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1、JoséRobertoAyalaSFollowingInĝenierojeprofesio,matematikistojepenso,esploristojedatumojkajvojaĝantojekoro...Apr17·5minreadPlayingwithProphetonBikeSharingDemandinWashington,D.C.Recently,IdiscoveredthatFacebookreleasedaforecastingtoolfortimeseriescalledProphet.ItisavailableforbothRandPython.
2、ProphetProphetisaforecastingprocedureimplementedinRandPython.Itisfastandprovidescompletelyautomatedforecasts…facebookincubator.github.ioAccordingwiththeofficialwebsite:“It[Prophet]isbasedonanadditivemodelwherenon-lineartrendsarefitwithyearlyandweeklyseasonality,plusholidays.Itworksbestwithda
3、ilyperiodicitydatawithatleastoneyearofhistoricaldata.Prophetisrobusttomissingdata,shiftsinthetrend,andlargeoutliers.”Formoredetails,Isuggesttoreadthepaperandthequickstartguide.IwantedtogivethisnewpackageatryanddecidedtouseadatasetfromaKagglecompetitionthattookplace2yearsagorelatedtoforeca
4、stbikesharingdemandinWashington,D.C.Allthecodeforthisprojectisavailableinthisrepo.TheDataThedatasetcontainsseveralfeatures,including:•date-time•holiday(asabinaryvariableindicatingwhetherthedayisconsideredaholiday)•weatherconditions(acategoricalvariablewith4classes)•temperature•humidity•wi
5、ndspeed•totalnumberofbikerentalsThedatasetprovideshourlyrentaldataspanningtwoyears(2011and2012).Forthecompetition,thetrainingsetiscomprisedofthefirst19daysofeachmonth,whilethetestsetisthe20thtotheendofthemonth.Theobjectiveistopredictthetotalcountofbikesrentedduringeachhourcoveredbythetests
6、et,usingonlyinformationavailablepriortotherentalperiod.Becausethedataisfromacompetition,thetestsetdoesnotcontainthetotalcountofbikesrented,soforthisexperimentitcannotbeusetoevaluatethemodel’sperformance.AnotherissueisthatProphetworksbestwithdailyperiodicitydata,soIhadtotransformthedatafro
7、manhourlytoadailytimescale.Fromthefeaturesabove,theonesweareinterestedinarethedate-time,holidayandtotalnumberofbikerentals.SetupIusedtheProphetpackageforR.Thedocumentationiswell-writtenandprovidesseveralexamplestolearnhowtouseProphet.Accordingwithit,thereareacoupleo
