The M4 Time Series Forecasting Competition with ThymeBoost

Part 1: The Weekly dataset

TLDR: In this article we take a look at some different implementations of ThymeBoost to see how competitive it is in the M4 competition. The main competition is the ES-RNN model (which won) and the Theta model which was the top performing benchmark. After the Weekly dataset, certain ThymeBoost implementations stood out.

If you need an introduction to ThymeBoost, check out this article.

ThymeBoost GitHub

Introduction

The M4 …

competition data science forecasting machine learning python time time series time series forecasting