[HN Gopher] The explosion in time series forecasting packages in...
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       The explosion in time series forecasting packages in data science
        
       Author : sebg
       Score  : 13 points
       Date   : 2024-07-18 20:42 UTC (2 hours ago)
        
 (HTM) web link (aeturrell.com)
 (TXT) w3m dump (aeturrell.com)
        
       | teruakohatu wrote:
       | The sad reality is that many/most people trying to perform
       | forecasting don't really understand how the models work and the
       | limitations, let alone how to test a time series model.
       | 
       | I tend to avoid inter disciplinary forecasting research because
       | participants from other disciplines can't understand or don't
       | want to know about the limitations and push ahead regardless.
        
         | bubblyworld wrote:
         | Would you be willing to share some resources on testing time
         | series models? I'm in the "many people" boat right now with
         | gradient boosting, and that kind of thing sounds super
         | interesting. Hard to know where to start as an outsider.
        
       | jpn wrote:
       | Let's not ignore AutoGluon:
       | 
       | https://auto.gluon.ai/stable/tutorials/timeseries/index.html
        
       | jpn wrote:
       | 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
       | 
       | And he compares their performances against each other:
       | https://microprediction.github.io/timeseries-elo-ratings/htm...
        
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       (page generated 2024-07-18 23:12 UTC)