Observed spillovers and unseen future names
match ← All linear growth benchmarks96 daily rows from 2010; sparse prediction years 2021 and 2060. December 31's observed New Year's Day is retained while unseen Juneteenth names are ignored.
Input
benchmark/inputs/v5/country-boundary-96.json: 96 history rows and 4 forecast rows.
Output
Largest difference: 1.9e-9 (< 0.0001% of the input's range).
Every forecast row from both libraries.
| Date | Effect Prophet | Python Prophet | Difference |
|---|---|---|---|
| 2021-06-18 | 22.4917 | 22.4917 | 4.2e-10 |
| 2021-06-19 | 22.4923 | 22.4923 | 4.2e-10 |
| 2021-12-31 | 22.6104 | 22.6104 | 4.4e-10 |
| 2060-01-01 | 33.9385 | 33.9385 | 1.9e-9 |
Timing
Median of all measured repetitions.
| Step | Effect Prophet | Python Prophet | Effect Prophet is |
|---|---|---|---|
| Convert input rows | 14 µs | 474 µs | 34× faster |
| Fit | 6.44 ms | 20.7 ms | 3.2× faster |
| Predict | 217 µs | 5.31 ms | 24× faster |
| Fit and predict | 5.50 ms | 27.2 ms | 4.9× faster |
| Convert, fit and predict | 5.13 ms | 28.4 ms | 5.5× faster |
| First forecast in a new process | 173 ms | 1.62 s | 9.4× faster |
| Save model to JSON | 81 µs | 537 µs | 6.7× faster |
| Load model from JSON | 956 µs | 3.37 ms | 3.5× faster |
| Load and predict in a new process | 159 ms | 1.58 s | 9.9× faster |
Settings
The case declaration both libraries ran.
json
{
"kind": "map",
"comparison": {
"kind": "equivalent-objective",
"evidenceId": "country-calendar-public-v1"
},
"configuration": {
"growth": "linear",
"countryHolidays": {
"country": "US",
"coverage": "reject-known-gaps",
"priorScale": 10
},
"scaling": "absmax",
"seasonalityMode": "additive",
"holidaysMode": "additive",
"changepoints": {
"mode": "auto",
"count": 2,
"range": 0.8
},
"changepointPriorScale": 0.05,
"seasonalities": [],
"events": [],
"regressors": []
},
"effectOptimizer": {
"algorithm": "auto",
"maxIterations": 10000,
"fallback": "newton",
"lbfgs": {
"historySize": 5,
"initAlpha": 0.001,
"tolObj": 1e-12,
"tolRelObj": 10000,
"tolGrad": 1e-8,
"tolRelGrad": 10000000,
"tolParam": 1e-8
}
},
"pythonOptimizer": {
"algorithm": "Auto",
"maxIterations": 10000,
"newtonFallback": true,
"sigFigs": 12
}
}