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Comment by jrauser

In practice I find prophet far superior. Prophet can deal deftly with the kind of problems that show up in real-world data like missing values and radical changes in trend from shocks to the system you're modeling.

For textbook problems like forecasting electricity demand, sARIMA works just fine, but you'll struggle forecasting anything more complex. This is not to say that it's impossible, but it will require far more expertise.

parent jrauser 7 years ago

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