November 28th, 2018, 8:35 pm
Amazon is offering forecasting services to business, using the following
models:
ARIMA, DeepAR+, Exponential Smoothing (ETS), Mixture Density Network (MDN), Multiquantile Recurrent Neural Network (MQRNN), Non-Parametric Time Series (NPTS), Prophet, and Spline Quantile Forecaster (SQF). Any thoughts on which if any of these models are useful in modeling financial time series?