Multivariate Time Series Forecasting with Seasonality and Holiday Effect Using Prophet in Python
Published in
13 min readMay 25, 2022
How the time series model performance is impacted by seasonalities, holidays, special events, and additional features
Do you want to build a time series model that incorporates seasonalities, holidays, special events, and other features? In this tutorial, we will talk about how to achieve this using Facebook Prophet in Python. After the tutorial, you will learn:
- How to include seasonalities in time series prediction?
- How to add standard holidays of a country?
- How to add special events such as Super Bowl?
- How to add additional predictors?
- How the time series model performance is impacted by seasonalities, holidays, special events, and additional features?
Resources for this post:
- Video tutorial for this post on YouTube
- Python code is at the end of the post. Click here for the notebook.
- More video tutorials on time-series forecasting
- More blog posts on time-series forecasting
Let’s get started!
