The Living Thing / Notebooks :

Forecasting

Time series prediction niceties.

TODO: handball to Rob Hyndman.

Here’s some miscellaneous generic stuff:

prophet (R/Python/Stan)

is a procedure for forecasting time series data. It is based on an additive model where non-linear trends are fit with yearly and weekly seasonality, plus holidays. It works best with daily periodicity data with at least one year of historical data. Prophet is robust to missing data, shifts in the trend, and large outliers.

asap

Automatic Smoothing for Attention Prioritization in Time Series

ASAP automatically smooths time series plots to remove short-term noise while retaining large-scale deviations.