This article introduces different approaches to scale time-series forecasting models and benchmarks their performance



In my previous job as a Data Scientist, I was tasked with building a time series forecasting model to forecast traffic for 1000 stores. As would any experimentation start, I took the naive approach of building time series models: sequentially looping, one after another, which took around 7hrs to train and forecast. This led me to research the topic of large-scale forecasting. From my research, I found multiple ways to parallelize the task of training and forecasting time series models from using a single machine…

Amrishan N V

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