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A comment on Facebook Prophet: library for generating forecasts from any time series data. Parent comment
It generated very efficient samplers for particularly weird (and enormous!) hierarchical models I had. Documentation is also great.
It is also worth reading Andrew Gelman's post about Prophet: https://statmodeling.stat.columbia.edu/2017/03/01/facebooks-...
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It generated very efficient samplers for particularly weird (and enormous!) hierarchical models I had. Documentation is also great.
It is also worth reading Andrew Gelman's post about Prophet: https://statmodeling.stat.columbia.edu/2017/03/01/facebooks-...