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Will prophet work for discontinuous seasonal data? #67

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saby1989 opened this issue Mar 2, 2017 · 1 comment
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Will prophet work for discontinuous seasonal data? #67

saby1989 opened this issue Mar 2, 2017 · 1 comment
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@saby1989
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saby1989 commented Mar 2, 2017

we have two months(dec and jan) data for 4 years (2013-2016) we trying to predict for (dec 2017- jan 2018). It is non-continuous data which is seasonal for which we are trying to forecast using prophet.
will prophet account for this discontinuity if not please let us know how to implement.

Thanks in advance :-)

@seanjtaylor
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We always suggest you try this and see what sorts of problems ensue. Is suspect the model will have trouble learning the yearly period from only 2 months of data, and it will cause some identification problems for the remaining parameters.

Although we almost never advocate this, one way to get around this is to interpolate your missing data before fitting.

Anyway, my advice is to try both: fit the model with no interpolated values and with a (say) linear interpolation and see if it can pick up the seasonality.

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