Closed TaurusYin closed 5 years ago
Try increasing fourier order of daily seasonality.
Try increasing fourier order of daily seasonality.
Thanks, I tried to adjust the fourier order but failed since the raw data is 1min level, it still cannot cover all the points. How to set the fourier order for 1min level data?
mdl = Prophet(seasonality_mode='multiplicative',interval_width=0.80, mcmc_samples=30,uncertainty_samples=30, changepoint_prior_scale=0.01, changepoint_range=1.0,) mdl.add_seasonality( name='hourly', period=24, fourier_order=30, prior_scale=0.1)
Seems like your data in the second plot is different from the first plot.
Is your data on 1 min resolution and there is like 2 or 3 very high values in a day and all the rest are basically zero?
I tried both 1 min and 15 mins level data, the result looks similar. The data actually are all around 0 but upper than 0. Every day at midnight, it has 2 or 3 huge value at around 1:00 to 2:00.
The forecast result sometimes the yhat is under 0 and it failed to get the periodic anomaly points.
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On 1 Nov 2018, at 5:56 PM, vhpietil notifications@github.com wrote:
Seems like your data in the second plot is different from the first plot.
Is your data on 1 min resolution and there is like 2 or 3 very high values in a day and all the rest are basically zero?
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I noticed
mdl.add_seasonality(
name='hourly', period=24, fourier_order=30, prior_scale=0.1)
The period
input needs to be the length of the period in days. So, a seasonality over one day has period=1.
I agree with @vhpietil that here the issue is that the daily seasonality is not able to change quickly enough to capture those very quick increases at the start of the day. Increasing fourier order will allow it to change faster.
Since you know that it happens at a particular time, an alternative would be to add an extra regressor that is 1 during that time and 0 otherwise. This would allow it to learn that particular effect.
Here you can see there are around 10 points out of the forecast interval in every period. Any parameters need to adjust to fit that case?