Samples for one future date

match ← All linear growth benchmarks

128 raw simulated values for a single date after the history.

Input

benchmark/inputs/v1/linear-offset-scaling.json: 96 history rows and 24 forecast rows.

Output

Largest difference: 1.2e-11 (< 0.0001% of the input's range).

Every forecast row from both libraries.

Date	Effect Prophet	Python Prophet	Difference
2020-04-06	110.0819	110.0819	1.2e-11

Timing

Median of all measured repetitions.

Step	Effect Prophet	Python Prophet	Effect Prophet is
Convert input rows	14 µs	462 µs	32× faster
Save model to JSON	20 µs	428 µs	21× faster
Load model from JSON	149 µs	2.24 ms	15× faster
Simulate uncertainty	208 µs	17.2 ms	83× faster
First simulation in a new process	171 ms	1.46 s	8.6× faster
Load and simulate in a new process	156 ms	1.45 s	9.3× faster

Settings

The case declaration both libraries ran.

{
  "kind": "map",
  "comparison": {
    "kind": "equivalent-objective",
    "evidenceId": "linear-output-first-v4"
  },
  "configuration": {
    "growth": "linear",
    "scaling": "absmax",
    "seasonalityMode": "additive",
    "holidaysMode": "additive",
    "changepoints": {
      "mode": "explicit",
      "timestamps": [
        "2020-02-10T00:00:00.000Z"
      ]
    },
    "changepointPriorScale": 0.2,
    "seasonalities": [
      {
        "name": "weekly-custom",
        "periodDays": 7,
        "fourierOrder": 2,
        "priorScale": 10
      }
    ],
    "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
  },
  "uncertainty": {
    "seed": 19,
    "samples": 128,
    "intervalWidth": 0.8,
    "output": "samples",
    "algorithm": "scalar-continuous-time",
    "evidence": "docs/validation/uncertainty.md#evidence-classes",
    "samplerMemoryLimitBytes": 67108864
  }
}