[D] Fool me once, shame on you; fool me twice, shame on me: Exponential Smoothing vs. Facebook's Neural-Prophet.

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  • statsforecast

    Lightning ⚡️ fast forecasting with statistical and econometric models.

  • Our comparison covers Tourism, M3, M4, ERCOT, and ETTm2 datasets, following the authors' recommended hyperparameter and network configuration settings. Despite Neural-Prophet's outstanding success over its unreliable predecessor, its errors are still 30 percent larger than ETS' while doubling its computation time.

  • darts

    A python library for user-friendly forecasting and anomaly detection on time series.

  • There is also a version of N-BEATS in Darts (https://github.com/unit8co/darts) that extends the original N-BEATS by * Accepting exogenous covariate time series * Being able to produce probabilistic forecasts * Working on multivariate time series (all of this out of the box, fit() / predict() style) :D

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

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