Question regarding https://github.com/Nixtla/mlforecast/discussions/130: the answer mentions that Independent Multi Series Forecasting is used rather than Dependent Multi Series Forecasting in MLForecast when multiple unique_ids are provided. Is the same true for statsforecast and neuralforecast as well?
11/08/2023, 6:35 PM
Hey. statsforecast trains independent models for each serie and neuralforecast does the same as mlforecast.