I'd like to use Prophet to perform anomaly detection based on a dataset that has multiple columns. Is there a way to do this with Prophet in a way that the columns can interact with each other?
I read a lot but it seems that Prophet can do forecasting on multivariate dataset and anomaly detection on univariate dataset, but I wasn't able to find something about multivariate anomaly detection.
Is it possible? If yes, can you provide some documentation, examples, links? If not, is there a plan to implement it?
steplp
commented
2 years ago
I'd like to use Prophet to perform anomaly detection based on a dataset that has multiple columns. Is there a way to do this with Prophet in a way that the columns can interact with each other?
I read a lot but it seems that Prophet can do forecasting on multivariate dataset and anomaly detection on univariate dataset, but I wasn't able to find something about multivariate anomaly detection.
Is it possible? If yes, can you provide some documentation, examples, links? If not, is there a plan to implement it?
Thank you in advance