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.
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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.