New things are coming out, Meta's "prophet" for one. I've been pretty impressed with it in a "just throw data and don't even think about parameters" sense.
But the fact is, ARIMA models work. So people keep using them. And you can see what they're doing, and understand why, and how to tune them.
But the fact is, ARIMA models work. So people keep using them. And you can see what they're doing, and understand why, and how to tune them.