NeuralProphet is an easy to learn framework for interpretable time series forecasting.
Please note that the project is still in beta phase. Please report any issues you encounter or suggestions you have. We will do our best to address them quickly. Contributions are very welcome!
NeuralProphet is an easy to learn framework for interpretable time series forecasting. NeuralProphet is built on PyTorch and combines Neural Network and traditional time-series algorithms, inspired by Facebook Prophet and AR-Net.
The documentation page may not be entirely up to date. Docstrings should be reliable, please refer to those when in doubt. We are working on an improved documentation. We appreciate any help to improve and update the docs.
For a visual introduction to NeuralProphet, view this presentation.
We compiled a Contributing to NeuralProphet page with practical instructions and further resources to help you become part of the family.
If you have any question or suggestion, you can participate with our community right here on Github
We also have an active Slack community. Come and join the conversation!
There are several example notebooks to help you get started.
You can find the datasets used in the tutorials, including data preprocessing examples, in our neuralprophet-data repository.
Please refer to our documentation page for more resources.
from neuralprophet import NeuralProphet
After importing the package, you can use NeuralProphet in your code:
m = NeuralProphet()
metrics = m.fit(df)
forecast = m.predict(df)
You can visualize your results with the inbuilt plotting functions:
fig_forecast = m.plot(forecast)
fig_components = m.plot_components(forecast)
fig_model = m.plot_parameters()
If you want to forecast into the unknown future, extend the dataframe before predicting:
m = NeuralProphet().fit(df, freq="D")
df_future = m.make_future_dataframe(df, periods=30)
forecast = m.predict(df_future)
fig_forecast = m.plot(forecast)
You can now install neuralprophet directly with pip:
pip install neuralprophet
If you plan to use the package in a Jupyter notebook, we recommended to install the 'live' version:
pip install neuralprophet[live]
This will allow you to enable plot_live_loss
in the fit
function to get a live plot of train (and validation) loss.
If you would like the most up to date version, you can instead install direclty from github:
git clone <copied link from github>
cd neural_prophet
pip install .
For a list of past changes, please refer to the releases page.
The vision for future development can be seen at Development Timeline (partially outdated).
Please cite NeuralProphet in your publications if it helps your research:
@misc{triebe2021neuralprophet,
title={NeuralProphet: Explainable Forecasting at Scale},
author={Oskar Triebe and Hansika Hewamalage and Polina Pilyugina and Nikolay Laptev and Christoph Bergmeir and Ram Rajagopal},
year={2021},
eprint={2111.15397},
archivePrefix={arXiv},
primaryClass={cs.LG}
}
NeuralProphet is and open-source community project, supported by awesome people like you. If you are interested in joining the project, please feel free to reach out to me (Oskar) - you can find my email on the NeuralProphet Paper.