, here, and here, among others. If is going to import from (as it does in ), it should require Numpy v1.20 or greater.
Repository: facebook/prophet. Description: Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth. Stars: 20271, Forks: 4632. Primary language: Python. Languages: Python (61.5%), R (36.7%), Stan (1.8%), Dockerfile (0%), Makefile (0%). License: MIT. Homepage: https://facebook.github.io/prophet Topics: forecasting, python, r. Latest release: v1.3.0 (5mo ago). Open PRs: 12, open issues: 452. Last activity: 1mo ago. Community health: 75%. Top contributors: bletham, tcuongd, seanjtaylor, ryankarlos, dependabot[bot], WardBrian, baogorek, jorenham, seriousran, joseangel-sc and others.