Forecasting Time Series Data in R | Facebook's Prophet Package 2017 & Tom Brady's Wikipedia data

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  • Опубликовано: 2 дек 2024

Комментарии • 161

  • @ankonabanerjee1381
    @ankonabanerjee1381 5 лет назад +1

    Excellent video. Special thanks to Dr. Rai for making these videos. God bless!!!!

    • @bkrai
      @bkrai  5 лет назад

      Thanks for your comments!

  • @shadyjii2154
    @shadyjii2154 5 лет назад +1

    Tested it today 2019/10/30 and some minor differences, for instance it plotted the time of day the page was most active, also the 'count' variable was missing, so I used 'views' and it got to basically the same results. Thanks for all these great RStudio videos.

    • @bkrai
      @bkrai  5 лет назад +1

      Thanks for the update!

  • @mingdepang384
    @mingdepang384 5 лет назад +3

    Thank you so much! I did it! Actually, I have an assignment about time series prediction which I have never touched before and this assignment is determining whether I could get this job. Now I got it after following your step, thank you so much!

    • @bkrai
      @bkrai  5 лет назад

      Good to know, congrats!

  • @gernelwalker2367
    @gernelwalker2367 3 года назад +1

    Namaskaram. Amazing tutorial Dr. Bharatendra

    • @bkrai
      @bkrai  3 года назад

      Thanks!

  • @surbhiagrawal3951
    @surbhiagrawal3951 4 года назад +1

    Your knowledge level is superb sir

    • @bkrai
      @bkrai  4 года назад

      Thanks for comments!

  • @dimplepatel3722
    @dimplepatel3722 5 лет назад +1

    Very good video with clear instruction step wise. Do yo have any video or information for forecasting using Random Forest model? Thank you.

    • @bkrai
      @bkrai  5 лет назад

      Here is the link to random forest video: ruclips.net/video/dJclNIN-TPo/видео.html

  • @gauravpandeypgpm1739
    @gauravpandeypgpm1739 7 лет назад +2

    Hi, this is the first video that demonstrates the workings of prophet, so thanks for that.
    Just a thought, I've been using prophet extensively for forecasting sales and more often than not it has disappointed me. I found its capabilities shine over other methods only in case when series is very ideal. Not sure if I'm missing something or it's actually a problem. Did you try prophet on any other complex series?
    Also, you did not split the dataset into test and train to calculate accuracy, any specific reason for that?

    • @bkrai
      @bkrai  5 лет назад

      I'm seeing this comment today. But thanks for the feedback. It certainly has many good features, however I like trying several different options.

  • @AnalyticsMaster
    @AnalyticsMaster 6 лет назад

    Thanks a lot for a nice explanation of the usage of prophet package. I have a question. If the data is not stationary, can we still continue building time series model using prophet (without making it stationary - as we do in arima model) ?

  • @monamona2056
    @monamona2056 4 года назад +1

    Thank you for your efforts...please guide me regarding the forecasting of exchange rates...is it follow the same package and method or there is a need to install another package

    • @bkrai
      @bkrai  4 года назад

      It should work fine. You can refer to time-series related playlist below for more examples:
      ruclips.net/video/OJ3aeVBHAIk/видео.html

  • @harishnagpal21
    @harishnagpal21 6 лет назад

    Good stuff. Can we use this model to predict stock market index like SENXEX, NIFTY etc? One more query, if we want to add a variable like Govt. in power, ie we wd be having - Date, Senxex/Nifty closing index, Govt in power then how to go about that... thanks

  • @Bhaveshwari21
    @Bhaveshwari21 3 года назад

    Can u pass the parameter and based on parameter selection, can we predict the value? So we will get overall next 365 days prediction or based on some attribute selection seperately

  • @saisrinivas17
    @saisrinivas17 4 года назад +2

    I find this video really simple and excellent!

    • @bkrai
      @bkrai  4 года назад

      Glad it was helpful!

  • @robertpelzer5041
    @robertpelzer5041 2 года назад +1

    thank you very much for this fantastic explanation. greetings from germany!

