Automatic Forecasting Procedure

Implements a procedure for forecasting time series data based on an additive model where non-linear trends are fit with yearly and weekly seasonality, plus holidays. It works best with daily periodicity data with at least one year of historical data. Prophet is robust to missing data, shifts in the trend, and large outliers.


Reference manual

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0.2.1 by Sean Taylor, 3 months ago

Browse source code at

Authors: Sean Taylor [cre, aut], Ben Letham [aut]

Documentation:   PDF Manual  

Task views: Time Series Analysis

BSD_3_clause + file LICENSE license

Imports dplyr, extraDistr, ggplot2, grid, rstan, scales, stats, tidyr

Depends on Rcpp

Suggests knitr, testthat, readr

System requirements: C++11

See at CRAN