facebook / facebook/prophet

Inputting Prophet Into an Optimization Model

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Description

I am looking to plug the results of my Prophet forecast into an optimization model (linear program).

For that, I am going to need, for each step in the forecast, both the point forecast (which of course Prophet gives me) as well as some information about the probability distribution around the forecast. With this latter item, I will likely need both a measure of variance as well as the shape of the distribution.

Is there any way for me to get this additional information from Prophet?

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