Apply a prophet model to new data without re-training the model
Open
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
Assessment
This issue has not been assessed yet.