我正在使用FB Prophet进行时间序列预测。我添加了两个特征——折扣和促销,并加入了节假日效应。模型拟合得很好。但我想获得特征重要性,以检查这两个特征的贡献有多大。似乎FB Prophet没有像其他机器学习模型“model.feature_importances_”那样的特征重要性函数。
在FB Prophet中,我可以获得“forecast”数据框,其中包含: 趋势 yhat_lower yhat_upper trend_lower trend_upper discount_x discount_lower discount_upper extra_regressors_multiplicative extra_regressors_multiplicative_lower extra_regressors_multiplicative_upper holidays holidays_lower holidays_upper multiplicative_terms multiplicative_terms_lower multiplicative_terms_upper promotion_x promotion_lower promotion_upper promotion_Day promotion_Day_lower promotion_Day_upper weekly weekly_lower weekly_upper additive_terms additive_terms_lower additive_terms_upper yhat y
在这种情况下,我如何分析特征重要性?
在FB Prophet中,我可以获得“forecast”数据框,其中包含: 趋势 yhat_lower yhat_upper trend_lower trend_upper discount_x discount_lower discount_upper extra_regressors_multiplicative extra_regressors_multiplicative_lower extra_regressors_multiplicative_upper holidays holidays_lower holidays_upper multiplicative_terms multiplicative_terms_lower multiplicative_terms_upper promotion_x promotion_lower promotion_upper promotion_Day promotion_Day_lower promotion_Day_upper weekly weekly_lower weekly_upper additive_terms additive_terms_lower additive_terms_upper yhat y
在这种情况下,我如何分析特征重要性?