prophet

MaRDI QIDQ53887swMATHCRANFDO

Authors Sean Taylor, Cuong Duong, Ben Letham

Last update 22 January 2026

Copyright license MIT license, File License

Software version identifier 1.0, PACKAGES.rds, 0.1.1, 0.1, 0.2.1, 0.2, 0.3.0.1, 0.3, 0.4, 0.5, 0.6.1, 0.6, 1.1.7

Official website https://cran.r-project.org/web/packages/prophet/index.html

Source code repository https://github.com/cran/prophet

Description

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.

Cited in

(58)

• bayesforecast
• promotionImpact
• Ecce Signum
• Copula.Markov.survival
• changepointTests
• fable.prophet
• autoTS
• TDSL
• Demand forecasting of individual probability density functions with machine learning
• Stock market predictions using FastRNN-based model
• A comparative study on parameter estimation of COVID epidemiological models using differential evolution algorithm
• Capturing between-tasks covariance and similarities using multivariate linear mixed models
• scout
• ITSM2000
• ruptures
• PyGSP
• PyCBC
• NeuroBayes
• PyEMD
• PyCBC Inference
• Scikit-multiflow
• ARCH
• MNE
• STUMPY
• ICON
• LibROSA
• PyEMMA
• EoN
• sparsevar
• Nolds
• TS-CHIEF
• TA-Lib
• GluonTS
• Data aggregation and demand prediction
• fpp
• fpp2
• exoplanet
• mcfly
• rocket
• PyODDS
• NeuroKit
• pmdarima
• Deeptime
• NeuralProphet
• PyTorchTS
• SigPy
• surfboard
• tsrobprep
• tsoutliers
• DeepAR
• FastGRNN
• modeltime
• Application of neural network to model rainfall pattern of Ethiopia
• Forecasting at Scale
• Reformer
• AutoSTG
• Robyn
• COVID-19 pandemic forecasting using CNN-LSTM: a hybrid approach

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