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Documentation request: What exactly happens inside arima_xgboost and prophet_xgboost? #208

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leonhGeis opened this issue Oct 21, 2022 · 0 comments

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@leonhGeis
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Recently, I am experimenting with the boosted arima function, which gives good results, compared to classical arima approaches. Nevertheless, I need to exclude this function from my model framework, as I do not exactly know, how the combination of both algorithms works.
How does the improvement take place? The source code implies a combination of arima predictions with xgboost predictions.

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