Are there particular cases where you think the mlforecast library approach might offer better predictions than the algorithms in the neuralforecast library?
fede (nixtla) (they/them)
04/08/2023, 5:31 PM
hey @Manuel! MLForecast has proven excellent results in sparse-and-short-horizon tasks, with medium to large datasets (for example, sales). Here, you can find an example using the M5 competition (Walmart sales).