How does neural prophet work?

Install. After downloading the code repository (via git clone ), change to the repository directory ( cd neural_prophet ) and install neuralprophet as python package with pip install .

A Neural Network based Time-Series model , inspired by Facebook Prophet and AR-Net, built on PyTorch.

NeuralProphet is a python library for modeling time-series data based on neural networks . It’s built on top of PyTorch and is heavily inspired by Facebook Prophet and AR-Net libraries.

NeuralProphet uses PyTorch’s gradient descent for optimization, which makes the modeling much faster . Time-series autocorrelation is modeled using the Auto-Regressive Network. Lagged regressors are modeled using a separate Feed-Forward Neural Network.