Multiplicative Model #303
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sgheinze
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Q&A - get help using NeuralProphet
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I'm hoping someone can help me understand the multiplicative model used in NeuralProphet and how it relates to values in the forecast DataFrame.
I've (perhaps incorrectly) been assuming that the NeuralProphet model is the same as the Prophet model, which according to this post in the Prophet GitHub (facebook/prophet#1329 (comment)) and this kaggle source (https://www.kaggle.com/smakarychev/what-is-facebook-prophet-forecasting-model), is:
Yhat = trend * (1 + multiplicative terms) + additive terms
which for models without additive terms reduces to:
Yhat = trend * (1 + multiplicative terms)
However, when I fit a simple multiplicative model to some toy data with only a single multiplicative seasonal term, I am unable to verify that equation:
As you can see in the forecast DataFrame above,
yhat1 != trend * (1 + season_weekly)
for this particular forecast.Where am I going wrong?
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