Implements a procedure for forecasting time series data 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.

Documentation

Manual: prophet.pdf
Vignette: Quick Start Guide to Using Prophet

Maintainer: Sean Taylor <sjt at fb.com>

Author(s): Sean Taylor*, Ben Letham*

Install package and any missing dependencies by running this line in your R console:

install.packages("prophet")

Depends R (>= 3.2.3), Rcpp(>=0.12.0)
Imports dplyr(>=0.5.0), extraDistr, ggplot2, grid, rstan, scales, stats, tidyr, utils, zoo
Suggests knitr, testthat, readr
Enhances
Linking to
Reverse
depends
Reverse
imports
Reverse
suggests
Reverse
enhances
Reverse
linking to

Package prophet
Materials
URL
Task Views TimeSeries
Version 0.1
Published 2017-02-01
License BSD_3_clause + file LICENSE
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks prophet check results
Package source prophet_0.1.tar.gz