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Positivity constraint for predictions #42

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candalfigomoro opened this issue Aug 18, 2021 · 2 comments
Closed

Positivity constraint for predictions #42

candalfigomoro opened this issue Aug 18, 2021 · 2 comments

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@candalfigomoro
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With greykite/silverkite, is it possible to set a positivity constraint for predictions? Something similar to the "Approach 5" you can find here for prophet: facebook/prophet#1668 (comment)

This is a common requirement for many business-related time series.

Thanks

@KaixuYang
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Hi @candalfigomoro by positive constraint, did you mean to make the predictions always positive? You could specify "min_admissible_value" in "SimpleSilverkiteTemplate.custom" and all negative values will be masked with 0.

@candalfigomoro
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Thank you

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