gluonts.ext.prophet package#
- class gluonts.ext.prophet.ProphetPredictor(prediction_length: int, prophet_params: typing.Optional[typing.Dict] = None, init_model: typing.Callable = <function identity>)[source]#
Bases:
gluonts.model.predictor.RepresentablePredictor
Wrapper around Prophet.
The ProphetPredictor is a thin wrapper for calling the prophet package. In order to use it you need to install the package:
# you can either install Prophet directly pip install prophet # or install gluonts with the Prophet extras pip install gluonts[Prophet]
- Parameters
prediction_length – Number of time points to predict
prophet_params – Parameters to pass when instantiating the prophet model.
init_model –
An optional function that will be called with the configured model. This can be used to configure more complex setups, e.g.
>>> def configure_model(model): ... model.add_seasonality( ... name='weekly', period=7, fourier_order=3, prior_scale=0.1 ... ) ... return model
- predict(dataset: gluonts.dataset.Dataset, num_samples: int = 100, **kwargs) Iterator[gluonts.model.forecast.SampleForecast] [source]#
Compute forecasts for the time series in the provided dataset. This method is not implemented in this abstract class; please use one of the subclasses. :param dataset: The dataset containing the time series to predict.
- Returns
Iterator over the forecasts, in the same order as the dataset iterable was provided.
- Return type
Iterator[Forecast]