Prophet
statsforecast
Prophet | statsforecast | |
---|---|---|
221 | 58 | |
17,767 | 3,565 | |
0.5% | 2.7% | |
6.2 | 8.9 | |
about 24 hours ago | 6 days ago | |
Python | Python | |
MIT License | Apache License 2.0 |
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Prophet
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Moirai: A Time Series Foundation Model for Universal Forecasting
https://facebook.github.io/prophet/
"Prophet is a procedure for forecasting time series data based on an additive model where non-linear trends are fit with yearly, weekly, and daily seasonality, plus holiday effects. It works best with time series that have strong seasonal effects and several seasons of historical data. Prophet is robust to missing data and shifts in the trend, and typically handles outliers well."
- prophet: NEW Data - star count:17116.0
- prophet: NEW Data - star count:17082.0
- Facebook Prophet: library for generating forecasts from any time series data
- prophet: NEW Data - star count:16196.0
- prophet: NEW Data - star count:15889.0
statsforecast
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TimeGPT-1
I can't find the TimeGPT-1 model.
LICENSE Apache-2
https://github.com/Nixtla/statsforecast/blob/main/LICENSE
Mentions ARIMA, ETS, CES, and Theta modeling
- Facebook Prophet: library for generating forecasts from any time series data
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Sales forecast for next two years
If you only have historical data: StatsForecast
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Time series and cross validation
I also recommend you check Nixtla's libraries, in particular StatsForecast and HierarchicalForecast. They offer a wide selection of forecasting models, and can work with multiple time series. Given that you're working with many products in a warehouse, I think the hierarchical forecast can be very useful, especially for the short time series (the ones that don't seem to have enough time stamps).
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Demand Planning
If you are mostly worried about time and use python you could try out Nixtla's statsforecast as it is very snappy. https://github.com/Nixtla/statsforecast
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Statistical vs Machine Learning vs Deep Learning Modeling for Time Series Forecasting
I was researching about using deep learning for time series forecasting applications when I came across two experiments by the Nixtla team. They showed that their traditional statistical ensemble (comprised of AutoARIMA, ETS, CES, and DynamicOptimizedTheta) beat a bunch of deep learning models (link) and also the AWS forecast API (link).
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Recommendations for books on working with time series/forecasting problems?
- https://nixtla.github.io/statsforecast/
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XGBoost for time series
Leaving these two repos here for anyone interested in trying decision tree regression or statistical forecasting baselines: - https://nixtla.github.io/mlforecast/ - https://github.com/Nixtla/statsforecast
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[Discussion] Amazon's AutoML vs. open source statistical methods
In this reproducible experiment, we compare Amazon Forecast and StatsForecast a python open-source library for statistical methods.
- Statistical methods outperform Amazon’s ML Forecast
What are some alternatives?
tensorflow - An Open Source Machine Learning Framework for Everyone
darts - A python library for user-friendly forecasting and anomaly detection on time series.
mlforecast - Scalable machine 🤖 learning for time series forecasting.
scikit-learn - scikit-learn: machine learning in Python
neuralforecast - Scalable and user friendly neural :brain: forecasting algorithms.
xgboost - Scalable, Portable and Distributed Gradient Boosting (GBDT, GBRT or GBM) Library, for Python, R, Java, Scala, C++ and more. Runs on single machine, Hadoop, Spark, Dask, Flink and DataFlow
nixtla - Python SDK for TimeGPT, a foundational time series model
greykite - A flexible, intuitive and fast forecasting library
tsai - Time series Timeseries Deep Learning Machine Learning Pytorch fastai | State-of-the-art Deep Learning library for Time Series and Sequences in Pytorch / fastai
MLflow - Open source platform for the machine learning lifecycle
fable - Tidy time series forecasting