    • @bkrai
      @bkrai  2 года назад

      You're very welcome!

  • @glanegons
    @glanegons 4 года назад +1

    i'm getting this error Error in setup_dataframe(m, history, initialize_scales = TRUE) :
    Unable to parse date format in column ds. Convert to date format (%Y-%m-%d or %Y-%m-%d %H:%M:%S) and check that there are no NAs. after using prophet(df) , can u suggest?

    • @bkrai
      @bkrai  4 года назад

      It says 'check that there are no NAs'. Make sure there are no missing data.

  • @theREstd
    @theREstd 6 лет назад +2

    Hello sir,
    Nice explanation..I have a question . Lets say we are forecasting for number of units sold in an inventory and as there will be many products is there any specific package that can be used to forecast on each product or should we use a for loop??
    Thank you

    • @bkrai
      @bkrai  6 лет назад

      I would suggest use 'for' loop.

  • @ravindarmadishetty736
    @ravindarmadishetty736 7 месяцев назад

    Hi Sir, Can you please help me? I have one categorical exogenous column which contains 3 fields in it. I am trying to forecast using SARIMAX with R Code. Requesting you to please do refer some links or material?

  • @tekaerabo9163
    @tekaerabo9163 6 лет назад

    it is nice, but I want to forecast DCC and BEKK models, any option to forecast them?

  • @nik0096
    @nik0096 5 лет назад

    I have tried using with my data and my y values are more than 50,000 in most of the cases and the yhat doesn't cross even 9 ( log of 9 is 8k). I think I am doing something wrong here but I just don't know what.

  • @GabrielGarcia90
    @GabrielGarcia90 4 года назад +1

    Worked perfect for me. Thanks a lot for your time and doing this.

    • @bkrai
      @bkrai  4 года назад

      Great to hear!

  • @godfreyjoseph9483
    @godfreyjoseph9483 2 года назад +1

    Good lecture sir, how to differentiate the graph for Original and forecasted values?

    • @bkrai
      @bkrai  2 года назад

      In the forecast there are no black dots representing actual values.

  • @blakeviolette8691
    @blakeviolette8691 4 года назад +1

    Hello, this is a great video! I am stuck on the package install of prophet, there is no package with that name when I search. Do you know if that package is still available today (2020-04-23). thank you!

    • @bkrai
      @bkrai  4 года назад +2

      It seems it was removed recently. Hopefully it will be back soon with updates.

    • @mubangansofu7469
      @mubangansofu7469 4 года назад

      Hi Blake. Go to cran and download the package from here cran.r-project.org/web/packages/prophet/index.html then install by pointing to your download folder. I managed to install it using this method and did the whole turtorial

    • @manasarath
      @manasarath 4 года назад

      @@mubangansofu7469 Hi, I downloaded the source file for the package but unable to install it. Is there some resource I could use to install by pointing out the downloaded folder?

  • @surbhiagrawal3951
    @surbhiagrawal3951 4 года назад +1

    > prophet_plot_components(io,futdat)
    Error in FUN(X[[i]], ...) : object 'trend' not found

    • @bkrai
      @bkrai  4 года назад

      I think you need to review previous line of codes.

  • @sardakuar
    @sardakuar 6 лет назад

    The wikipediatrend package currently has no server providing any page view information.
    Use package pageviews for recent (2016+) information.
    Older information hopefully available again soon.

  • @movie4dilip
    @movie4dilip 4 года назад +1

    Thank you. How can we predict for multiple players? Suppose we have counts for 10 players for the given period then how to do it.

    • @bkrai
      @bkrai  4 года назад

      Once you have complete code, you can easily do it for any number of players.

  • @aphiwemagaya3279
    @aphiwemagaya3279 3 года назад

    Can you please do a video whereby you demonstrate how one can do time series forecasting using KNN for both regression and classification :(

  • @surbhiagrawal3951
    @surbhiagrawal3951 4 года назад +1

    > plot(io,futdat)
    Error in FUN(X[[i]], ...) : object 'yhat' not found. This error is beign generated

    • @bkrai
      @bkrai  4 года назад

      Are you using same data?

