microprediction

6 ms·

31.
by microprediction 5y ago
A moving average is not complicated. A moving average is more accurate. So I don't believe it has been explained in this thread at all.
32.
by microprediction 5y ago
I agree and I hear these anecdotal success stories. What I'd be more than happy to do is add some time series which are considered to be in Prophet's strong suit, to see where they end up on leaderboards like https://ww
33.
by microprediction 5y ago
Do you have any city data that could be published on an hourly basis? We'd soon see how prophet does against other approaches. Just like this example: https://www.microprediction.org/stream_dashboard.html?stream...
34.
by microprediction 5y ago
Fun fact: if you publish a data point regularly at https://www.microprediction.com/get-predictions then over time, distributional predictions will come to you. It's like a nano-market for live distributional prediction
35.
by microprediction 5y ago
I'll try to add notebook examples at https://www.microprediction.com/blog/popular-timeseries-pack... and get some pytorch-forecasting Elo ratings going. As an aside, anyone who wants to see a particular approach g
36.
by microprediction 5y ago
It's easy to get started yes and your point is taken WRT deep NN. In fairness, the first sentence in the article reads "Facebook's Prophet package aims to provide a simple, automated approach to prediction of a large number o
37.
by microprediction 5y ago
To close, let me say that this post ended up being more negative than I expected and, like Nessie, my opinion may rise in the future when I understand the implications of the Prophet generative model better, and either modify it or find bet
38.
by microprediction 5y ago
Can't say I was surprised to see TSA near the top of the rankings https://microprediction.github.io/timeseries-elo-ratings/htm...
39.
by microprediction 5y ago
Take a dataset fit by prophet. Then run the residuals through timemachines. You'll see where I'm coming from.
40.
by microprediction 5y ago
https://www.microprediction.com/blog/popular-timeseries-pack...
41.
by microprediction 5y ago
I would recommend Python fans take a look at https://www.microprediction.com/blog/popular-timeseries-pack... and the Elo ratings for timeseries (e.g.) https://microprediction.github.io/timeseries-elo-ra
42.
by microprediction 5y ago
I'm the author. AMA. TMA. I'm genuinely interested in understanding the popularity of prophet, which as I point out is a non-trivial statistical endeavor. https://microprediction.github.io/timeseries-elo-ratings&#x
43.
Python Pandemic Agent Model(pypi.org)
2 points by microprediction 7y ago|0 comments