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Max (Nixtla)

12/01/2022, 8:33 PM
The theta family of models has been shown to perform well in various datasets such as M3.
StatsForecast
includes four models of the family:
Theta
,
OptimizedTheta
,
DynamicTheta
,
DynamicOptimizedTheta
. The implementation is based on the work of Jose A. Fioruccia, Tiago R. Pellegrini, Francisco Louzada, Fotios Petropoulos, and Anne B.Koehlerf, and optimized using numba.
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