This PR was created to add Meta's (formerly Facebook's) Prophet model. It is a probabilistic modelling for time series forecasting.
Development notes
The Prophet module provides functions for serializing and deserializing models to/from JSON. Beyond that the behaviour is intended to be the same as the JSONDataset. I have subclassed from JSONDataset and overrode the _load and _save methods to use Prophet's serialization during these methods.
I have tried to emulate the tests for JSONDataset, but with a code duplicate for a trained Prophet model instead of a test file.
Checklist
[x] Opened this PR as a 'Draft Pull Request' if it is work-in-progress
[ ] Updated the documentation to reflect the code changes
[ ] Added a description of this change in the relevant RELEASE.md file
Description
This PR was created to add Meta's (formerly Facebook's) Prophet model. It is a probabilistic modelling for time series forecasting.
Development notes
The Prophet module provides functions for serializing and deserializing models to/from JSON. Beyond that the behaviour is intended to be the same as the
JSONDataset. I have subclassed fromJSONDatasetand overrode the_loadand_savemethods to use Prophet's serialization during these methods.I have tried to emulate the tests for
JSONDataset, but with a code duplicate for a trained Prophet model instead of a test file.Checklist
RELEASE.mdfile