clisztian t1_j8z3t1r wrote on February 17, 2023 at 11:59 PM Reply to comment by dj_ski_mask in [Discussion] Time Series methods comparisons: XGBoost, MLForecast, Prophet, ARIMAX? by RAFisherman I guarantee you a state space model will beat out any fancy named transformer for most “forecastable” problems. Even MDFA - signal extraction + exp integration for forecasting - will beat out these big ML models Permalink Parent 1
clisztian t1_j8z3t1r wrote
Reply to comment by dj_ski_mask in [Discussion] Time Series methods comparisons: XGBoost, MLForecast, Prophet, ARIMAX? by RAFisherman
I guarantee you a state space model will beat out any fancy named transformer for most “forecastable” problems. Even MDFA - signal extraction + exp integration for forecasting - will beat out these big ML models