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[Feature request] Allow specifying `changepoint_ds_lower` and `changepoint_ds_upper`

Open tcuongd opened this issue 4 years ago • 2 comments

Do we think it would be useful to allow end users to specify the changepoint range in terms of the dates of the data, rather than the percentage of history (the existing changepoint_range)?

I think the default value of changepoint_range can have a huge impact on the forecast (e.g. when the time series shows recent growth), but goes largely unnoticed (e.g. as we collect more historical data, the first 80% of history becomes less relevant). Setting a percentage seems a bit more confusing compared to setting specific dates.

We would add these arguments directly to the Prophet.__init__ method, and make the required changes to Prophet.set_changepoints(). I understand that the __init__ method is already super bloated as is though, so keen to know if people think the added convenience of this feature is worth it.

tcuongd avatar Aug 07 '21 15:08 tcuongd

Hey @tcuongd, this issue seems unresolved. I’d love to work on it — is it still relevant?

krikera avatar Jun 03 '25 13:06 krikera

Feel free to, although as the original post says, the init method is already quite bloated. What do you think about letting changepoint_range be float | tuple[datetime.datetime, datetime.datetime] ? Seems like a cleaner way to provide this functionality. Would need some documentation updates too.

tcuongd avatar Jun 15 '25 06:06 tcuongd