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How to view the prophet's accuracy? #851

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qhwscream opened this issue Feb 18, 2019 · 12 comments
Closed

How to view the prophet's accuracy? #851

qhwscream opened this issue Feb 18, 2019 · 12 comments

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@qhwscream
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How to view the prophet's accuracy?And where is the accuracy? Also,How to know the figure's effect is good or not? Thank you!

@jbanik85
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jbanik85 commented Feb 19, 2019

Prophet offers many metrics to determine the accuracy. You can learn about them in this page: https://facebook.github.io/prophet/docs/diagnostics.html

@qhwscream
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@jbanik85 I think you don't know what I want to ask.I also know the Quick Start.The page is not what I require. I mean that the accuracy might be a percent number,do yo know?

@jbanik85
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I am not sure if I understood your questions correctly. It's better if somebody else answers your question.

@bletham
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bletham commented Feb 21, 2019

+1 for @jbanik85's suggestion, it sounds like what you're looking for. The plot at the bottom of https://facebook.github.io/prophet/docs/diagnostics.html shows forecast error as a percent (mean average percent error).

@jbanik85
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jbanik85 commented Feb 21, 2019

Thanks for confirming my answer :) It was my understanding too that the OP was asking about MAPE, but I got confused with her response.

@qhwscream
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@bletham What you said about is the percent error,I asked is the percent accuracy.

@qhwscream
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@jbanik85 You should use 'her' neither 'his'.

@jbanik85
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oops, my bad! Should have noticed. Editing my response.

@qhwscream
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@jbanik85 nothing serious.

@bletham
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bletham commented Feb 21, 2019

I see - I guess it depends on how you define accuracy. One possible definition would be that %accuracy = 100% - %error? So when there is 0% error there is 100% accuracy, and 100% error means 0% accuracy? Of course with this definition, %accuracy could also be negative, since %error can be >100% if the error is larger than the values. If you wanted to use this definition of accuracy, you could compute MAPE as described in the documentation page and then just subtract it from 1. If you have a different measure of accuracy in mind, you could use the cross_validation function to compute a bunch of pairs of true values y and estimates yhat (the first table on the documentation page), and then you could apply whatever function you want to those to compute accuracy.

@qhwscream
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@bletham thanks a lot!

@bletham bletham closed this as completed Mar 18, 2019
@microprediction
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Googled "Facebook Prophet Accuracy" ?

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