Models

A comprehensive collection of forecasting and filtering models, including baseline models (NaiveSeasonal, NaiveMovingAverage, …), statistical models (ARIMA, exponential smoothing, …), machine learning models (LightGBM, CatBoost, sklearn-based, …), neural network models (RNN, N-BEATS, TiDE…), and foundation models (Chronos2).

• Filtering Models

• Forecasting Models