[P] Beware of false (FB-)Prophets: Introducing the fastest implementation of auto ARIMA [ever].

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https://preview.redd.it/bsri5irizfj81.png?width=1244&format=png&auto=webp&s=fd06dd5311bc06f2b417b9a7582e4d832c4fbd3d

We are releasing the fastest version of auto ARIMA ever made in Python. It is a lot faster and more accurate than Facebook's *prophet* and *pmdarima* packages.

As you know, Facebook's *prophet* is highly inaccurate and is consistently beaten by vanilla ARIMA, for which we get rewarded with a desperately slow fitting time. See [MIT's worst technology of 2021](https://www.technologyreview.com/2021/12/29/1043061/the-worst-technology-of-2021/) and the [Zillow tragedy](https://ryxcommar.com/2021/11/06/zillow-prophet-time-series-and-prices/).

The problem with the classic alternatives like *pmdarima* in Python is that it will never …

arima false implementation machinelearning