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I don't know what you've been using Prophet for but I found it to be very brittle.
by NeutralForest 4y ago
I don't know what you've been using Prophet for but I found it to be very brittle.
- em500 4y agoYup, as per my other comment (https://news.ycombinator.com/context?id=33448802 https://news.ycombinator.com/context?id=33448802), fbprophet is largely tuned for a few years of somewhat regular business data sampled daily (e.g. sales per day). Outside its comfort zone (e.g. if you have monthly, or hourly/minutely data, or step changes / level shifts) it can fall apart pretty quickly. But its comfort zone happens to be very popular in business settings. To be fair, it's pretty hard to create generic models that are can robustly handle any random time series.
- NeutralForest 4y agoFair enough, when I was working with monthly sales, it was pretty bad.