Prophetverse

sktime.Prophetverse(
    self,
    trend='linear',
    exogenous_effects=None,
    default_effect=None,
    feature_transformer=None,
    noise_scale=None,
    likelihood='normal',
    scale=None,
    rng_key=None,
    inference_engine=None,
)

Univariate Prophetverse forecaster with multiple likelihood options.

This forecaster implements a univariate model with support for different likelihoods. It differs from Facebook’s Prophet in several ways: - Logistic trend is parametrized differently, inferring capacity from data. - Arbitrary sktime transformers can be used (e.g., FourierFeatures or HolidayFeatures). - No default weekly or yearly seasonality; these must be provided via the feature_transformer. - Uses ‘changepoint_interval’ instead of ‘n_changepoints’ for selecting changepoints. - Allows for configuring distinct functions for each exogenous variable effect.

Parameters

Name	Type	Description	Default
trend	Union[str, BaseEffect]	Type of trend to use. Either “linear” (default) or “logistic”, or a custom effect object.	'linear'
exogenous_effects	Optional[List[BaseEffect]]	List of effect objects defining the exogenous effects.	None
default_effect	Optional[BaseEffect]	The default effect for variables without a specified effect.	None
feature_transformer	sktime transformer	Transformer object to generate additional features (e.g., Fourier terms).	None
noise_scale	float	Scale parameter for the observation noise. Must be greater than 0. (default: 0.05)	None
likelihood	str	The likelihood model to use. One of “normal”, “gamma”, or “negbinomial”. (default: “normal”)	'normal'
scale	optional	Scaling value inferred from the data.	None
rng_key	optional	A jax.random.PRNGKey instance, or None.	None
inference_engine	optional	An inference engine for running the model.	None

Raises

Name	Type	Description
	ValueError	If noise_scale is not greater than 0 or an unsupported likelihood is provided.

Methods

Name	Description
get_test_params	Return parameters to be used in sktime unit tests.

get_test_params

sktime.Prophetverse.get_test_params(parameter_set='default')

Return parameters to be used in sktime unit tests.

Parameters

Name	Type	Description	Default
parameter_set	str	The parameter set name (currently ignored).	'default'

Returns

Name	Type	Description
	List[dict[str, int]]	A list of dictionaries containing test parameters.