3 ms·
If this is on the M5 data set as a benchmark, Prophet wouldn't be a great model choice at all. It's fantastic for dense, long, univariate time series with stron
by confounded 5y ago
If this is on the M5 data set as a benchmark, Prophet wouldn't be a great model choice at all. It's fantastic for dense, long, univariate time series with strong seasonality. M5 is very very sparse and intermittent. The M5 competition was won with lgbm, which isn't a time-series model at all. (Edit: looks like this defaults to something like lgbm, so, unsurprising results.)