search

luke14free / pm-prophet

GAM timeseries modeling with auto-changepoint detection. Inspired by Facebook Prophet and implemented in PyMC3
325 stars 42 forks source link

do you have example to use your code like prophet with multiple regressores ? #28

Closed Sandy4321 closed 3 years ago

Sandy4321 commented 3 years ago

do you have example to use your code like prophet with multiple regressores ?

https://github.com/facebook/prophet/issues/1410

or

y(t) = trend(t) + seasonality(t) + beta1 regressor1(t) + beta2 regressor2(t) + ...

luke14free commented 3 years ago

Please read the answer from the issue you posted. It's basically the same with pm-prophet.

Just model your regressors with pandas and then add the various regressors with: model.add_regressor('regressorX')