facebook / facebook/prophet

Outliers detection

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#229 2 則留言 1 個 reaction 已指派 0 人 在 GitHub 檢視
enhancement
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Python
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描述

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,

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