Facebook Prophet

Haven’t heard much about this package.

I just found out about this package from Kaggle’s Corporación Favorita Grocery Sales Forecasting.

Does anyone care to share a little more about what Prophet is really about? Thank you!

Not really deep learning related. It uses FFTs and similar approaches for time series forecasting.

thanks jeremy. I was listening to your machine learning course and you mentioned that random forest performs quite poorly for heavily time series based forecast such as Corporación Favorita.

Other than NN + categorical embedding, is there any alternative solution for such time series forecasting?

p.s. thank you so much for the great ML & DL videos!