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Data Science

NeuralProphet For Time-Series Forecasting: Predicting Stock Prices Using Facebook’s New Model

In this post, I show you how to predict time-series using a new forecasting model publicly available from the Facebook Data Science team: The famous NeuralProphet!

Serafeim Loukas, PhD
Towards AI
Published in
9 min readDec 20, 2021

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Figure produced by the author using the model.

1. Introduction

In a previous post, I explained and showed how Facebook’s Prophet model works. If you missed that have a look here.

Recently, the Facebook Data Science team released a new version of the model the NeuralProphet.

Disclaimer (before we move on): There have been attempts to predict stock prices using time series analysis algorithms, though they still cannot be used to place bets in the real market. This is just a tutorial article that does not intend in any way to “direct” people into buying stocks.

Let’s get started.

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Data Scientist @ Natural Cycles (Switzerland). PhD, MSc, M.Eng. Bespoke services on demand