Forecasting Time Series Data with Prophet will help you to implement Prophet's cutting-edge forecasting techniques to model future data with high accuracy using only a few lines of code. This second edition has been fully revised with every update to the Prophet package since the first edition was published two years ago. An entirely new chapter is also included, diving into the mathematical equations behind Prophet's models. Additionally, the book contains new sections on forecasting during shocks such as COVID, creating custom trend modes from scratch, and a discussion of recent developments in the open-source forecasting community.
You'll cover advanced features such as visualizing forecasts, adding holidays and trend changepoints, and handling outliers. You'll use the Fourier series to model seasonality, learn how to choose between an additive and multiplicative model, and understand when to modify each model parameter. Later, you'll see how to optimize more complicated models with hyperparameter tuning and by adding additional regressors to the model. Finally, you'll learn how to run diagnostics to evaluate the performance of your models in production.
By the end of this book, you'll be able to take a raw time series dataset and build advanced and accurate forecasting models with concise, understandable, and repeatable code.

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Spis treści

Forecasting Time Series Data with Prophet. Build, improve, and optimize time series forecasting models using Meta's advanced forecasting tool - Second Edition eBook -- spis treści

• 0. Product Information Document
• 1. The History and Development of Time Series Forecasting
• 2. Getting Started with Prophet
• 3. How Prophet Works
• 4. Handling Non-Daily Data
• 5. Working with Seasonality
• 6. Forecasting Holiday Effects
• 7. Controlling Growth Modes
• 8. Influencing Trend Changepoints
• 9. Including Additional Regressors
• 10. Accounting for Outliers and Special Events
• 11. Managing Uncertainty Intervals
• 12. Performing Cross-Validation
• 13. Evaluating Performance Metrics
• 14. Productionalizing Prophet