prophet: Automatic Forecasting Procedure

Implements 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.

Version: 0.3.0.1
Depends: R (≥ 3.2.3), Rcpp (≥ 0.12.0)
Imports: dplyr (≥ 0.5.0), dygraphs (≥ 1.1.1.4), extraDistr, ggplot2, grid, rstan (≥ 2.14.0), scales, stats, tidyr (≥ 0.6.1), xts
Suggests: knitr, testthat, readr
Published: 2018-06-15
Author: Sean Taylor [cre, aut], Ben Letham [aut]
Maintainer: Sean Taylor <sjt at fb.com>
License: BSD_3_clause + file LICENSE
NeedsCompilation: yes
SystemRequirements: C++11
In views: TimeSeries
CRAN checks: prophet results

Downloads:

Reference manual: prophet.pdf
Vignettes: Quick Start Guide to Using Prophet
Package source: prophet_0.3.0.1.tar.gz
Windows binaries: r-devel: prophet_0.3.0.1.zip, r-release: prophet_0.3.0.1.zip, r-oldrel: prophet_0.3.0.1.zip
OS X binaries: r-release: prophet_0.3.0.1.tgz, r-oldrel: prophet_0.3.0.1.tgz
Old sources: prophet archive

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