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Support different regressor with different interval_width.

See original GitHub issue

I’d like to use yhat_upper to keep a good stock level . But different regressor should have different interval_width .

For example, I have an event A hold on 1-3 times per two week , and I have event B hold 1-3 times per year . So I want event A at 80% interval_width , and event B at 50% interval_width .

fbprophet doesn’t support it now .

Issue Analytics

  • State:closed
  • Created 3 years ago
  • Comments:8 (4 by maintainers)

github_iconTop GitHub Comments

1reaction
eromoecommented, Sep 18, 2020

Thank you , it is really a big task. Since the amount of products is too huge, very cost human resources .

0reactions
blethamcommented, Sep 14, 2020

Meaning the prior_scale when adding it? I think for that your best best would be to use cross validation to test a range of values and select the best one. Values in the range [0.01, 10] would probably be around the range of interest (see also https://facebook.github.io/prophet/docs/diagnostics.html#hyperparameter-tuning)

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