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facebook / prophet

Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.
https://facebook.github.io/prophet
MIT License
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Multiple series forecast #2350

Open JustM57 opened 1 year ago

JustM57 commented 1 year ago

It's clear that we can build several models with independent trend, seasonality and coefficients for covariates. Is it possible to perform forecast for multilpe series with a single model? I mean have different trend seasonality, but shared(same) coefficients for covariates?

tcuongd commented 1 year ago

Yeah this has been brought up from time to time, but there's no active work on new modelling techniques at the moment. Some strategies are discussed here to modify the existing prophet model: https://github.com/facebook/prophet/issues/49

neuralprophet might have an approach already, although I don't think it uses shared coefficients.