Background The intent of this blog is to showcase the functionality provided by the panel forecasting functions available in RemixAutoML for R, which are the most feature-rich forecasting methods available. When I say features I mean feature engineering, data modification, ML model selection, ML parameter tuning, use-case applications, and modeling insights. …

Motivation I’ve read several studies and articles that claim Econometric models are still superior to machine learning when it comes to forecasting. In the article, “Statistical and Machine Learning forecasting methods: Concerns and ways forward”, the author mentions that, “After comparing the post-sample accuracy of popular ML methods with that of…