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pythonmachine-learningpredictionfacebook-prophet

What is 'yhat', 'yhat_lower', 'yhat_upper' in Facebook prophet?


I'm solving one time series problem with facebook prophet,in which i'm not able to understand what is 'trend','yhat_lower','yhat_upper','trend_lower','trend_upper','additive_terms','additive_terms_lower','additive_terms_upper','multiplicative_terms','multiplicative_terms_lower','multiplicative_terms_upper' which comes after the prediction.

Thankyou


Solution

  • From Quick Start:

    The predict method will assign each row in future a predicted value which it names yhat. If you pass in historical dates, it will provide an in-sample fit. The forecast object here is a new dataframe that includes a column yhat with the forecast, as well as columns for components and uncertainty intervals.

    Thus

    • yhat: forecast
    • yhat_lower, yhat_upper: uncertainty interval