facebook / facebook/prophet

Outliers detection

Open
#229 2 comments 1 reaction 0 assignees View on GitHub
enhancement
Dominant language
Python
Stars
20.4k
Forks
4.6k
Avg merge
19h 52m
Merged PRs (30d)
1

Description

Hello,

and thank you for sharing the Prophet model.

I am wondering if all types of outliers (i.e AO, IO, TC, LS) can be set to NA in order to run the Prophet model.

I want to detect outliers previous to execute the prophet model, and I'm not sure about what is the best practice. Could you help me please? Is it a good option to detect the outliers from the random component? random= yhat - (seasonal + weekly + yearly + holidays + trend)

Thank you in advance,

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.