Comments (4)
If you have a holiday (or holiday+offset) that doesn't show up in your data, then Prophet will not be able to fit its coefficient in the model and the predictions moving forward could be bad. (This is similar to the challenge with yearly seasonality and monthly data that is described in the documentation). Reducing the holiday.prior.scale
would help force these towards 0.
Ideally Prophet should automatically 0 coefficients for holidays that don't show up in the training data.
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Thanks for this.
In terms of the lower/upper windows, when using weekly data do these refer to a number of days or a number of weeks either side? I assume it's the number of periods, which in my case would be weeks?
from prophet.
It's the number of days. To get e.g. holiday+1week, you would need to define it separately in your holidays dataframe.
from prophet.
Ah ok then, thanks for the clarification.
from prophet.
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