Andrei Tulbure

12/16/2022, 7:31 AM
Hi! Quick question: We have seen that Croston, IMAPA, ADIDA, Croston optimized - usually do not change their predictions - no matter how many external variables we add / lagged variables we add. Is this something consistent ? I have read the theory but it seems counter intuitive to me - I mean, they shall change a bit
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fede (nixtla) (they/them)

12/16/2022, 4:58 PM
Hey @Andrei Tulbure! Yes, that’s the expected behavior. Classic intermittent models such as adida, imapa, and croston produce constant forecasts. Those models can be taught as a mean model specialized in data with zeros. Therefore, these models do not consider exogenous variables, only the time series. You could include trend and seasonality with AutoETS and AutoTheta. They usually work well with intermittent data.
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