Automatic Forecasting Procedure

Implements a procedure for forecasting time series data based on an additive model where non-linear trends are fit with yearly, weekly, and daily seasonality, plus holiday effects. It works best with time series that have strong seasonal effects and several seasons of historical data. Prophet is robust to missing data and shifts in the trend, and typically handles outliers well.


Reference manual

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install.packages("prophet")

1.1.7 by Cuong Duong, 9 months ago


https://github.com/facebook/prophet


Report a bug at https://github.com/facebook/prophet/issues


Browse source code at https://github.com/cran/prophet


Authors: Cuong Duong [cre, aut] , Sean Taylor [aut] , Ben Letham [aut]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports dplyr, dygraphs, extraDistr, ggplot2, grid, lubridate, methods, RcppParallel, rstan, rstantools, scales, StanHeaders, stats, tidyr, xts

Depends on Rcpp, rlang

Suggests cmdstanr, posterior, knitr, testthat, readr, rmarkdown

Linking to BH, Rcpp, RcppParallel, RcppEigen, rstan, StanHeaders

System requirements: GNU make, C++17


Imported by Robyn, autoTS, bayesforecast, fable.prophet, modeltime, promotionImpact.

Suggested by FinanceGraphs, LLMAgentR, mlr3forecast.


See at CRAN