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Nixtla / statsforecast

Lightning ⚡️ fast forecasting with statistical and econometric models.
https://nixtlaverse.nixtla.io/statsforecast
Apache License 2.0
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[AutoTBATS,TBATS] Usage example #789

Open AzulGarza opened 6 months ago

AzulGarza commented 6 months ago

Description

it might be great to have a tutorial on using tbats and autotbats for multiple seasonalities based on the mstl one.

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AzulGarza commented 6 months ago

@MMenchero would you like to work on this? for the post about tbats and autotbats, a tutorial could help. the idea would be to replicate the tbats experiment but also add it as documentation. the tutorial should be part of nbs/docs/tutorials; the name could be Multiple Seasonalities (TBATS). the idea is to have an example of using tbats and autotbats (explain arguments and those things). a good starting point is the mstl tutorial but i suggest not spending time in adding prophet and neuralprophet or other models (the experiment already covers the comparison). let me know what you think.❤️

MMenchero commented 6 months ago

Yes, I'll start working on that. I think this is important because in our initial run, some users have gotten confused about AutoTBATS/TBATS, so a tutorial should help clear this.

AzulGarza commented 6 months ago

awesome @MMenchero! thank you :)