Looking at the readme.md, I don't see what time series models are implemented. For example, are autoregressive models, ARMA models, and exponential smoothing implemented? Probably, but I don't see those terms listed.
We missed that, sorry. At the moment, for forecasting the pipeline uses the mlforecast library (https://github.com/nixtla/mlforecast) that builds upon sklearn, xgboost and lightgbm.
In addition, we are about to include state-of-the-art Deep Learning models from the nixtlats library (https://github.com/nixtla/nixtlats/).