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| Prophet× | Modello a Spazio di Stati (Filtro di Kalman)× | |
|---|---|---|
| Campo | Econometria | Econometria |
| Famiglia | Regression model | Regression model |
| Anno di origine≠ | 2018 | 1990 |
| Ideatore≠ | Taylor & Letham (Facebook/Meta) | Harvey; Durbin & Koopman (state space treatment); Kalman filter |
| Tipo≠ | Decomposable (structural) time series model | State space time series model |
| Fonte seminale≠ | Taylor, S. J. & Letham, B. (2018). Forecasting at Scale. The American Statistician, 72(1), 37-45. DOI ↗ | Harvey, A. C. (1990). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge University Press. DOI ↗ |
| Alias≠ | Prophet, Facebook Prophet, Meta Prophet, forecasting at scale | state space, Kalman filter, unobserved components model, Durum Uzayı Modeli (State Space / Kalman Filter) |
| Correlati≠ | 5 | 4 |
| Sintesi≠ | Prophet 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. | A state space model is a general time series framework that describes a series through unobserved (latent) state variables linked by a measurement equation and a transition equation, with the states estimated in real time by the Kalman filter. Developed in the state space tradition of Harvey (1990) and Durbin & Koopman (2012), it nests ARIMA and exponential smoothing as special cases. |
| ScholarGateInsieme di dati ↗ |
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