Facebook先知中的'yhat'、'yhat_lower'、'yhat_upper'是什么?

What is 'yhat', 'yhat_lower', 'yhat_upper' in Facebook prophet?

我正在用 facebook prophet 解决一个时间序列问题,我无法理解其中的内容 'trend','yhat_lower','yhat_upper','trend_lower','trend_upper','additive_terms','additive_terms_lower','additive_terms_upper','multiplicative_terms','multiplicative_terms_lower','multiplicative_terms_upper' 在预测之后。

谢谢

来自 Quick Start:

The predict method will assign each row in future a predicted value which it names yhat. If you pass in historical dates, it will provide an in-sample fit. The forecast object here is a new dataframe that includes a column yhat with the forecast, as well as columns for components and uncertainty intervals.

因此

  • yhat:预测
  • yhat_loweryhat_upper:不确定区间