Hi Guys! Q: Did anybody implemented a way to integrate AutoArimaProphet directly in a StatsForecast object ? Like in that

models

list variable of the StatsForecast object, to be able to also add AutoArimaProphet & then use the

.forecast()

for all the models at once (again, including AutoArimaProphet)

Hi Darius! That is currently not possible. I'm interested in learning why you would like to use prophet?

Hello @Max (Nixtla)! I am currently working on a demand forecasting project, in which we are using multiple models for generating the predictions. Prophet is one of them and we've seen so far that it also has good accuracy on our datasets. We are also using WindowAverage from your library and we thought maybe we could wrap the AutoARIMAProphet and WindowAverage models in a single StatsForecast object such that when we generate forecasts using

.forecast()

the output will be for both models.

Great! We have seen great improvements in using other models for demand data. Maybe you can try this End to End Walkthrough. The idea is to train different models for all unique combinations and then select the best model based on the past perfomance. For Demand data we have seen great results using; MSTL, ETS, CES and CROSTON.