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by wuj 776 days ago
On a related note, Amazon also had a model for time series forecasting called Chronos.

https://github.com/amazon-science/chronos-forecasting

3 comments

And like all deep learning forecasting models thus far, it makes for a nice paper but is not worth anyone using for a real problem. Much slower than the classical methods it fails to beat.
That’s what people said about CV models in 2011.
That's fair, but they stopped saying it about CV models in 2012. We've been saying this about foundational forecasting models since...2019 at least, probably earlier. But it is a harder problem!
They also have Amazon Forecast with different algos - https://aws.amazon.com/forecast/
Something I've had issues with time series has been having to use relatively custom models.

It's difficult to use off the shelf tools when starting with math models.