prophet: Automatic Forecasting Procedure

Implements a procedure for forecasting time series data based on an additive model where non-linear trends are fit with yearly, weekly, and daily seasonality, plus holiday effects. It works best with time series that have strong seasonal effects and several seasons of historical data. Prophet is robust to missing data and shifts in the trend, and typically handles outliers well.

Package details

AuthorSean Taylor [cre, aut], Ben Letham [aut]
MaintainerSean Taylor <[email protected]>
LicenseBSD_3_clause + file LICENSE
Version0.5
URL https://github.com/facebook/prophet
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("prophet")

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prophet documentation built on May 15, 2019, 1:04 a.m.