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Prophet plot components

See original GitHub issue

I am learning to use Prophet for my projects. The biggest question i have right now is about the plot components (weekly, monthly, yearly …) In the plot chart, what does the negative values mean in Y axis? https://facebook.github.io/prophet/docs/seasonality_and_holiday_effects.html On this page, it is unclear to me of the way that seasonality values are negative although the trend values are quite positive and understandable. To summarise, if you can help me understand thse questions below, that would be much appreciated.

screen shot 2017-12-23 at 1 36 32 am

  1. Explanation of the negative values in seasonality graph
  2. difference between changepoint_prior_scale and interval_width
  3. A complete guide or documentation of every parameter usage of Prophet

Issue Analytics

  • State:closed
  • Created 6 years ago
  • Comments:6 (3 by maintainers)

github_iconTop GitHub Comments

2reactions
blethamcommented, Dec 22, 2017

Let’s take weekly seasonality. The value in the plot for any particular day is how much y is added to the trend on that day, just due to weekly seasonality. So every Monday we add 0.33 to the trend for weekly seasonality, and every Saturday we subtract -0.25. You can think of it as, for each day, the change from what y would be if there were no weekly seasonality at all.

changepoint_prior_scale determines the flexibility of the trend. Increasing it allows the trend to be more flexible, decreasing it removes flexibility from the trend. You would increase it if it looked like there were trend shifts in the history that are being missed by the model. You would decrease it if it looks like the model is overfitting the history (for instance by fitting seasonal changes with the trend). There are some examles of the effect of changepoint_prior_scale here: https://facebook.github.io/prophet/docs/trend_changepoints.html

The uncertainty intervals shown in the plots come from posterior sampling. You can choose what posterior interval you want to show with interval_width. By default it will be 0.8 to show 80% intervals. This is described here: https://facebook.github.io/prophet/docs/uncertainty_intervals.html

A complete list of all Prophet functions and descriptions of all of their arguments can be found here: https://cran.r-project.org/web/packages/prophet/prophet.pdf

The Python version will have all the same functions, but often as methods of a Prophet object. The arguments will be the same, but possibly with “.” replaced by “_” in variable names. In Python you can use the help function to view the documentation for each function. For instance,

from fbprophet import Prophet
help(Prophet)

will give descriptions of all of the inputs to Prophet(). You can see documentation for other methods that same way, e.g.

help(Prophet.make_future_dataframe)
1reaction
Kalesbergcommented, Jan 3, 2018

Thanks @bletham

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