Recently I saw that Facebook released Neural Prophet, a new forecasting package similar to Prophet, but built on top of Torch. Prophet is one of my favorite forecasting packages, given the ability to decompose forecasts, add in events and holidays, and take advantage of business user domain knowledge. Naturally, I was excited about hearing this new version, and on top of torch of all things! The package itself is early in development, so there’s obviously no R port yet.