  • @devawratvidhate9093
    @devawratvidhate9093 6 лет назад +2

    can we use prophet package to predict stock prices ...?

    • @bkrai
      @bkrai  6 лет назад

      yes, it should work fine.

  • @sailalmishra4860
    @sailalmishra4860 6 лет назад +2

    Sir,
    You are amazing as always. Don't know what to say. I wish i could thank you more and more. This actually is an amazing package by facebook and it worked like a gem. you are the living God. Salute to your content, expertise, precision, dedication. My role model. I aspire to pursue my career as a data scientist in near future. Need your blessings and guidance. Do revert if you see my message, please. Thanks a lot Guru Ji.

    • @bkrai
      @bkrai  6 лет назад

      Thanks for your comments and very best wishes!

    • @sailalmishra4860
      @sailalmishra4860 6 лет назад +1

      really made my day.. thank a ton..

  • @harshithreddy2462
    @harshithreddy2462 6 лет назад

    Hello sir, how to create time-series with hourly frequency(for ex : start from 25-12-2012 00:00 to 31-12-2012 09:00) please let me know

  • @dingaroo2003
    @dingaroo2003 7 лет назад +1

    As of 10th October 2017, the data is no longer available.

  • @amitgeneration
    @amitgeneration 4 года назад +1

    Hi Sir,
    what forecasting method will best work if the data is at weekly level. like below
    Jan 2, 2012
    Jan 9, 2012
    Jan 16, 2012
    Jan 23, 2012
    ...
    Mar 17, 2014
    Mar 24, 2014
    Mar 31, 2014
    or do i have to change first into Time series before starting with a forecasting model. Need your urgent help sir.

    • @bkrai
      @bkrai  4 года назад +1

      It should work fine. Let me know if you get any error.

    • @bkrai
      @bkrai  4 года назад +1

      You may also refer to this:
      ruclips.net/p/PL34t5iLfZddt9X6Q6aq0H38gn-_JQ1RjS

    • @amitgeneration
      @amitgeneration 4 года назад +1

      @@bkrai Sure !! Thanks a lot Sir

    • @bkrai
      @bkrai  4 года назад

      Welcome!

  • @MsHhff
    @MsHhff 5 лет назад +1

    Hello sir,
    Great video, very well explained! I have a question
    .
    I have daily data. When I apply m = prophet (df), on my console doesn't appear STAN OPTIMIZATION COMMAND.
    Please help me in this issue. Thank you

    • @bkrai
      @bkrai  5 лет назад +1

      These packages under go changes from time to time. If now it doesn't show that note, that's fine. As long as you are not getting error, its ok.

    • @MsHhff
      @MsHhff 5 лет назад

      @@bkrai Thank for your comments! It's really useful!

  • @ericjohnson1811
    @ericjohnson1811 6 лет назад +1

    Excellent video. Thanks for posting!

    • @bkrai
      @bkrai  6 лет назад

      Thanks for comments!

  • @syedhamzajamil4490
    @syedhamzajamil4490 3 года назад +1

    Sir how ,we can use two or three columns for multivariate forecasting using Facebook Prophet

    • @bkrai
      @bkrai  3 года назад +1

      here is the link:
      ruclips.net/video/sA0OqK6Mwc4/видео.html

  • @neerajraut6473
    @neerajraut6473 6 лет назад +1

    why did u use log for count variable? and when exactly do we have to apply log function?

    • @bkrai
      @bkrai  6 лет назад +1

      In the video I showed using plots how log helps to see the patterns. But if you have data where without log transformation, patterns are clearly visible, then you don't need it.

