Auto ML Forecast

Tech Name Technique Description Module (Language)
1 AutoGluon Automated Machine Learning Python

Machine Learning Models

Tech Name Technique Description Module (Language)
1 XGBOOST eXtreme Gradient Boosting Python
2 LIGHTGBM Light Gradient-Boosting
Machine
Python
3 RANDOM_FOREST Random Forest (RF) Python
4 PROPHET Facebook Prophet Python

AI Models (Deep Learning)

Tech Name Technique Description Module (Language)
1 MULTILAYER_PERCEPTRON Multilayer Perceptron (MLP) Python
2 RNN Recurrent Neural Network Python (TensorFlow / PyTorch)
3 BlockRNN Deep RNN for Time Series Forecast Python (Darts / PyTorch)

Statistical Models

Tech Name Technique Description Module (Language)
1 ARIMA_FORECAST ARIMA Model R
2 AUTOARIMA_FORECAST Auto Arima R
3 AUTOHWS_FORECAST Auto Holt-Winters Seasonal
(HWS)
R
4 AUTOREG_FORECAST Autoregressive (AR)
Forecasting
R
5 BATS_FORECAST BATS (Box-Cox transformation,
ARMA errors, Trend,
and Seasonal components)
R
6 CROSTON_FORECAST Croston’s Method R
7 DYNAMIC_REGRESSION Dynamic Regression Model R
8 HWS_FORECAST Holt-Winters Seasonal (HWS)
Method
R
9 SNAIVE_FORECAST The Seasonal Naïve forecast R
10 STL_FORECAST STL (Seasonal-Trend
Decomposition
using LOESS) Forecasting
R
11 TBATS_FORECAST TBATS R
12 TSLM_REGRESSION TSLM (Time Series Linear
Model) Regression
R
13 VECTOR_REGRESSION Vector Autoregression (VAR) R
14 SARIMA Seasonal AutoRegressive Integrated Moving Average Python
15 DESLT Double Exponential Smoothing with Linear Trend R
16 DESAS Double Exponential Smoothing with Additive Seasonality R
17 SES Simple Exponential Smoothing Python
18 DES Double Exponential Smoothing Python/R
19 ES Exponential Smoothing Python
20 TESLTAS Triple Exponential Smoothing with Linear Trend and Additive Seasonality Python
21 HarveyPeters Harvey-Peters Model Python
22 BSTS Bayesian Structural Time Series R
23 TESLTMS Triple Exponential Smoothing with Linear Trend and Multiplicative Seasonality R
24 DESMS Double Exponential Smoothing with Multiplicative Seasonality Python/R
25 TES Triple Exponential Smoothing Python/R