Exponential Smoothing: faster and more accurate than NeuralProphet
This wouldn't pass peer-review of it were a paper. Major issues:<p>- No fair hyperparametrization for Neural Prophet. They mention multiple times they used default hyperparams or ad-hoc example hyperparams.<p>- 3/4 benchmark datasets (one they didn't finish training) where ETS outperforms is not strong evidence of all-round robustness. Benchmarks like SuperGlue for NLP combine 10 completely different tasks with more subtasks to assess language model performance. And even SuperGlue is not uncontroversial.