facebook / facebook/prophet

Add date-time related regressors

Open
#1,937 1 comment 0 reactions 0 assignees View on GitHub
question
Dominant language
Python
Stars
20.4k
Forks
4.6k
Avg merge
19h 52m
Merged PRs (30d)
1

Description

This question may already been asked but I did not find it and I' eager to have an answer.

I have a series with daily timestamp, such as:

```
2020-05-04 | 15
2020-05-05 | 3
2020-05-06 | 36
2020-05-07 | 11
2020-05-08 | 6
...
```

I know that Prophet takes care of date-time related features internally. However, is it reasonable to add day of the month and month of the year as an independent features to help Prophet to capture the trend and seasonality better? Such as:

```
ds | y | month | day
-----------------------------
2020-05-04 | 15 | 5 | 4
2020-05-05 | 3 | 5 | 5
2020-05-06 | 36 | 5 | 6
2020-05-07 | 11 | 5 | 7
2020-05-08 | 6 | 5 | 8
...
```

If I can do that, will this be similar to weighting each observation? I mean what will be the intuition behind including above mentioned two external regressors?

Contributor guide

Open the contributing guide

Assessment

This issue has not been assessed yet.

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.