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	Prophet	Regresja metodą najmniejszych kwadratów (OLS)	Model przestrzeni stanów (filtr Kalmana)
Dziedzina	Ekonometria	Ekonometria	Ekonometria
Rodzina	Regression model	Regression model	Regression model
Rok powstania	2018	2019	1990
Twórca	Taylor & Letham (Facebook/Meta)	Wooldridge (textbook treatment); classical least squares	Harvey; Durbin & Koopman (state space treatment); Kalman filter
Typ	Decomposable (structural) time series model	Linear regression	State space time series model
Źródło pierwotne	Taylor, S. J. & Letham, B. (2018). Forecasting at Scale. The American Statistician, 72(1), 37-45.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860	Harvey, A. C. (1990). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge University Press.
Inne nazwy	Prophet, Facebook Prophet, Meta Prophet, forecasting at scale	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu	state space, Kalman filter, unobserved components model, Durum Uzayı Modeli (State Space / Kalman Filter)
Pokrewne	5	5	4
Podsumowanie	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.	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).	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.