[R] issue in detecting changing point
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Description
Hi guys,
i'm new to github and I'm looking for a solution for what I think is an issue in prophet in R. It seems that prophet it is not able to recognize changing point correctly in certain situations. I have a quarterly ts spanning from 2005Q2 to 2022Q2, if I insert changing points manually, prophet detects only one descending trend. If I set the change point prior to 0.4 or higher it gets almost correctly all the trends but ignores what it seems to me the "last one" - starting in 2020Q1. I treat the covid period as holiday, plus I force the trend detection to the 99% of the ts, still with no results.
`
## holidays
lockdown<- data.frame(
holiday = 'lockdown',
ds = as.Date(c('2020-04-01')),
lower_window = 0,
upper_window = 4
)
m=prophet(changepoint.prior.scale=0.4, changepoint.range=0.99, holidays=lockdown, weekly.seasonality=FALSE, daily.seasonality=FALSE, yearly.seasonality=TRUE)`
Please refer to the screenshots attached.
![https://drive.google.com/file/d/1pvjCKY1pqNZzW8UBj4jGz2v7spI2HxMx/view?usp=sharing]
![https://drive.google.com/file/d/14XIwzuPUtYxpR7xJv3zouZrghYcJu-9n/view?usp=sharing]
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