I am trying to use prophet in conjunction with my own decomposition scheme. You already provided Fourier transform but there are plenty of other methods. In this particular case, I want to use Singular Spectrum Analysis. This method decomposes the auto covariance of the time series and maps it along the eigencomponents of the autocovariance matrix. In this method time index is meaningless.
Is there a sample code on how to use prophet with a custom decomposition scheme like SSA (or any equivalent method other than Fourier).
I am trying to use prophet in conjunction with my own decomposition scheme. You already provided Fourier transform but there are plenty of other methods. In this particular case, I want to use Singular Spectrum Analysis. This method decomposes the auto covariance of the time series and maps it along the eigencomponents of the autocovariance matrix. In this method time index is meaningless.
Is there a sample code on how to use prophet with a custom decomposition scheme like SSA (or any equivalent method other than Fourier).
Thanks