  • @avinashparashar1622
    @avinashparashar1622 6 лет назад

    Hi,
    When i am trying to call package prophet the i am getting an error message.
    Error: package or namespace load failed for ‘prophet’:
    .onLoad failed in loadNamespace() for 'prophet', details:
    call: compileCode(f, code, language = language, verbose = verbose)
    error: Compilation ERROR, function(s)/method(s) not created! Warning message:
    In system(cmd) : 'make' not found
    In addition: Warning messages:
    1: In system2(file.path(Sys.getenv("R_HOME"), "bin", Sys.getenv("R_ARCH_BIN"), :
    running command '"C:/Users/AVINAS~1.PAR/DOCUME~1/R/R-35~1.1/bin//R" CMD config CXX' had status 1
    2: In system(cmd, intern = !verbose) :
    running command 'C:/Users/AVINAS~1.PAR/DOCUME~1/R/R-35~1.1/bin/i386/R CMD SHLIB file241c6a7b2342.cpp 2> file241c6a7b2342.cpp.err.txt' had status 1
    And it is not allowing me to use function make_future_dataframe.
    Could you please tell me what is going wrong?

    • @bkrai
      @bkrai  6 лет назад

      You can try installing it again after restarting RStudio.

  • @mohammedalmashraie4035
    @mohammedalmashraie4035 7 лет назад +1

    Great video. How do I get performance measures?
    like MAPE, AIC, MSE ...

    • @bkrai
      @bkrai  7 лет назад

      you should be able to calculate them easily using y and yhat values.

  • @DnyaneshwarPanchaldsp
    @DnyaneshwarPanchaldsp 4 года назад +1

    Can I use this library for any type of website e.g. healthcare related

    • @bkrai
      @bkrai  4 года назад

      Yes, it will work with any time series data.

  • @juanurrego796
    @juanurrego796 7 лет назад

    I want to create a data frame of covariates in order to be able to use the predict function. However, to use the predict function, I must include all my variables in this new data frame, which seems really hard because I have a variable that identifies countries by name. I've tried using the following code:
    data_for_fitted_values3

  • @parasrai145
    @parasrai145 6 лет назад +2

    Great video, very well explained!

    • @bkrai
      @bkrai  6 лет назад

      Thanks for comments!

  • @akkimalhotra26
    @akkimalhotra26 7 лет назад

    dear sir, what is r shiny. can we collaborate all these data sets and code with r shiny package. is it another way of doing r programming
    thankyou

  • @ahmedhossain7771
    @ahmedhossain7771 4 года назад +1

    Can I use monthly data in Prophet model, please let me know.

    • @bkrai
      @bkrai  4 года назад +1

      Yes, that should work fine.

  • @TeeCeezz
    @TeeCeezz 7 лет назад +2

    very well explained... great video!

    • @bkrai
      @bkrai  7 лет назад

      thanks!

    • @TeeCeezz
      @TeeCeezz 7 лет назад

      one quick question.. if I want to include day of week feature for prediction.. how do I do that?

    • @bkrai
      @bkrai  7 лет назад

      when you provide day/month/year data, the package already takes care of day of the week. The chart towards the end of the video has seasonality index plotted by day of the week.

  • @tungstonhill928
    @tungstonhill928 6 лет назад

    Does anyone know how to fix this problem?
    install.packages('Prophet',repos='cran.us.r-project.org')
    Installing package into ‘/Users/Brent/Library/R/3.2/library’
    (as ‘lib’ is unspecified)
    Warning in install.packages :
    package ‘Prophet’ is not available (for R version 3.2.1)

  • @Tkn_famjam
    @Tkn_famjam 5 лет назад +1

    Sir... How to replace negative value because in my dataset will have negative values instead of 0

    • @bkrai
      @bkrai  5 лет назад

      But time cannot be negative.

  • @randulajayasinghe8237
    @randulajayasinghe8237 4 года назад +1

    Sir, how to get the forecasting model accuracy?

    • @bkrai
      @bkrai  4 года назад

      You may refer to this link for more details:
      ruclips.net/p/PL34t5iLfZdduRvHafEKM6vrDmfnlUfzAy

  • @saimanohar3363
    @saimanohar3363 6 лет назад +2

    Nice video. Sir could you please upload a video on how to forecast the dependent variable given other independent variables over time in R. Thanks

    • @bkrai
      @bkrai  6 лет назад

      Thanks for the suggestion!

