![]() ![]() If you have a suggestion for a package or technique that should be included, please file an issue or, even better, add aĪ guide for contributors and a long list of popular time-series packages. With with a grain of salt, since many packages don't intend completely autonomous use and some are aimed at longer term seasonal forecasts. Statsmodels TSA, Flux, PmdArima, Uber Orbit and more. These draw an important part of their functionality (if not all) from other packages such as Facebook Prophet, Utilized here can be called the same way using the TimeMachines Python package. There is some motivation in the blog post Fast Python Time-Series Forecasting. Residual leaderboards use so-called z-streams (as explained in An Introduction to Z-Streams). The table named univariate-k_002 refers to 2-step ahead prediction,Īnd so forth. The Elo Ratings in this table are produced transparently in the repo timeseries-elo-ratings andīased on k-step ahead prediction duels using live time series data. Accuracy and Speed of Some Short Term Automated Time-Series Forecasting Approaches (Python Packages only) ![]()
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