facebook / facebook/prophet

how to inverse forecast data to original after predict using stationany data from differencing?

Open
#2,102 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

I'm newbie, I have a project about time series forecasting, I use facebook prophet.
This is my route:
stationary test -> differencing -> stationary data -> fit & predict -> forecasting data
'yhat' is inversed done, but I dont know how to inverse 'yhat_upper', 'yhat_lower',...

(I inverse 'yhat' by:
```
def inverse_differencing(root, tg):
series_inverted = []
for i in range(len(root)-1, -1,-1):
series_inverted = np.r_[root[i], tg].cumsum().astype(float)
tg = series_inverted.copy()
return series_inverted
# root is list of base value using for inverse
tg = forecast['yhat'][-prediction_size_:].copy()
series_inverted = inverse_differencing(root, tg)
```

_result is series_inverted_ )

help me, pls
my English is not good, Im sorry

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.