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Facebook Prophet

Market & alternative data★ 20,434 GitHub starsPython⏱ Last commit 6 days ago

Additive time series forecasting with automatic seasonality handling

What it is

An open-source forecasting procedure from Facebook's Core Data Science team that fits additive models with non-linear trends, yearly, weekly, and daily seasonality, and holiday effects. It is designed for time series with strong seasonal effects and multiple seasons of history, and is robust to missing data, trend shifts, and outliers. Quants who need quick baseline forecasts for seasonal data will find it approachable. The project is now in maintenance mode, accepting only bug fixes, dependency updates, and R parity changes, with no new features planned.

At a glance

Worth watchingOur rating, based on popularity, maintenance and how ready it is for real use.

Best forProfessional quants
Used forData analysis, Strategy research
MarketsMulti-market
StackPython
Learning curveEasy to start
Practical valueMedium practical value
CostFree and open source
HardwareNo GPU needed
MaintenanceLast commit 6 days ago

GitHub stars, last 30 days

Daily snapshots since 2026-09-12 (up to 30 days): +38 over the period, now 20,434. Gaps mean no snapshot was taken that day.

In the author's words

Tool for producing high quality forecasts for time series data that has multiple seasonality with linear or non-linear growth.

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