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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: | 1.0 |
Depends: | R (≥ 3.4.0), Rcpp (≥ 0.12.0), rlang (≥ 0.3.0.1) |
Imports: | dplyr (≥ 0.7.7), dygraphs (≥ 1.1.1.4), extraDistr, ggplot2, grid, lubridate, methods, RcppParallel (≥ 5.0.1), rstan (≥ 2.18.1), rstantools (≥ 2.0.0), scales, StanHeaders, stats, tidyr (≥ 0.6.1), xts |
LinkingTo: | BH (≥ 1.66.0), Rcpp (≥ 0.12.0), RcppParallel (≥ 5.0.1), RcppEigen (≥ 0.3.3.3.0), rstan (≥ 2.18.1), StanHeaders (≥ 2.18.0) |
Suggests: | knitr, testthat, readr, rmarkdown |
Published: | 2021-03-30 |
DOI: | 10.32614/CRAN.package.prophet |
Author: | Sean Taylor [cre, aut], Ben Letham [aut] |
Maintainer: | Sean Taylor <sjtz at pm.me> |
BugReports: | https://github.com/facebook/prophet/issues |
License: | MIT + file LICENSE |
URL: | https://github.com/facebook/prophet |
NeedsCompilation: | yes |
SystemRequirements: | GNU make, C++11 |
In views: | MissingData, TimeSeries |
CRAN checks: | prophet results |
Reference manual: | prophet.pdf |
Vignettes: |
Quick Start Guide to Using Prophet |
Package source: | prophet_1.0.tar.gz |
Windows binaries: | r-devel: prophet_1.0.zip, r-release: prophet_1.0.zip, r-oldrel: prophet_1.0.zip |
macOS binaries: | r-release (arm64): prophet_1.0.tgz, r-oldrel (arm64): prophet_1.0.tgz, r-release (x86_64): prophet_1.0.tgz, r-oldrel (x86_64): prophet_1.0.tgz |
Old sources: | prophet archive |
Reverse imports: | autoTS, bayesforecast, fable.prophet, modeltime, promotionImpact, Robyn |
Please use the canonical form https://CRAN.R-project.org/package=prophet to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.