Facebook prophet中的“yhat”、“yhat_lower”、“yhat_upper”是什么?

2024-06-16 11:08:27 发布

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我正在用facebook prophet解决一个时间序列问题,在这个问题中我无法理解是什么 '趋势','yhat'u lower','yhat'u upper','trend'u lower','trend'u upper','additive'u terms'u lower','additive_terms'u lower','additive_terms_upper','multiplicive_terms_upper' 在预测之后。在

谢谢


Tags: facebook时间序列upperlower趋势trendterms
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1楼 · 发布于 2024-06-16 11:08:27

来自Quick Start

The predict method will assign each row in future a predicted value which it names yhat. If you pass in historical dates, it will provide an in-sample fit. The forecast object here is a new dataframe that includes a column yhat with the forecast, as well as columns for components and uncertainty intervals.

因此

  • yhat:预测
  • yhat_loweryhat_upper:不确定区间

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