Submitted by popcornn1 t3_y7x8vp in MachineLearning
mangotheblackcat89 t1_iszcvo7 wrote
The answer depends on several factors: how many time series you need to forecast? what resources you have available? how much time do you have? what are the business requirements?
I would add to your list any of Nixtla's libraries: statsforecast, neuralforecast, or mlforecast. If your data has a hierarchical structure, you can also try their hierarchical forecast. I've used the first two and they work well, are easy to implement, and relatively fast. They also provide a lot of user support.
Above all, just don't use Meta's Prophet, unless all you care about are nice looking plots.
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