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Do you have an example implementation of reimplementing the core of these?
by Donald 3y ago
Do you have an example implementation of reimplementing the core of these?
- mochomocha 3y agoIt's literally what I did at work last week, which is why I found this submission timely. I'd have to check with my employer if it can be made public. I don't see any reason why not, there's not much to it.
- em500 3y agoWhat did you use to implement the regularization of the trend breakpoints? Prophet by default uses a regular grid and thins them out with STAN. I couldn't find a quick regularization replacement in numpy/scipy/statsmodels with equivalent performance. (I don't want to drag in another huge dependency with Torch or TF).