For time series in the past I’ve used Bayesian structural time series with good results. Good article comparing ARIMA to bsts here:
https://multithreaded.stitchfix.com/blog/2016/04/21/forget-a...
For time series in the past I’ve used Bayesian structural time series with good results. Good article comparing ARIMA to bsts here:
https://multithreaded.stitchfix.com/blog/2016/04/21/forget-a...