Documentation: How to interpret Auto Regression Parameter Plot

[winnieshen96]

Is your feature request related to a problem? Please describe.

Since compared to the original prophet library, there is now auto regression in neural prophet, so when plotting components of the model, there is auto regression plot. I find it difficult to understand what the auto regression plot means and how to interpret it as a business user. What is the y axis and how does the model compute the values?

Describe the solution you'd like

A documentation that gives examples with interpretation of the auto regression plot.

Describe alternatives you've considered

I tried to look through the entire plot_forecaster.py and forecaster.py to look for answers but soon it touches the different Nets calculation where it's harder to follow.

[ourownstory]

Thank You @winnieshen96 for bringing this to our attention. I think this is a great suggestion.

We could address this by adding documentation:

• docstring in plot_parameters: explain meaning of each type of model parameter plot.
• tutorial giving an overview over the plot_parameters plots and their meaning.

[ourownstory]

@winnieshen96
This may not answer your question directly, but maybe this notebook can help:
https://github.com/ourownstory/neural_prophet/blob/main/tutorials/feature-use/autoregression_yosemite_temps.ipynb

some further resources:

• https://en.wikipedia.org/wiki/Autoregressive_model
• https://arxiv.org/abs/1911.12436 (section 3.2)
• https://arxiv.org/abs/2111.15397 (section 2.1.3)