saymrwulf/prophet
1
0
Fork 0
mirror of https://github.com/saymrwulf/prophet.git synced 2026-05-31 23:27:52 +00:00
Code Issues Projects Releases Packages Wiki Activity Actions

Update doc with recommended changepoint prior scales (#1335)

Browse source
This commit is contained in:
Ryan Nazareth 2020-03-03 22:47:52 +00:00 committed by GitHub
parent 47961c01af
commit 0efd3d2abd
No known key found for this signature in database
GPG key ID: 4AEE18F83AFDEB23
1 changed files with 12 additions and 5 deletions
Show stats Download patch file Download diff file Expand all files Collapse all files

17
notebooks/trend_changepoints.ipynb
View file

@ -314,6 +314,13 @@
"fig = m.plot(forecast)"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"A recommended starting range for `changepoint_prior_scale` would be between 0.001 and 1, although this is data dependant. Depending on how many changepoints are specified, 1 would likely be effectively unregularized. A random search for $x$ in logarithmic scale (.e.g. between -3 and 0) using the `cross_validation` function for diagnostics, along with visual inspection of the plot would help determine the optimal $x$ for the prior. The actual prior scale can then be computed as $10^{x}$"
]
},
{
"cell_type": "markdown",
"metadata": {},
@ -386,21 +393,21 @@
],
"metadata": {
"kernelspec": {
"display_name": "Python 2",
"display_name": "Python 3",
"language": "python",
"name": "python2"
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 2
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython2",
"version": "2.7.14+"
"pygments_lexer": "ipython3",
"version": "3.7.4"
}
},
"nbformat": 4,