Good read, explains a lot. For time series in the past I’ve used Bayesian structural time series with good results. Good article comparing ARIMA to bsts here:

Good read, explains a lot. For time series in the past I’ve used Bayesian structural time series with good results. Good article comparing ARIMA to bsts here: https://multithreaded.stitchfix.com/blog/2016/04/21/forget-arima/ https://multithreaded.stitchfix.com/blog/2016/04/21/forget-a...