Does StatsForecast change the default options of AutoARIMA? When I use AutoARIMA directly, I get better errors than when I use it with StatsForecast class. The only difference I see is that StatsForecast takes a 'freq' argument that doesn't exist in AutoARIMA. I expected to get the same results.
f
fede (nixtla) (they/them)
02/07/2023, 8:33 PM
hi @Farzad E! The only preprocessing
StatsForecast
does is to convert each time series to
float32
. Are the differences too big?
👍 1
f
Farzad E
02/07/2023, 8:37 PM
I don't remember the exact numbers right now. Have to go back and run it again for that particular series. I saw this happening for only one series while my other series always returned same errors both with and without StatsForecast. Will post here if I see it again.