arXiv:2601.05929cs.LG2026-01被引 1

Prophet让预测结果可复现,适合金融零售场景的透明建模。

Prophet as a Reproducible Forecasting Framework: A Methodological Guide for Business and Financial Analytics

  • 用加法结构和标准化流程提升预测可重复性
  • 在金融与零售数据上表现优于手动调参ARIMA和随机森林
  • 提供完整Python示例,适合需要审计的业务分析

可复现性仍是商业与金融预测研究中的核心挑战,尤其在高风险决策背景下。传统方法虽解释性强,但需大量人工调参,难在专有环境中复现;机器学习模型虽灵活,却存在可解释性差、训练过程随机、跨环境复现困难等问题。本文以Meta开发的开源框架Prophet为对象,评估其在平衡可解释性、标准工作流与可访问性方面的优势。不同于提出新算法,本研究聚焦Prophet的加法结构、开源实现与标准化流程如何推动透明、可复现的预测实践。基于公开的金融与零售数据集,采用受控且完全文档化的实验设计,对比Prophet与多种ARIMA变体(自动选择、手动设定、季节性)及随机森林的性能与可解释性。结果表明,Prophet在多数场景下具备竞争力,同时显著提升可复现性。通过具体Python代码示例,展示了其高效集成到分析流水线的能力。研究强调Prophet作为可复现研究的方法学基础,在验证、审计与方法严谨性方面的重要作用,为基于Python的研究与实践提供可落地的参考框架。

原文摘要 · Abstract (English)

Reproducibility remains a persistent challenge in forecasting research and practice, particularly in business and financial analytics, where forecasts inform high-stakes decisions. Traditional forecasting methods, while theoretically interpretable, often require extensive manual tuning and are difficult to replicate in proprietary environments. Machine learning approaches offer predictive flexibility but introduce challenges related to interpretability, stochastic training procedures, and cross-environment reproducibility. This paper examines Prophet, an open-source forecasting framework developed by Meta, as a reproducibility-enabling solution that balances interpretability, standardized workflows, and accessibility. Rather than proposing a new algorithm, this study evaluates how Prophet's additive structure, open-source implementation, and standardized workflow contribute to transparent and replicable forecasting practice. Using publicly available financial and retail datasets, we compare the performance and interpretability of Prophet with multiple ARIMA specifications (auto-selected, manually specified, and seasonal variants) and Random Forest, under a controlled and fully documented experimental design. This multi-model comparison provides a robust assessment of Prophet's relative performance and reproducibility advantages. Through concrete Python examples, we demonstrate how Prophet facilitates efficient forecasting workflows and integration with analytical pipelines. The study positions Prophet within the broader context of reproducible research. It highlights Prophet's role as a methodological building block that supports verification, auditability, and methodological rigor. This work provides researchers and practitioners with a practical reference framework for reproducible forecasting in Python-based research workflows.

时间序列可复现性Prophet金融预测

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