benchmark_forecast.json

{
  "ARIMA": {"alias": "Arima"},
  "Arima": {
    "config": {
      "default": {
        "order": [30, 0, 10]
      }
    }
  },

  "SARIMA": {"alias": "Sarima"},
  "Sarima": {
    "config": {
      "default": {
        "order": [15, 1, 5],
        "seasonal_order": [2, 0, 1, 30]
      }
    }
  },

  "AutoSARIMA": {"alias": "AutoSarima"},
  "AutoSarima": {
    "model_type": "SeasonalityLayer",
    "config": {
      "default": {
        "model": {"name": "AutoSarima"},
        "periodicity_strategy": "min"
      }
    }
  },

  "ETS": {
    "config": {
      "default": {
        "damped_trend": true
      }
    }
  },

  "AutoETS": {
    "config": {
      "default": {
        "damped_trend": true
      }
    }
  },

  "MSES": {
    "config": {
      "default": {
        "max_forecast_steps": 100
      }
    }
  },

  "Prophet": {
    "config": {
      "default": {
        "uncertainty_samples": 0
      }
    }
  },

  "AutoProphet": {
    "config": {
      "default": {
        "uncertainty_samples": 0
      }
    }
  },

  "Var": {"alias":  "VectorAR"},
  "VAR": {"alias":  "VectorAR"},
  "VectorAR" : {
    "config": {
      "default": {
        "target_seq_index": 0,
        "maxlags": 168,
        "max_forecast_steps": 3
      }
    },
    "dataset": {}
  },
  "RandomForestForecaster" : {
    "config": {
      "default": {
          "target_seq_index": 0,
          "maxlags": 21,
          "max_forecast_steps": 3,
          "n_estimators": 100,
          "max_depth": 9,
          "prediction_stride": 1
      },
      "dataset": {}
    }
  },
  "ExtraTreesForecaster" : {
    "config": {
      "default": {
          "target_seq_index": 0,
          "maxlags": 21,
          "max_forecast_steps": 3,
          "n_estimators": 100,
          "max_depth": 9,
          "prediction_stride": 1
      },
      "dataset": {}
    }
  },
  "LGBMForecaster" : {
    "config": {
      "default": {
          "target_seq_index": 0,
          "maxlags": 21,
          "max_forecast_steps": 3,
          "learning_rate": 0.1,
          "n_estimators": 100,
          "max_depth": 7,
          "prediction_stride": 1
      },
      "dataset": {}
    }
  }
}