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Re:Time Series Prediction – A short introduction for pragmat... by TrackerFF on Saturday November 09, 2019 @01:16PM (#21493151)
Gaussian Processes seems to be pretty popular, might want to include that to the comparisons.
Re:Time Series Prediction – A short introduction for pragmat... by sanxiyn on Saturday November 09, 2019 @02:26PM (#21493693)
Gaussian process is marvelous. Demos like https://statmodeling.stat.columbia.edu/2012/06/19/slick-time... just seem magical.