Skip to content

Commit

Permalink
Update README.md
Browse files Browse the repository at this point in the history
sktime-disclaimer
  • Loading branch information
mergenthaler committed Oct 21, 2022
1 parent 0a2d6c7 commit 2df1dd8
Showing 1 changed file with 4 additions and 0 deletions.
4 changes: 4 additions & 0 deletions experiments/libs-comparison/README.md
Expand Up @@ -14,6 +14,10 @@ Notes:
- [fable](https://github.com/tidyverts/fable) also contains `TopDown` and `MiddleOut` methods, but they rise an error. A [Pull Request](https://github.com/tidyverts/fabletools/pull/362) was opened to fix the issue.
- The `RMSSE` (root mean squared scaled error) was calculated against a naive model.

**Disclaimer:**

It was pointed out by sktime contributors that the difference between fable and sktime in our experiments, in terms of forecast accuracy, are due to [problems](https://github.com/sktime/sktime/issues/3162) with the base forecaster in sktime. Using a simple AR models ensures replicability between fable and sktime as seen [here](https://github.com/ciaran-g/hierarchical-fc-comparison).

### Time (seconds)

| Dataset | statsforecast | fable | sktime |
Expand Down

0 comments on commit 2df1dd8

Please sign in to comment.