Time Series Forecasting with Facebook Prophet in Python
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Time Series Forecasting with Facebook Prophet in Python
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What you'll learn
Gain expertise in forecasting with Facebook Prophet using Python.
Learn how to prepare time series data for Prophet and implement forecasting models.
Understand how to use Prophet's advanced features, including holidays and regressors.
Master model evaluation techniques like cross-validation and changepoint detection.
Details to know
4 assignments
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There are 3 modules in this course
Updated in May 2025.
This course now features Coursera Coach! A smarter way to learn with interactive, real-time conversations that help you test your knowledge, challenge assumptions, and deepen your understanding as you progress through the course. This course will help you master time series forecasting using Facebook Prophet in Python. You'll learn how to leverage this powerful tool for accurate predictions and data analysis. By the end of this course, you will be proficient in working with time series data, performing forecasting, and analyzing results to make informed decisions. The course starts by introducing you to the basics of time series and the importance of forecasting metrics. Youβll get familiar with key concepts like naive forecasting, baselines, and walk-forward validation, which are critical for building robust forecasting models. Understanding these fundamentals will set the stage for the more advanced techniques youβll explore later in the course. As you move forward, youβll dive into Facebook Prophet, learning its key functionalities. You'll explore how to prepare data for Prophet, fit models, and create forecasts. The course covers essential concepts like adding holidays, using exogenous regressors, and performing cross-validation. Youβll also learn how to detect changepoints and handle specific challenges like multiplicative seasonality, outliers, and non-daily data. This course is perfect for data analysts, scientists, and anyone looking to enhance their forecasting skills using Python. Itβs ideal for those with some background in Python and statistics, and is suited for both beginners and intermediate learners interested in time series forecasting.
In this module, we will introduce Facebook Prophet and outline the learning objectives of the course. You will also gain an understanding of the course approach and the key components that will be covered throughout.
What's included
2 videos
2 videosβ’Total 7 minutes
- Introductionβ’3 minutes
- Outlineβ’3 minutes
In this module, we will introduce the fundamentals of time series and explore key concepts like forecasting metrics, baselines, and walk-forward validation. This section will help build the foundation for understanding how time series forecasting works.
What's included
5 videos1 assignment
5 videosβ’Total 37 minutes
- Time Series Basics Section Introductionβ’6 minutes
- Forecasting Metricsβ’11 minutes
- The Naive Forecast and the Importance of Baselinesβ’9 minutes
- Walk-Forward Validationβ’8 minutes
- Suggestion Boxβ’3 minutes
1 assignmentβ’Total 15 minutes
- Time Series Basics - Assessmentβ’15 minutes
In this module, we will dive into Facebook Prophet, exploring its functionality through practical coding sessions. You will learn how to prepare data, fit models, handle holidays and regressors, and perform advanced tasks like changepoint detection and seasonality adjustments.
What's included
10 videos3 assignments
10 videosβ’Total 87 minutes
- How Does Prophet Work?β’9 minutes
- Prophet: Code Preparationβ’13 minutes
- Prophet in Code: Data Preparationβ’9 minutes
- Prophet in Code: Fit, Forecast, Plotβ’9 minutes
- Prophet in Code: Holidays and Exogenous Regressorsβ’10 minutes
- Prophet in Code: Cross-Validationβ’6 minutes
- Prophet in Code: Changepoint Detectionβ’4 minutes
- Prophet: Multiplicative Seasonality, Outliers, Non-Daily Dataβ’10 minutes
- (The Dangers of) Prophet for Stock Price Predictionβ’13 minutes
- Prophet Section Summaryβ’4 minutes
3 assignmentsβ’Total 90 minutes
- Facebook Prophet - Assessmentβ’15 minutes
- Full Course Assessmentβ’60 minutes
- Full Course Practice Assessmentβ’15 minutes
Instructor
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- Status: Free Trial
- Status: Preview
- Status: Free TrialU
University of Pennsylvania
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Frequently asked questions
Yes, you can preview the first video and view the syllabus before you enroll. You must purchase the course to access content not included in the preview.
If you decide to enroll in the course before the session start date, you will have access to all of the lecture videos and readings for the course. Youβll be able to submit assignments once the session starts.
Once you enroll and your session begins, you will have access to all videos and other resources, including reading items and the course discussion forum. Youβll be able to view and submit practice assessments, and complete required graded assignments to earn a grade and a Course Certificate.
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