Hey everyone!
I want to build a classifier that can automatically select the best forecasting model for a given univariate time series, based on which one results in the lowest MAPE (Mean Absolute Percentage Error).
Does anyone have suggestions or experience on how to approach this kind of problem?
I need this for a college project, I dont seem to understand it. Can anyone point me in right direction?
I know ARIMA, LSTM, Exponential Smoothening are some models. But how do I train a classifier that choose among them based on MAPE.
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