# Prophet Model for M5 Demand Forecasting ## Overview Prophet (Facebook's forecasting library) trained on aggregated daily M5 sales data. ## Model Details - **Architecture**: Additive model with trend, weekly/yearly seasonality, and event effects - **Training Data**: 1,913 days of aggregated daily sales (2011-01-29 to 2016-04-24) - **Test Period**: 28 days (2016-04-25 to 2016-05-22) ## Performance | Metric | Value | |--------|-------| | RMSE | 4,860.67 | | MAE | 4,038.73 | | MAPE | 8.73% | ## Key Features - Piecewise linear growth trend - Weekly seasonality (captures day-of-week patterns) - Yearly seasonality (captures seasonal trends) - 154 holiday/event effects - 95% prediction intervals ## Usage ```python import pickle import pandas as pd with open('model.pkl', 'rb') as f: model = pickle.load(f) future = model.make_future_dataframe(periods=28, freq='D') forecast = model.predict(future) ``` ## Notes - Prophet naturally handles missing values and structural breaks - The model captures strong weekly patterns (weekend vs weekday sales) - Lower performance than SARIMAX but faster to train