What Truly Works in Time Series Forecasting — The Results from Nixtla’s Mega Study

Valeriy Manokhin, PhD, MBA, CQF
3 min readSep 12, 2023

Time series is a captivating domain where the quest for a crystal ball never ceases.

Uncovering the best forecasting techniques has always been a pursuit in the field. While many regard understanding effective methods as the Holy Grail, it’s equally vital to identify those that fall short — take Facebook Prophet as a case in…

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Valeriy Manokhin, PhD, MBA, CQF

Principal Data Scientist, PhD in Machine Learning, creator of Awesome Conformal Prediction 👍Tip: hold down the Clap icon for up x50