手法を比較

	Prophet	構造的時系列モデル（基本構造モデル）
分野	計量経済学	計量経済学
系統	Regression model	Regression model
提唱年	2018	1990
提唱者	Taylor & Letham (Facebook/Meta)	Andrew C. Harvey
種類	Decomposable (structural) time series model	State-space (unobserved components) time series model
原典	Taylor, S. J. & Letham, B. (2018). Forecasting at Scale. The American Statistician, 72(1), 37-45.	Harvey, A. C. (1990). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge University Press. ISBN: 978-0521405737
別名	Prophet, Facebook Prophet, Meta Prophet, forecasting at scale	BSM, basic structural model, unobserved components model, Yapısal Zaman Serisi Modeli (BSM)
関連	5	4
概要	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.	The Structural Time Series Model, in its Basic Structural Model (BSM) form, is Andrew Harvey's state-space approach that decomposes a series into separate stochastic trend, seasonal, cyclical, and irregular components. Developed in Harvey's 1990 treatment, it is prized for interpretability and component decomposition where ARIMA only delivers a black-box fit.