Hi everyone,
There are many methods to forecast, including traditional methods, such as Exponential Smoothing, ARIMA, SARIMA and SARIMAX and machine learning methods, such as LightGB, Linear Regression and Random Forest.
I learned that generally speaking, machine learning methods perform better than traditional methods, but when I am face with such kind of data and problem, I am still not sure which method I should use. So, I am wondering how you guys solve this problem?
Thank you very much!