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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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Covid One Off Holidays #2589

Open ccottingham-presinet opened 3 months ago

ccottingham-presinet commented 3 months ago

I am looking for some more details on one off holidays described here https://facebook.github.io/prophet/docs/handling_shocks.html#treating-covid-19-lockdowns-as-a-one-off-holidays

When we look at data before these one off holidays (in April 2016 ) it seems to affect the data. This seems counter intuitive. That is , why is holiday data affecting data previous to their start date?

As well it seems to affect data in the future (june of 2024) a lot more than one would expect.

Should seasonality be used in conjunction with one off holidays to produce better results?

ccottingham-presinet commented 3 months ago

Whats the normal timeframe for a response?