Implements a procedure for forecasting time series data based on an additive model where non-linear trends are fit with yearly and weekly seasonality, plus holidays. It works best with daily periodicity data with at least one year of historical data. Prophet is robust to missing data, shifts in the trend, and large outliers.
Version: | 0.2.1 |
Depends: | R (≥ 3.2.3), Rcpp (≥ 0.12.0) |
Imports: | dplyr (≥ 0.5.0), extraDistr, ggplot2, grid, rstan (≥ 2.14.0), scales, stats, tidyr (≥ 0.6.1) |
Suggests: | knitr, testthat, readr |
Published: | 2017-11-08 |
Author: | Sean Taylor [cre, aut], Ben Letham [aut] |
Maintainer: | Sean Taylor <sjt at fb.com> |
License: | BSD_3_clause + file LICENSE |
NeedsCompilation: | yes |
SystemRequirements: | C++11 |
In views: | TimeSeries |
CRAN checks: | prophet results |
Reference manual: | prophet.pdf |
Vignettes: |
Quick Start Guide to Using Prophet |
Package source: | prophet_0.2.1.tar.gz |
Windows binaries: | r-devel: prophet_0.2.1.zip, r-release: prophet_0.2.1.zip, r-oldrel: prophet_0.2.1.zip |
OS X El Capitan binaries: | r-release: prophet_0.1.1.tgz |
OS X Mavericks binaries: | r-oldrel: prophet_0.2.1.tgz |
Old sources: | prophet archive |
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