facebook / facebook/prophet

[Question] How to interpret Prophet regression coefficients?

Open
#1,972 6 comments 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

Assume I'm building 2 regression models on the same data (Sales ~ Price):
1. Default Linear Regression model (without standardization) with Price beta B1
2. Default Prophet model with additional regressor Price with beta B2

I want to make the regression coefficients from the two models similar in interpretation. I'm aware that the Prophet model standardizes the data before building the model. I want to know what transformation I need to perform to B2 to make it similar to the interpretation of B1. [This](https://github.com/facebook/prophet/issues/598) issue mentions setting **standardize=False** but I'm looking for a more generic interpretation and comparison of the coefficients from the two models.

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.