facebook / facebook/prophet

multivariate modeling

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#49 17 comments 35 reactions 0 assignees View on GitHub
enhancement
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Python
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Description

I see from issue #18 that there are no concrete plans yet for prophet to handle multivariate data. I am interested in tackling this feature; any pointers on where to start?

My application area is vehicle traffic. For example, numbers of cars and trucks in each lane moving past a point (yes I also read that sub-daily data is also not yet well supported). While I can predict traffic lane by lane by car by truck, it would make more sense to model all lanes and vehicle types at once, since they are related (lots of trucks in the right lanes means fewer cars in those lanes, more cars in left lanes, etc etc.).

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