Neural Prophet: Bridging the Gap Between Accuracy and Interpretability

Time series forecasting has always been a bit of a pain for machine learning. Everyone always wants to know what the future holds, and they say data is the key to all the answers, so asking “can a model tell me what happens next?” is not an illogical question to ask. Unfortunately, that question is significantly more difficult to answer than “is this a picture of a cat or a dog?”. While computer vision is no joke, the difficulty in time series forecasting isn’t just a statistical or computational problem, but a human problem.

In all of machine learning there…