Prophet - Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth

  •        718

Prophet is a procedure for forecasting time series data. It is based on an additive model where non-linear trends are fit with yearly and weekly seasonality, plus holidays. It works best with daily periodicity data with at least one year of historical data. Prophet is robust to missing data, shifts in the trend, and large outliers.Prophet is open source software released by Facebook's Core Data Science team. It is available for download on CRAN and PyPI.

Prophet is used in many applications across Facebook for producing reliable forecasts for planning and goal setting. The Prophet procedure includes many possibilities for users to tweak and adjust forecasts. You can use human-interpretable parameters to improve your forecast by adding your domain knowledge.

https://facebook.github.io/prophet
https://github.com/facebook/prophet

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