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Re:Forecasting in Python with Prophet by Tarq0n on Saturday February 23, 2019 @07:18PM (#19236273)
You only need to do MCMC if you want simulated confidence intervals, it doesn't do anything for model estimation.
Re:Forecasting in Python with Prophet by wenc on Sunday February 24, 2019 @09:34AM (#19238679)
You’re right. It uses Stan to do MAP for model estimation and HMC for (optional) computation of confidence intervals. [1]

Thanks for the correction.

I need to look at Prophet again. Maybe it will work for fast model retraining. I had trouble the last time I tried it.

[1] https://research.fb.com/prophet-forecasting-at-scale/