Forecaster supports various time series algorithms. Anaplan applies the algorithm you select to train forecast models and generate forecasts.
For a comparison of algorithm properties, see algorithm properties . Below is information on the properties of each algorithm. This should help you decide which one to use for your forecast.
Consider how many products, business unit revenue streams, or other targets to forecast. Keep this in mind you choose which algorithm to apply. Most Forecaster algorithms support related data that can be used in "what-if" scenario planning.
Forecaster algorithms
Below see details for DeepAR, Ensemble, ETS, LightGBM, MVLR, Prophet, SARIMAX, and TimesFM.
DeepAR
Ensemble
Exponential Smoothing (ETS)
LightGBM
MVLR
Prophet
SARIMAX
TimesFM