Towards Data Science
A step-by-step tutorial on how to set up a single Python script with Darts — and then run your source time series through several alternative methods to find the best fit, tournament-like, among the models.
In this example, we will run five forecast methods on the source data and then compare their accuracy.
Darts embeds most of the widely used time series forecasting methods we know from more specialized Python packages. Among others, it wraps the facebook Prophet model and pmdarima’s auto-ARIMA package. Darts also implements several neural network architectures.