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Prophet×Regressió per Mínims Quadrats Ordinàris (MQO)×
CampEconometriaEconometria
FamíliaRegression modelRegression model
Any d'origen20182019
Autor originalTaylor & Letham (Facebook/Meta)Wooldridge (textbook treatment); classical least squares
TipusDecomposable (structural) time series modelLinear regression
Font seminalTaylor, S. J. & Letham, B. (2018). Forecasting at Scale. The American Statistician, 72(1), 37-45. DOI ↗Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
ÀliesProphet, Facebook Prophet, Meta Prophet, forecasting at scaleordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Relacionats55
ResumProphet is a Bayesian structural time series model introduced by Taylor and Letham at Facebook/Meta in 2018. It forecasts a continuous series by decomposing it into separate, interpretable trend, seasonality, and holiday components, and is designed to be approachable for analysts working at scale.Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).
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