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forecasting-models

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fawolfmann
fawolfmann commented Oct 26, 2020

Is your feature request related to a current problem? Please describe.
In order to create an outlier detection with Prophet, i need the full dataframe that's return Prophet

Describe proposed solution
Remove the hardcoded ["yhat"] from Prophet.predict add a variable asking to return just yhat or all the predictions: 'yhat_lower', 'yhat_upper', etc..
https://unit8co.github.io/d

The repository provides an in-depth analysis and forecast of a time series dataset as an example and summarizes the mathematical concepts required to have a deeper understanding of Holt-Winter's model. It also contains the implementation and analysis to time series anomaly detection using brutlag algorithm.

  • Updated Jun 4, 2021
  • Jupyter Notebook

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