I'm looking for a Python alternative to R's ETS() from forecast().
It's my understanding that ETS() is one of the best performing forecasting program and I would like to use it. However I am extremely uncomfortable using R and I already have all my data cleaned and set up in Python.
Does anyone know any other packages similar to ETS?
Best Answer
There is an open PR to add full ETS functionality to statsmodels here. I ran out of steam trying to code up all the heuristics for optimization that Hyndman suggests to make it less fragile. If someone wants to take up the torch here, I have some uncommitted code and thoughts on how to proceed.