[P] Fastest and most accurate version of the Exponential Smoothing (ETS) Algorithm for Python

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  • statsforecast

    Lightning ⚡️ fast forecasting with statistical and econometric models.

  • hts

    Hierarchical and Grouped Time Series

  • sadly a lot of statistics research is done with R and is unavailable with Python, hopefully this kind of work will also motivate new libraries for Python. I am particularly interested in hierarchical forecasting. Are there Python alternatives to the hts library?(https://github.com/earowang/hts)

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  • hierarchicalforecast

    Probabilistic Hierarchical forecasting 👑 with statistical and econometric methods.

  • We have a Python library specialized in hierarchical reconciliation. The methods are based on the `hts` library you mentioned: https://github.com/Nixtla/hierarchicalforecast

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