facebook / facebook/prophet

Outliers detection not so obvious

Open
#2,473 1 comment 0 reactions 0 assignees View on GitHub
Dominant language
Python
Stars
20.4k
Forks
4.6k
Avg merge
19h 52m
Merged PRs (30d)
1

Description

Hi,

I am using Prophet to forecast web requests. The input meets Prophet's requirements, i.e., the ds column is the timestamp and the y column is the number of web requests in a time slice. This time series is highly periodic, with a large number of requests arriving at regular intervals, and the number of requests for the rest of the very long period being 0.

Will the prophet treat a large number of requests as outliers? Cuz I found that its prediction curve won't fit the training data points very well, it's not the same as the example graph given on the official website.

Black points are data, the blue curve is the prediction curve. I tried to adjust `changepoint_prior_scale` and `n_changepoints` but its seems not working for this problem, I want it to overfit the train data as possible as it can.

Prophet image:
![image](https://github.com/facebook/prophet/assets/35799837/b2f6237f-77e9-46c2-9f5c-3b0bb16c05db)

The overfit image I want:
image

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.