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Florian Stracke

02/25/2023, 5:10 PM
hi there 👋 ! first of all thank your very much for your awesome set of libraries! I just have a quick question: Is MLForecast fitting one model for every timeseries or is it one global model for all the timeseries? Sorry if i missed that part in the documentation! Enjoy your weekend!
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Farzad E

02/25/2023, 5:28 PM
Not sure about MLforecast specifically but I know StatsForecast fits one for every series. I imagine MLforecast has a similar behavior?! https://nixtlacommunity.slack.com/archives/C031EJJMH46/p1674747520007169?thread_ts=1674747520.007169&cid=C031EJJMH46
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fede (nixtla) (they/them)

02/25/2023, 5:29 PM
Hey @Florian Stracke! It is one global model for all the time series. :)
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Farzad E

02/25/2023, 5:29 PM
Oh good to know. I would have not known.