It really depends on what is the goal. Get some forecasts quick => FB Prophet. It's not as good as they'd have you believe, but it's fast and analysts can play

It really depends on what is the goal. Get some forecasts quick => FB Prophet. It's not as good as they'd have you believe, but it's fast and analysts can play with it to some extent. Outlier detection => Hand-rolled C++ ETS framework. Multilevel predictions and/or more complex tasks => That's where neural models start to have the edge, but at that point it's a costly project. I like simpler stuff to start, moving to the big guns if/when it's needed.