title: Forecasting inverted time series using Prophet
body: <p>I am working on a time series problem by making use of Facebook prophet. Prophet surpassed performance compared to other state of the art models as well some deep learning approaches.</p>
  <p>I am stuck on a problem where I am trying to train a Prophet model on an inverted time series. Some will wonder why and what's the use case, let's say I am covered by NDA at the moment, so can't speak. Building a Prophet model on forward time series is simple but my question is, can one train it on inverted series to forecast past? Has someone ever tried something like this.</p>
  <p>Let's say I have two series.</p>
  <p>Series 1:</p>
  <pre><code>ds.             y
  2018-01-01.    100
  2018-01-02.    200
  2018-01-03.    80
  ...            ...
  2018-01-31.    100
  </code></pre>
  <p>Series 2:</p>
  <pre><code>ds.             y
  2018-02-28.    150
  2018-02-27.    125
  2018-02-26.    180
  ...            ...
  2018-02-01.    170
  </code></pre>
  <p>For <code>series 1</code>, the time is moving in forward direction, hence, that's good for traditional method. But for <code>series 2</code>, we know that the time is moving in opposite direction. Is there a way where I could train a model to learn the opposite trend and seasonality using FB-Prophet?</p>
  <p>I have been reading how can something like this be implemented using Bi-Directional RNNs? But that did not make much sense because in BRNNs both the direction is in the same series</p>