Using Prophet Package to Predict By Group in Dataframe in R

Question

I am using the new package released from Facebook called Prophet. It does time series predictions and I want to apply this function By Group.

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Answer 1

I was looking for a solution for the same problem. I came up with the following code, which is a bit simpler than the accepted answer.

library(tidyr)
library(dplyr)
library(prophet)

data = df %>%  
       group_by(group) %>%
       do(predict(prophet(.), make_future_dataframe(prophet(.), periods = 7))) %>%
       select(ds, group, yhat)

And here are the predicted values

data %>% group_by(group) %>% 
         top_n(7, ds)

# A tibble: 14 x 3
# Groups:   group [2]
           ds  group     yhat
            
 1 2016-12-01      A 316.9709
 2 2016-12-02      A 258.2153
 3 2016-12-03      A 196.6835
 4 2016-12-04      A 346.2338
 5 2016-12-05      A 208.9083
 6 2016-12-06      A 216.5847
 7 2016-12-07      A 206.3642
 8 2016-12-01      B 230.0424
 9 2016-12-02      B 268.5359
10 2016-12-03      B 190.2903
11 2016-12-04      B 312.9019
12 2016-12-05      B 266.5584
13 2016-12-06      B 189.3556
14 2016-12-07      B 168.9791