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Defaults, one month of daily data ​

match ← All linear growth benchmarks

32 days of history. Weekly seasonality switches on automatically.

Input ​

benchmark/inputs/v1/linear-small.json: 32 history rows and 16 forecast rows.

Output ​

Largest difference: 4.4e-8 (< 0.0001% of the input's range).

Every forecast row from both libraries.

DateEffect ProphetPython ProphetDifference
2020-02-0223.609323.60933.2e-8
2020-02-0323.452523.45254.4e-9
2020-02-0424.160324.16033.6e-8
2020-02-0525.729725.72972.0e-8
2020-02-0627.449927.44998.4e-9
2020-02-0728.241328.24131.5e-8
2020-02-0827.910327.91036.2e-9
2020-02-0927.279727.27972.3e-8
2020-02-1027.122927.12291.3e-8
2020-02-1127.830727.83074.4e-8
2020-02-1229.400129.40012.8e-8
2020-02-1331.120331.12031.7e-8
2020-02-1431.911631.91162.4e-8
2020-02-1531.580631.58062.3e-9
2020-02-1630.950130.95011.5e-8
2020-02-1730.793330.79332.1e-8

Timing ​

Median of all measured repetitions.

StepEffect ProphetPython ProphetEffect Prophet is
Convert input rows6 µs437 µs74× faster
Fit18.2 ms61.0 ms3.3× faster
Predict203 µs3.04 ms15× faster
Fit and predict17.9 ms66.6 ms3.7× faster
Convert, fit and predict17.9 ms65.9 ms3.7× faster
First forecast in a new process182 ms1.58 s8.7× faster
Save model to JSON29 µs393 µs13× faster
Load model from JSON162 µs2.06 ms13× faster
Load and predict in a new process152 ms1.47 s9.7× faster

Settings ​

The case declaration both libraries ran.

json
{
  "kind": "map",
  "comparison": {
    "kind": "equivalent-objective",
    "evidenceId": "linear-output-first-v4"
  },
  "fitRequest": "growth-only",
  "configuration": {
    "growth": "linear",
    "scaling": "absmax",
    "seasonalityMode": "additive",
    "holidaysMode": "additive",
    "changepoints": {
      "mode": "auto",
      "count": 25,
      "range": 0.8
    },
    "changepointPriorScale": 0.05,
    "seasonalities": [
      {
        "name": "weekly",
        "periodDays": 7,
        "fourierOrder": 3,
        "priorScale": 10
      }
    ],
    "events": [],
    "regressors": []
  },
  "pythonOptimizer": {
    "algorithm": "Auto",
    "maxIterations": 10000,
    "newtonFallback": true
  }
}

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