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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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Is there a way to incorporate weather data into Prophet? #743

Closed oren0e closed 5 years ago

oren0e commented 5 years ago

Hi,

I want to be able to incorporate weather data, beyond seasonality. For instance, if there were 2 days of a bad storm on particular dates - this will affect my metrics. Does including these days in the changepoints vector of dates is a proper way to deal with this? Thanks in advance for any help :)

vhpietil commented 5 years ago

It is hard to say without seeing the data, but I would guess that using holidays or external regressors would give better results

oren0e commented 5 years ago

@vhpietil: I'm talking about a general solution which doesn't depend on a particular dataset. I'm not sure but isn't the holiday list is something that repeats each year? A particularly bad storm is something that doesn't repeat itself each year necessarily

IronistM commented 5 years ago

Personally, I use a calendar for this kind of events (which is in a way like using external dummy encoded regressors).

oren0e commented 5 years ago

@IronistM: yes but that's my question - how can you incorporate external dummies or other regressors with the prophet package?

vhpietil commented 5 years ago

See https://facebook.github.io/prophet/docs/seasonality,_holiday_effects,_and_regressors.html

eromoe commented 5 years ago

@vhpietil I add regressors but got error https://github.com/facebook/prophet/issues/741

oren0e commented 5 years ago

See https://facebook.github.io/prophet/docs/seasonality,_holiday_effects,_and_regressors.html

Thank you! That was what I've been looking for, I totally missed the add_regressor() part.