Time Series forecasting models

An overview of time series forecasting models with sample code. The related article is available here.

The considered models' families are:

R:

• Naive, Seasonal Naive
• Any model + STL Decomposition
• Exponential smoothing
• SARIMA
• GARCH
• Dynamic linear models
• TBATS
• NNETAR
• prophet

Python:

• LSTM
• Encoder Decoder