# Prophet: Automatic Forecasting Procedure
[![Build Status](https://travis-ci.org/facebook/prophet.svg?branch=master)](https://travis-ci.org/facebook/prophet)
Prophet is 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.
Prophet is [open source software](https://code.facebook.com/projects/) released by Facebook's [Core Data Science team](https://research.fb.com/category/data-science/). It is available for download on [CRAN](https://cran.r-project.org/package=prophet) and [PyPI](https://pypi.python.org/pypi/fbprophet/).
## Important links
- Homepage: https://facebook.github.io/prophet/
- HTML documentation: https://facebook.github.io/prophet/docs/quick_start.html
- Issue tracker: https://github.com/facebook/prophet/issues
- Source code repository: https://github.com/facebook/prophet
- Prophet R package: https://cran.r-project.org/package=prophet
- Prophet Python package: https://pypi.python.org/pypi/fbprophet/
- Release blogpost: https://research.fb.com/prophet-forecasting-at-scale/
- Prophet paper: Sean J. Taylor, Benjamin Letham (2018) Forecasting at scale. The American Statistician 72(1):37-45 (https://peerj.com/preprints/3190.pdf).
## Installation in R
Prophet is a [CRAN package](https://cran.r-project.org/package=prophet) so you can use `install.packages`:
```
# R
> install.packages('prophet')
```
After installation, you can [get started!](https://facebook.github.io/prophet/docs/quick_start.html#r-api)
### Windows
On Windows, R requires a compiler so you'll need to [follow the instructions](https://github.com/stan-dev/rstan/wiki/Installing-RStan-on-Windows) provided by `rstan`. The key step is installing [Rtools](http://cran.r-project.org/bin/windows/Rtools/) before attempting to install the package.
If you have custom Stan compiler settings, install from source rather than the CRAN binary.
## Installation in Python
Prophet is on PyPI, so you can use pip to install it:
```
# bash
$ pip install fbprophet
```
The major dependency that Prophet has is `pystan`. PyStan has its own [installation instructions](http://pystan.readthedocs.io/en/latest/installation_beginner.html). Install pystan with pip before using pip to install fbprophet.
After installation, you can [get started!](https://facebook.github.io/prophet/docs/quick_start.html#python-api)
If you upgrade the version of PyStan installed on your system, you may need to reinstall fbprophet ([see here](https://github.com/facebook/prophet/issues/324)).
### Windows
On Windows, PyStan requires a compiler so you'll need to [follow the instructions](http://pystan.readthedocs.io/en/latest/windows.html). The key step is installing a recent [C++ compiler](http://landinghub.visualstudio.com/visual-cpp-build-tools).
### Linux
Make sure compilers (gcc, g++, build-essential) and Python development tools (python-dev, python3-dev) are installed. In Red Hat systems, install the packages gcc64 and gcc64-c++. If you are using a VM, be aware that you will need at least 4GB of memory to install fbprophet, and at least 2GB of memory to use fbprophet.
### Anaconda
Use `conda install gcc` to set up gcc. The easiest way to install Prophet is through conda-forge: `conda install -c conda-forge fbprophet`.
## Changelog
### Version 0.3 (2018.06.01)
- Multiplicative seasonality
- Cross validation error metrics and visualizations
- Parameter to set range of potential changepoints
- Unified Stan model for both trend types
- Improved future trend uncertainty for sub-daily data
- Bugfixes
### Version 0.2.1 (2017.11.08)
- Bugfixes
### Version 0.2 (2017.09.02)
- Forecasting with sub-daily data
- Daily seasonality, and custom seasonalities
- Extra regressors
- Access to posterior predictive samples
- Cross-validation function
- Saturating minimums
- Bugfixes
### Version 0.1.1 (2017.04.17)
- Bugfixes
- New options for detecting yearly and weekly seasonality (now the default)
### Version 0.1 (2017.02.23)
- Initial release
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github上下载下来的fbprophet (307个子文件)
generated_holidays.csv 2.97MB
example_yosemite_temps.csv 451KB
example_wp_log_peyton_manning.csv 85KB
example_wp_log_R.csv 84KB
example_wp_log_R_outliers2.csv 83KB
example_wp_log_R_outliers1.csv 78KB
data2.csv 21KB
data2.csv 21KB
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data.csv 8KB
example_retail_sales.csv 5KB
example_air_passengers.csv 2KB
DESCRIPTION 1KB
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MANIFEST.in 272B
non-daily_data.ipynb 1.57MB
trend_changepoints.ipynb 1.21MB
outliers.ipynb 620KB
seasonality,_holiday_effects,_and_regressors.ipynb 590KB
quick_start.ipynb 399KB
multiplicative_seasonality.ipynb 362KB
saturating_forecasts.ipynb 348KB
diagnostics.ipynb 269KB
uncertainty_intervals.ipynb 102KB
LICENSE 18KB
LICENSE 1KB
LICENSE 1KB
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seasonality,_holiday_effects,_and_regressors.md 15KB
quick_start.md 9KB
diagnostics.md 7KB
holiday_effects.md 7KB
non-daily_data.md 5KB
CONTRIBUTING.md 5KB
trend_changepoints.md 5KB
uncertainty_intervals.md 4KB
README.md 4KB
saturating_forecasts.md 3KB
multiplicative_seasonality.md 3KB
outliers.md 3KB
installation.md 2KB
contributing.md 2KB
index.md 837B
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