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NeuralProphet is the successor-extension of Prophet, and it aims to provide Prophet with neural networks and autoregressive terms. The paper can be found here (
by fedegr 4y ago
NeuralProphet is the successor-extension of Prophet, and it aims to provide Prophet with neural networks and autoregressive terms. The paper can be found here (https://arxiv.org/abs/2111.15397?fbclid=IwAR2vCkHYiy5yuPPjWXpJgAJs-uD5NkH4liORt1ch4a6X_kmpMqagGtXyez4 https://arxiv.org/abs/2111.15397?fbclid=IwAR2vCkHYiy5yuPPjWX...).
We noted that the paper only compares NeuralProphet against Prophet and does not include standard time series datasets (such as M-competitions). So we decided to test the model against simpler models (ETS in this case) using the StatsForecast library (https://github.com/Nixtla/statsforecast/ https://github.com/Nixtla/statsforecast/).