search

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
18.26k stars 4.5k forks source link

Predict multiple columns #404

Closed Kalesberg closed 6 years ago

Kalesberg commented 6 years ago

Is it possible to predict multiple columns in a CSV file? I know prophet works well with ds and y in a CSV file. In my case i have multiple ys to predict with same ds How can i achieve my goal?

bletham commented 6 years ago

There isn't any true multi-output forecasting capability in Prophet. You could fit each one independently. You could also try fitting one, and then when you fit the next include the forecast for the previous as an extra regressor (see the bottom section at https://facebook.github.io/prophet/docs/seasonality_and_holiday_effects.html). This would be reasonable if you thought that the time series were linearly related, and if you felt you were able to more forecast the 1st more accurately than the 2nd. That's a pretty restrictive scenario but if it fits then give it a try.

True multi-output modeling is on the to-do list in #49, but will probably require some pretty substantial new development.

Kalesberg commented 6 years ago

thanks @bletham

Saranya0721 commented 5 years ago

@bletham The link which is shared is not accessible. Can you please how to predict with multiple columns?

bletham commented 5 years ago

@Saranya0721 a documentation update moved the link to here: https://facebook.github.io/prophet/docs/seasonality,_holiday_effects,_and_regressors.html#additional-regressors

cwilligv commented 2 years ago

I know it's been years since this was posted but just for everyone's interest in this. Someone wrote a package around prophet called MultiProphet which I think aims at multi-output problems. Haven't tried it yet but it looks promising. link here: https://github.com/vonum/multi-prophet