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Thanks for noticing this! It makes sense that we'd want predictions for missing y dates in the history. More than happy to review a PR if you have time to raise a bug fix, otherwise I'll try get to it in the next couple of weeks.
I have noticed that the changes made to this line may introduce unwanted behavior in the future dataframe:
prophet/python/prophet/forecaster.py
Line 1133 in c00f6a2
This will make
make_future_dataframe()
ignore the dates with NaN values in the history, consideringin the versions prior to 1.1.5 (for reference):
Notice that the dataframe
df['ds'].unique()
is used instead of the not nullhistory['ds'].unique()
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