title: Optimising the interval width parameter of prophet for anomaly detection
body: <p>I'm using <strong>Facebook prophet</strong> for the <strong>anomaly detection</strong> task.</p>
  <p>Optimization of the general hyper-parameters of a prophet will get us to make the predictions better(yhat), but anomalies in the prophet are decided/captured based on if the value(Y) lies outside the interval width.</p>
  <p><strong>Questions:</strong></p>
  <ol>
  <li>For anomaly detection, <strong>interval_width</strong> parameter is extremely important, and I doubt how it's gonna help me predict the contextual anomalies or anomalies based on seasonality, trends and shifts?</li>
  <li>To optimize the parameter <strong>MCMC samples</strong>, should I use a <strong>maximum of posterior estimation</strong> or a <strong>full Bayesian interference</strong> with a specified number of Markov chain Monte Carlo samples to train and predict?</li>
  </ol>
  <p>I'm also attaching a fragment of the graph plotted for detecting anomalies using prophet.<br />
  Any help and guidance in this direction will be extremely-extremely helpful, looking forward to a constructive and helpful discussion. Thanks.
  <a href="https://i.stack.imgur.com/PI3F4.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/PI3F4.png" alt="enter image description here" /></a></p>