prophet.Rd 2.9 KB

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  1. % Generated by roxygen2: do not edit by hand
  2. % Please edit documentation in R/prophet.R
  3. \name{prophet}
  4. \alias{prophet}
  5. \title{Prophet forecast.}
  6. \usage{
  7. prophet(df = df, growth = "linear", changepoints = NULL,
  8. n.changepoints = 25, yearly.seasonality = TRUE,
  9. weekly.seasonality = TRUE, holidays = NULL,
  10. seasonality.prior.scale = 10, changepoint.prior.scale = 0.05,
  11. holidays.prior.scale = 10, mcmc.samples = 0, interval.width = 0.8,
  12. uncertainty.samples = 1000, fit = TRUE)
  13. }
  14. \arguments{
  15. \item{df}{Data frame with columns ds (date type) and y, the time series.
  16. If growth is logistic, then df must also have a column cap that specifies
  17. the capacity at each ds.}
  18. \item{growth}{String 'linear' or 'logistic' to specify a linear or logistic
  19. trend.}
  20. \item{changepoints}{Vector of dates at which to include potential
  21. changepoints. Each date must be present in df$ds. If not specified,
  22. potential changepoints are selected automatically.}
  23. \item{n.changepoints}{Number of potential changepoints to include. Not used
  24. if input `changepoints` is supplied. If `changepoints` is not supplied,
  25. then n.changepoints potential changepoints are selected uniformly from the
  26. first 80 percent of df$ds.}
  27. \item{yearly.seasonality}{Boolean, fit yearly seasonality.}
  28. \item{weekly.seasonality}{Boolean, fit weekly seasonality.}
  29. \item{holidays}{data frame with columns holiday (character) and ds (date
  30. type)and optionally columns lower_window and upper_window which specify a
  31. range of days around the date to be included as holidays.}
  32. \item{seasonality.prior.scale}{Parameter modulating the strength of the
  33. seasonality model. Larger values allow the model to fit larger seasonal
  34. fluctuations, smaller values dampen the seasonality.}
  35. \item{changepoint.prior.scale}{Parameter modulating the flexibility of the
  36. automatic changepoint selection. Large values will allow many changepoints,
  37. small values will allow few changepoints.}
  38. \item{holidays.prior.scale}{Parameter modulating the strength of the holiday
  39. components model.}
  40. \item{mcmc.samples}{Integer, if great than 0, will do full Bayesian
  41. inference with the specified number of MCMC samples. If 0, will do MAP
  42. estimation.}
  43. \item{interval.width}{Numeric, width of the uncertainty intervals provided
  44. for the forecast. If mcmc.samples=0, this will be only the uncertainty
  45. in the trend using the MAP estimate of the extrapolated generative model.
  46. If mcmc.samples>0, this will be integrated over all model parameters,
  47. which will include uncertainty in seasonality.}
  48. \item{uncertainty.samples}{Number of simulated draws used to estimate
  49. uncertainty intervals.}
  50. \item{fit}{Boolean, if FALSE the model is initialized but not fit.}
  51. }
  52. \value{
  53. A prophet model.
  54. }
  55. \description{
  56. Prophet forecast.
  57. }
  58. \examples{
  59. \dontrun{
  60. history <- data.frame(ds = seq(as.Date('2015-01-01'), as.Date('2016-01-01'), by = 'd'),
  61. y = sin(1:366/200) + rnorm(366)/10)
  62. m <- prophet(history)
  63. }
  64. }