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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
18.38k stars 4.53k forks source link

Question about specifying changepoints and holidays for subdaily data #790

Closed trilliumtechnical closed 5 years ago

trilliumtechnical commented 5 years ago

Question not issue: Thank you for a package and understandable documentation that is helping me tackle a challenging problem. I have been working directly with gams with some success.

Question: I am working with sub daily data with a pronounced daily pattern and my data requires specifying change points and/or holidays at less than a day resolution. Change points appear to fall only on the beginning of day; holidays apply to an entire day. Did I miss some documentation or is there a work around? Thank you

trilliumtechnical commented 5 years ago

Update: I was able to get the holidays and change points to occur at subdaily resolution. I had not specified the frequency correctly. Prophet seems to be predicting well for a biological system. Thank you.