Jan 20, 2022
unfortunately you have completely missed the point, I am not benchmarking point forecasts by facebook prophet plenty of benchmarks were already done on that.
I am benchmarking prophet’s performance as probabilistic prediction model to demonstrate it produces poorly calibrated forecasts.
you can learn how to evaluate probabilistic forecasts here
https://valeman.medium.com/how-to-evaluate-probabilistic-forecasts-ace8b7ad3491