Generating long-term forecasts including prophet and temporal aggregation (thief)
问题 I just started to use {fable} and the {tidyverts} family of tools and so far it's going quite well. I'm currently interested in producing long term probabilistic forecasts from daily data (with a monthly or quarterly resolution being fine or preferred). My understanding is, that temporal aggregation could help reduce model uncertainty and also propagate known daily influences (especially holiday effects) to the e.g. quarterly level and improve accuracy that way. For the daily data I plan on