facebook / facebook/prophet

Use own trend model

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#705 23 comments 0 reactions 0 assignees View on GitHub
enhancement
Dominant language
Python
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Description

In the paper `Forecasting at Scale` by `Sean J Taylor` and `Benjamin Letham`, it says that prophet decomposes the timeseries using equation:
```
y(t) = g(t) + s(t) + h(t), where g is the trend model.
```

Is it possible to plug in our own trend model and use prophet only for s and h?

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