Predictions Using Prophet

Predictions are then made on a DataFrame with a column "ds" containing the dates for which a prediction is to be made. You can get a suitable DataFrame that extends a specified number of days into the future using the helper method Prophet.make_future_dataframe(). By default, it will also include the dates from the history, so we will see the model fit as well.

The predict() method will assign each row in the 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 and columns for components and uncertainty intervals.