I wonder how this would perform on the M4 Makridakis competitions (time series competitions) https://github.com/Mcompetitions/M4-methods https://github.com/Mco

I wonder how this would perform on the M4 Makridakis competitions (time series competitions) https://github.com/Mcompetitions/M4-methods https://github.com/Mcompetitions/M4-methods https://en.wikipedia.org/wiki/Makridakis_Competitions https://en.wikipedia.org/wiki/Makridakis_Competitions Makridakis' conclusion remained true for many years: "statistically sophisticated and complex methods do not necessarily provide more accurate forecasts than simpler ones." Maybe things have changed? (side: Nixtla showed a simple ensemble outperforming Chronos, and the Chronos team responded, but there's some back and forth in the comments: https://www.linkedin.com/pulse/extended-comparison-chronos-against-statistical-ensemble-ansari-4aste/ https://www.linkedin.com/pulse/extended-comparison-chronos-a...)