/AutoTS-Algorithms

Evaluation and review of various popular Auto Time Series Algorithms - Fbprophet, DART and PyCaret

Primary LanguageJupyter Notebook

Auto Time Series-Algorithms

Evaluation and review of various popular Auto Time Series Algorithms - FbProphet, DARTS and PyCaret

What to expect :

1. FbProphet:

1.1 Stock Prediction using FbProphet of Yahoo Finance stock data, comparision of result with MA, Weighted MA and Exponential
    Smoothening. Review of various forecast quality metrics. 
1.2 MultiVariate Prophet : Energy Consumption Time Series Prediction

2. DARTS:

2.1 Overview, Motivation of DART. TS prediction on in-built Air Passenger Dataset.
2.2 Various Dart Models Review and comparision, hyper parameter tuning with DARTS Model, performing Back testing 
2.3 DART support for machine learning and deep learning models, ensembling using RegressionEnsembleModel and using Covariates: 
    extrernal data

3. PyCaret :

Using pycaret-ts-alpha for airline in-built dataset forecasting to compare and find best TS model.