Facebook Prophet Gold price prediction

run_predict.py

import pandas as pd
from fbprophet import Prophet
import sys
import matplotlib.pyplot as plt
from fbprophet.diagnostics import cross_validation
from fbprophet.diagnostics import performance_metrics
from fbprophet.plot import plot_cross_validation_metric



plt.style.use('fivethirtyeight')

df = pd.read_csv('gold.csv')
df = df[['ds','USD (AM)']].rename(columns={"USD (AM)": "y"})
m = Prophet(daily_seasonality=False, interval_width=0.95)
m.fit(df)
future = m.make_future_dataframe(periods=365)
forecast = m.predict(future)

fig1 = m.plot(forecast)
plt.xlabel("Date")
plt.ylabel("Gold Price")
plt.show()

fig2 = m.plot_components(forecast)
plt.show()

df_cv = cross_validation(m, initial='730 days', period='180 days', horizon = '365 days')
df_cv.head()

df_p = performance_metrics(df_cv)
df_p.head()
fig = plot_cross_validation_metric(df_cv, metric='rmse')
plt.show()