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model.fit() with additional regressors prints out weird output

Open MaxiWeissenbacher opened this issue 3 years ago • 1 comments

Hello, i have trained my Prophet model and everything works out fine. I am just wondering about the output I get when fitting the model (see screenshot). Does anyone knows what this means?

  • "<prophet.forecaster.Prophet at 0x15a11ef8fa0>" - What does this mean?
  • "09:00:09 - cmdstanpy - ERROR - Chain [1] error: error during processing Unknown error Optimization terminated abnormally. Falling back to Newton." - What could be the issue here? The weird thing is that these output messages weren't here in previous approaches.

image

MaxiWeissenbacher avatar Jul 28 '22 08:07 MaxiWeissenbacher

I'm not an expert on how this was built out, but this works because Prophet calls Stan code in the background to do the statistical optimization of the models. So, it tried to optimize one way, and then when that did not work, it chose a different path to optimize. That is in the cmdstanpy module.

Are you getting an output in your predicted values after doing a train/test that does not seem consistent? I'm happy to help you troubleshoot, but I don't think this is anything to worry about unless your forecasted results are weird.

One thing to note: you add regressors that correspond to different dates. This should be taken care of in the seasonality. If you would like to add extra seasonalities, you can do that, but adding a regressor is not the recommended way of doing this.

ghost avatar Aug 06 '22 03:08 ghost