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In a dataset for forecasting with Prophet, the date column should be ordered?


I noticed problems of convergence for the Prophet algorithm when your date column, the ds column, is not properly ordered. How could this be explained?


Solution

  • Yes, as of the date of this answer, the Prophet algorithm, as implemented in the R language, does require your date field to be correctly ordered from earlier dates to later ones. Otherwise, the algorithm will have problems when converging toward a solution and it may simply output an error.