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loehnsberg
361 days ago
L1-regularized autoregressive features, holiday dummies, Fourier terms (if suitable in combination) yield lower test errors, are faster in training, and easier to cross-validate than Prophet.
2 comments
hotstickyballs
361 days ago
Sounds like prophet with extra steps
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esafak
361 days ago
With which library though? Is it fast enough for production?
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