Tag: Time Series Forecasting
-
ARIMA vs Prophet: KOSPI 30-Day Forecast Test Results
Prophet's MAE beat ARIMA by 1% on KOSPI โ but directional accuracy was 7% worse. Here's why error metrics lie and which model actually works for trading.
-
Time Series Demand Forecasting: Why Prophet Fails
Prophet failed our factory demand planning. Multi-horizon LightGBM with quantile regression cut forecast error 63%โhere's the code.