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#37 Prophet, Time Series & Causal Inference, with Sean Taylor

Learning Bayesian Statistics

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Is It Possible to Predict Multiple Time Series in a Sequence?

The most requested feature is probably being able to simultaneously forecast multiple time series that are related in some way, like hierarchical. I'm sort of still bit dubious that profit is the right model for pooling information across related time series. Another one that comes up fairly regularly is adding some sort of like time serious process on top of the residuals from profit. And i think if i could do it all over again, we'd probably redesign the inter face for creating models to be a litte bit more composable.

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