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Use Prophet for Pre-whitening

Open carlosg-m opened this issue 1 year ago • 0 comments

Is there a way to use Prophet for timeseries pre-whitening? As described in https://online.stat.psu.edu/stat510/lesson/9/9.1

The point is to calculate a "robust" and "noiseless" cross-correlation between two timeseries for lag selection to use with other methods.

carlosg-m avatar Oct 02 '23 13:10 carlosg-m