A Transfer Learning Scheme for Time Series Forecasting Using Facebook Prophet

Menuka Warushavithana, Saptashwa Mitra, Mazdak Arabi, F. Jay Breidt, Sangmi Lee Pallickara, Shrideep Pallickara

Abstract: We describe our methodology to support time-series forecasts over spatial datasets using the Prophet library. Our approach underpinned by our transfer learning scheme ensures that model instances capture subtle regional variations and converge faster while using fewer resources. Our benchmarks demonstrate the suitability of our methodology.