  • @harishnagpal21
    @harishnagpal21 6 лет назад

    which one to use in normal condition ie - Facebook's Prophet or R' time series object ts and 'forecast' package

  • @vikrantnag86
    @vikrantnag86 6 лет назад +1

    Thanks Sir for this video, It will be really good if you can make one video series on Time series forecasting techniques like ARIMA, ETS.

    • @bkrai
      @bkrai  6 лет назад

      Thanks for the suggestion, I've added this to my list.

  • @civer28kex
    @civer28kex 6 лет назад

    I have this error, can you tell me what I have wrong?
    Error in arrange_impl(.data, dots) :
    Evaluation error: object 'ds' not found.
    In addition: Warning message:
    In is.na(x) : is.na() applied to non-(list or vector) of type 'NULL'

    • @civer28kex
      @civer28kex 6 лет назад

      The error occurs when I apply the function prophet

  • @brunopedemonte4210
    @brunopedemonte4210 6 лет назад

    If I want to forecast a Linear/Lasso/XGBoost model, how I can fit it in the code?

    • @bkrai
      @bkrai  6 лет назад

      You can find them in this link:
      ruclips.net/p/PL34t5iLfZddu8M0jd7pjSVUjvjBOBdYZ1

  • @mdsaifulislam5891
    @mdsaifulislam5891 5 лет назад +1

    Awesome sir. Thank you

    • @bkrai
      @bkrai  5 лет назад +1

      Thanks!

  • @MrIRBee
    @MrIRBee 7 лет назад +2

    Thanks, really useful. Great package.

  • @merumomo
    @merumomo 7 лет назад

    Can you show me plotting moving average as well as time series plot?

  • @poojachaudhary4156
    @poojachaudhary4156 7 лет назад

    Hello sir
    How can I can get accuracy parameter like AIC ,BIC etc when I have some test data and foretasted data from prophet model ?
    Thanks

    • @bkrai
      @bkrai  7 лет назад +1

      You can refer to the package documentation for more details: cran.r-project.org/web/packages/prophet/prophet.pdf
      If the package doesn't provide AIC, BIC, etc., you may have to do it based on output obtained.

    • @poojachaudhary4156
      @poojachaudhary4156 7 лет назад

      Thank you for your reply sir , but can you please tell me that how can I get AIC (or other accuracy parameter ) by test (y) and foretasted (y hat) ?
      As for every model we have to compare that How this model is better than any other model (Like Holt-winter , ARIMA, Prophet )
      What will be the comparison key here ?

  • @owl571
    @owl571 6 лет назад +1

    Awesome, thanks for sharing.

    • @bkrai
      @bkrai  6 лет назад

      Thanks for feedback!

  • @tungstonhill928
    @tungstonhill928 6 лет назад

    How do you do it with a date on the y axis

    • @bkrai
      @bkrai  6 лет назад

      If you are doing time series plot. I would suggest keep time on x-axis. But if you are just looking to plot a x-axis variable on y-axis, try this link:
      ruclips.net/video/niB5A8qa88I/видео.html

  • @suduzz
    @suduzz 3 года назад +1

    Great video

    • @bkrai
      @bkrai  3 года назад

      Thanks for comments!

  • @ronsingh19
    @ronsingh19 7 лет назад +2

    Good explanation!

  • @akshayaraghunandhan639
    @akshayaraghunandhan639 5 лет назад +1

    can you send me the dataset and r-code as well.

    • @bkrai
      @bkrai  5 лет назад +1

      I'm not able to locate r file, but for data some students informed me wikipediatrend is not working and suggested this:
      install.packages("pageviews") library(pageviews) data

    • @bkrai
      @bkrai  5 лет назад +1

      You can also try:
      Page View R code: data

  • @soumenchatterjee9774
    @soumenchatterjee9774 3 года назад +1

    Can you kindly share the code file ?

    • @bkrai
      @bkrai  3 года назад

      You can use the link below this video:
      ruclips.net/video/yGLK1VthM2M/видео.html

  • @krishnamishra8598
    @krishnamishra8598 5 лет назад +1

    Sir please make video on ARIMA model

    • @bkrai
      @bkrai  5 лет назад

      Thanks, I've added it to my list.

