facebook / facebook/prophet

Apply a prophet model to new data without re-training the model

Open
#2,223 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

Hi there,

I was wondering if there is a way to apply a prophet model (already learned) to a new data. Let say, I learned a model M from a time series ($y_1$, ..., $y_T$) and used it to predict the next value $y_{T+1}$. What if I want to predict $y_{T+2}$ based on ($y_1$, ..., $y_T$, $y_{T+1}$) without relearning the model? is it possible with Prophet ?

With ARIMA, this is possible using the function [`apply`][1]

Thank you!

[1]: https://www.statsmodels.org/dev/generated/statsmodels.tsa.arima.model.ARIMAResults.apply.html

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.