Also Peter Cotton has done some good work comparing these various packages. He has a wrapper for all of these: https://github.com/microprediction/timemachines

Also Peter Cotton has done some good work comparing these various packages. He has a wrapper for all of these: https://github.com/microprediction/timemachines https://github.com/microprediction/timemachines And he compares their performances against each other: https://microprediction.github.io/timeseries-elo-ratings/html_leaderboards/overall.html https://microprediction.github.io/timeseries-elo-ratings/htm...