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facebookresearch / Kats

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Kats, a kit to analyze time series data, a lightweight, easy-to-use, generalizable, and extendable framework to perform time series analysis, from understanding the key statistics and characteristics, detecting change points and anomalies, to forecasting future trends.

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unit8co / darts

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Prophet return every prediction value

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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

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feature request good first issue
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