19 Automating time series forecasting with Prophet

This chapter covers

  • Assessing different libraries for automated forecasting
  • Exploring the functionality of Prophet
  • Forecasting with Prophet

Throughout this book, we have built models involving many manual steps. For declinations of the SARIMAX models, for example, we had to develop a function to select the best model according to the Akaike information criterion (AIC) and a function to perform rolling forecasts. In the deep learning portion of the book, we had to build a class to create windows of data, as well as define all the deep learning models, although this was greatly facilitated by the use of Keras.

While manually building and tweaking our models allows for great flexibility and total ...

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