felipeangelimvieira / prophetverse

A multiverse of Prophet models for timeseries
https://prophetverse.com
Apache License 2.0
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[ENH] Add trend offset prior scale as hyperparameter #38

Closed felipeangelimvieira closed 6 months ago

felipeangelimvieira commented 6 months ago

The piecewise trend models are sensitive to offset prior scale. Testing the model with some data showed that increasing offset prior scale can have significative positive effects on accuracy. Currently, we cannot tune that offset prior scale unless we pass manually a trendmodel instead of the string. It would be interesting to be able to pass that parameter through init, and maybe adding **kwargs to TrendModels to handle unknown args.