[sambucini]

i've used prophet along many other ts methods for price forecasting in energy trading. my experience is that prophet is ok, but rather opaque. having tried many packages, I've always come back to the classical statistical methods seeing benefits in transparency (what's actually going on? impact of regressors?), speed and most importantly that these methods force the user to think about what's happening in the data and make conscious decisions about how to model things. but i can see that sometimes you dont care too much about accuracy and understanding but that you just want a forecast for something that works decently without much hassle.

[microprediction]

Can't say I was surprised to see TSA near the top of the rankings https://microprediction.github.io/timeseries-elo-ratings/htm...