Darts is mostly a wrapper for a bunch of other timeseries forecasting libraries, and provides a single interface to work with them.
It's not really a Facebook alternative. Facebook's Prophet library is one of the forecasting libraries used by Darts.
In some cases Darts is wrapping around existing models (like Prophet, or statsmodels-based models for instance); in other cases we wrote our own implementations, so it's really a mix.
I was trying to use Darts earlier for some multivariate data and was struggling to figure out how to use it for it and eventually just gave up and switched to making my own code.
Is there a good "how to" multivariate data example? Or is it just turning every column in my pandas dataframe into a series to pass into the covariates array?
And rather than just bother you, is there a discord/forum to ask questions on darts?
> Or is it just turning every column in my pandas dataframe into a series to pass into the covariates array?
Basically if you have a multivariate series represented as a pandas dataframe with several columns, the way to go is to create your TimeSeries by calling TimeSeries.from_dataframe(my_df). That will return a multivariate time series.
We don't yet have a discord channel, but I'm planning to open a Slack channel sometime soon. If you have other questions feel free to drop me an email: julien@unit8.co
