[em500]

Yup, as per my other comment (https://news.ycombinator.com/context?id=33448802), fbprophet is largely tuned for a few years of somewhat regular business data sampled daily (e.g. sales per day). Outside its comfort zone (e.g. if you have monthly, or hourly/minutely data, or step changes / level shifts) it can fall apart pretty quickly. But its comfort zone happens to be very popular in business settings.

To be fair, it's pretty hard to create generic models that are can robustly handle any random time series.

[NeutralForest]

Fair enough, when I was working with monthly sales, it was pretty bad.