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Following this almost 3 years old question State-of-the-art methods for forecasting time series array

What is the state of the art for forecasting time series in 2019 or 2018?
What's the best and simplest method that is easy to learn and has great performance in term of accuracy? And also what's the best framework to work with?

gameon67
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  • People can always add updated answers to the existing thread. We don't need to spawn multiple threads to track evolving methods -- that's not within the purview of this site. – whuber Mar 26 '19 at 13:18
  • @whuber then can you bump that question to gain more attention from community? – gameon67 Mar 27 '19 at 00:32

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How to predict the next number in a series while having additional series of data that might affect it? lays out the arguements for pursuing ARMAX models when you have 1 endogenous time series. For cases where you have more than one consider following VECTOR ARIMA threads.

IrishStat
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