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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New Forecasts on existing data different than original forecast. #2557

Open ChuckDickens opened 4 months ago

ChuckDickens commented 4 months ago

Not sure if this is an issue or user error...

I am using daily data and create daily forecasts on the 1st and ~15th of each month.

The only difference in the data is the most recent 15 or so days of revenue, but even after the month has ended the forecast for that month changes with each new forecast.

When given a data set does Prophet basically use all days up to the day before to forecast each daily interval?

This is what I am talking about: Why are the forecasts for October constantly changing even after we have completed October and the new forecast was run using daily data from after October?

image

I was thinking it is either the new daily data is being used to update the newer forecast or the changepoints are changing, again because additional data is being used.

Thanks!