Exploring the Prophet package

Prophet is an algorithm for time series analysis, released by Facebook’s Core Data Science team. Other algorithms exist for time series analysis, including Autoregressive Integrated Moving Average (ARIMA) and Seasonal Autoregressive Integrated Moving Average (SARIMA). You can refer to the books in the Further reading section if you are interested in them.

In this section, you will investigate Prophet, with a focus on the following aspects:

• Introducing the Prophet package
• Integrating Prophet with Comet

Let’s start with the first point, introducing the Prophet package.

Introducing the Prophet package

To build a model using Prophet, you can proceed as follows:

1. Firstly, you import the Prophet library:

   from prophet import Prophet

2. Then, you build a Prophet() object:

   model = Prophet()

3. You train the model:

   model.fit(df)

4. You build a dataset with future dates:

   future = model.make_future_dataframe(periods...