Yearly seasonality with only 12 monthly points leads to different results due to version dependencies
Summary Yearly seasonality with only 12 monthly data points leads to under-identified models in Prophet, causing version-dependent results. Different versions of Prophet and cmdstanpy converge to varying trend-seasonality decompositions, resulting in unstable forecasts. No warning or safeguard exists for this scenario, posing risks in production. Root Cause Under-identification: 12 monthly points (one annual cycle) are … Read more