Does AutoARIMA and ETS in statsforecast handle missing values ? #593
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Yasslight90
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Hi,
Do AutoARIMA and ETS detect missing values and handle them such as PROPHET ? I am not sure as I tested this by adding NaNs where values are missing in my time series. The obtained forecasts are different from those I obtain when I don't fill in the missing values with NaNs. Moreover, ETS bugs. My time series look like this (as you can see values on 01-03-2015 and 01-04-2015 are missing):
01-01-2015 value_1
01-02-2015 value_2
01-05-2015 value_3
01-06-2015 value_4
01-07-2015 value_5
...
....
Thanks a lot
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