3 ms·
Their findings are very much in line with my experience with fbprophet, it is usually the least effective lib to predict a time series in my tests.
by ghego1 5y ago
Their findings are very much in line with my experience with fbprophet, it is usually the least effective lib to predict a time series in my tests.
- AndrewKemendo 5y agoWhat would you suggest is the most effective time series analysis library?
- chroem- 5y agoSoTA in 2021 is the bespoke transformer model you implement yourself based on the idiosyncrasies in your data. Unless a lot of money is on the line, that is overkill for most situations though.
- SpaceManNabs 5y agoWhat about be the feature vector for each of the x_i in the sequence? Would it just be the numerical value? Or could you also add a time embedding?
- isoprophlex 5y agoTemporal Fusion Transformers look very cool: accepts timeseries vectors but also categoricals and numerical features, outputs distribution using quintile regression. https://arxiv.org/pdf/1912.09363v2.pdf https://arxiv.org/pdf/1912.09363v2.pdf Available as pytorch implementation: https://pytorch-forecasting.readthedocs.io/en/latest/index.html https://pytorch-forecasting.readthedocs.io/en/latest/index.h...