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forecasting

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bletham
bletham commented Feb 21, 2020

Currently cutoff dates for cross validation are computed based on the period, initial, and horizon parameters here:
https://github.com/facebook/prophet/blob/master/python/fbprophet/diagnostics.py#L19
https://github.com/facebook/prophet/blob/master/R/R/diagnostics.R#L20

These parameters have to be valid Timedeltas (Py) or difftimes (R), which means they can't be things like "1 month" who

gluon-ts
PMeira
PMeira commented Apr 21, 2018

While some methods do validate input data, some take data as-is and can result in runtime errors or unexpected behavior.

Formalizing the restrictions, both general dataset restrictions and valid meter topologies, will allow the addition of an optional validation step for each method.

(Potentially) related issues and comments:

fable
Hong-Revo
Hong-Revo commented Feb 12, 2020

Apologies in advance if I'm clogging up the issues page....

The forecast docs don't specify exactly how you obtain a point forecast. I assume that for a median, it would be via forecast(*, level=0.5). Is there anything similar for the mean? The reference to the transformations vignette doesn't really clarify matters, as it doesn't seem to provide an example of using the mean.

pjebs
pjebs commented Sep 15, 2018

It would be nice if there was a formal documentation somewhere with a "quick start" etc.

I'm not a Java programmer and other non-java programmers could quickly see how to use the library.

What I mean by documentation is not formal api documentation but rather tutorials and examples.

I would like to use the library for implementing ARIMA models for some data.

pecan

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