DeWu Technology
May 31, 2024 · Artificial Intelligence
In-depth Analysis of Prophet Time Series Forecasting Model
The article offers a thorough examination of Facebook’s Prophet forecasting model, detailing its additive decomposition of trend, seasonality, holidays and regressors, the underlying Bayesian inference via Stan, the full training‑and‑prediction pipeline, data‑normalization tricks, uncertainty estimation, and practical source‑code insights for e‑commerce applications.
Bayesian inferenceProphet modelStan framework
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