Our great sponsors
-
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.
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.
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
Related posts
- Darts: Python lib for forecasting and anomaly detection on time series
- [D] Doubts on the implementation of LSTMs for timeseries prediction (like including weather forecasts)
- Facebook Prophet: library for generating forecasts from any time series data
- Sales forecast for next two years
- Aeon: A unified framework for machine learning with time series