Facebook Prophet Example

prophet_example.r

library(prophet)
library(dplyr)

df <- read.csv('http://bit.ly/2po0xPJ') %>% mutate(y=log(y))

#floor and cap
lower = quantile(df$y, .05)
upper = quantile(df$y, .95)

df <- df %>% mutate(floor = lower, cap = upper)

# modeling
m <- prophet(df, 
             changepoint.prior.scale=0.01, 
             growth = 'logistic')

future <- make_future_dataframe(m, periods = (24*12*365), 
                                freq = 60 * 5, 
                                include_history = FALSE)  %>% mutate(floor = lower, cap = upper)
# forecast every 5 minutes
forecast <- predict(m,future)
#prophet_plot_components(m, forecast)

write.csv(forecast %>% 
            select(ds, yhat_lower, yhat_upper, yhat) %>% 
            mutate(floor = exp(lower), 
                   cap = exp(upper),
                   ln_yhat_lower = yhat_lower,
                   ln_yhat_upper = yhat_upper, 
                   ln_yhat = yhat,
                   ln_floor = lower, 
                   ln_cap = upper,
                   yhat_lower = exp(yhat_lower), 
                   yhat_upper = exp(yhat_upper), 
                   yhat = exp(yhat)
                   ), 'problem_output.csv')