Is Facebook's "Prophet" the Time-Series Messiah, or Just a Very Naughty Boy?
12 min Is Facebooks "Prophet" the Time-Series Messiah, or Just a Very Naughty Boy? Published on February 3, 2021 Facebooks Prophet package aims to provide a simple, automated approach to prediction of a large number of different time series. The package employs an easily interpreted, three component additive model whose Bayesian posterior is sampled using STAN. In contrast to some other approaches, the user of Prophet might hope for good performance without tweaking a ...
Source: microprediction.com