On the law of similarity or how 10,000-year-old wisdom can outperform today's most adopted forecasting algorithms

• statsforecast

  58 3,540 8.9 Python

  Lightning ⚡️ fast forecasting with statistical and econometric models.

  

In other experiments, we have shown that: - AutoETS is 32% more accurate and 104x faster than NeuralProphet: https://github.com/Nixtla/statsforecast/tree/main/experiments/neuralprophet - AutoARIMA is 17% more accurate and 37x faster than Prophet: https://github.com/Nixtla/statsforecast/tree/main/experiments/arima_prophet_adapter -  MSTL is 26% more accurate than Prophet and 2 times faster. - MSTL is 24% more accurate than NeuralProphet and 11 times faster: https://github.com/Nixtla/statsforecast/tree/main/experiments/mstl - In the M5 competition, AutoETS is 11% more accurate and 2 times faster than Prophet: https://nixtla.github.io/statsforecast/examples/prophet_spark_m5.html

• InfluxDB

  www.influxdata.com sponsored

  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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