Ritchie Vink: Build Facebook's Prophet in PyMC3 | PyData Amsterdam 2019

Facebook has an excellent open source time series analysis tool called Prophet (for example to predict event attendance). Here they use Bayesian modeling to infer various seasonal patterns combined with unpredictable changepoints and wrap them in a Generalized Additional Model. This talk focusses on bolts and nuts of this algorithm and shows how you can implement their model with PymC3.
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PyData is an educational program of NumFOCUS, a 501(c)3 non-profit organization in the United States. PyData provides a forum for the international community of users and developers of data analysis tools to share ideas and learn from each other. The global PyData network promotes discussion of best practices, new approaches, and emerging technologies for data management, processing, analytics, and visualization. PyData communities approach data science using many languages, including (but not limited to) Python, Julia, and R.
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