  • @machinelearningzone.6230
    @machinelearningzone.6230 5 лет назад +1

    Thanks for the video,an informative introduction to the 'Prophet' package.It would be helpful if your code is available.

    • @bkrai
      @bkrai  5 лет назад

      I did this two years back and unfortunately cannot locate the code that I used.

  • @vivekdixit1045
    @vivekdixit1045 4 года назад +1

    Thanks Sir 👍

    • @bkrai
      @bkrai  4 года назад +1

      Welcome!

  • @nickdodson9370
    @nickdodson9370 6 лет назад +4

    Page View R code: data

  • @merumomo
    @merumomo 7 лет назад +2

    Liked this video!

  • @DocworldAcademy
    @DocworldAcademy 7 лет назад +2

    Thanks for this video

  • @amplewarrior1923
    @amplewarrior1923 4 года назад +1

    I was already stuck on line 13 when I mistook the q for a g

    • @bkrai
      @bkrai  4 года назад

      Hope you resolved it.

  • @netmarketer77
    @netmarketer77 6 лет назад

    Thanks Bharat for all useful videos.
    Can I ask a question? In a dataset:
    www.stat.ufl.edu/~winner/data/clotthes_expend.csv
    How can i find the estimated order for AR and MA? Any one can help?
    Thanks.

  • @sandeepmane8694
    @sandeepmane8694 4 года назад +1

    Because without data we can't get out put properly

    • @bkrai
      @bkrai  4 года назад

      Not sure what you are looking for.

  • @bensonadesida7404
    @bensonadesida7404 7 лет назад

    Please am getting this when i run wp_trend
    rror in curl::curl_fetch_memory(url, handle = handle) :
    Timeout was reached
    In addition: Warning message:
    In value[[3L]](cond) : [wp_jsons_to_df()]
    Could not extract data from server response. Data for one month will be missing.
    stats.grok.se/json/en/201406/Tom_Brady
    data from server was: Error in curl::curl_fetch_memory(url, handle = handle) :
    Timeout was reac

    • @AdrianHeinUY
      @AdrianHeinUY 7 лет назад

      I have the same issue, trying to access stats.grok.se/json/en/201301/Tom_Brady

    • @AdrianHeinUY
      @AdrianHeinUY 7 лет назад

      according to en.wikipedia.org/wiki/Wikipedia:Pageview_statistics the site stats.grok.se is down and the new pageview analysis site contains only data back to July 1, 2015

    • @nishitgarg2899
      @nishitgarg2899 7 лет назад

      getting the same error

  • @dheepakg3633
    @dheepakg3633 2 года назад +1

    Amazing

    • @bkrai
      @bkrai  2 года назад

      Thanks!

  • @srinirao7725
    @srinirao7725 4 года назад +1

    Thank you

    • @bkrai
      @bkrai  4 года назад

      You're welcome!

  • @ashishjain6119
    @ashishjain6119 7 лет назад +2

    too fast..but good insight in 12 minutes

  • @DnyaneshwarPanchaldsp
    @DnyaneshwarPanchaldsp 4 года назад +1

    💐💐👌👌

    • @bkrai
      @bkrai  4 года назад

      Thanks!

  • @sparkyarch
    @sparkyarch 6 лет назад +1

    install.packages("wikipediatrend")

  • @harshithreddy2462
    @harshithreddy2462 6 лет назад

    Hello sir, how to create a TIME-SERIES of hourly data?
    (ex from 25-12-2012 00:00 to 31-12-2012 09:00) please help me out

  • @anandparwatikar1176
    @anandparwatikar1176 5 лет назад

    Sir, i have month;y data. How to use this package for monthly data ? and get monthly predictions?

  • @ailu53
    @ailu53 5 лет назад +1

    Hello sir,
    How can we prove our model accuracy (from prophet library).
    Please help me in this issue.
    Thank you.

    • @bkrai
      @bkrai  5 лет назад

      You can find RMSE or R-Square values to assess model performance.