NeuralProphet is the successor-extension of Prophet, and it aims to provide Prophet with neural networks and autoregressive terms. The paper can be found here (https://arxiv.org/abs/2111.15397?fbclid=IwAR2vCkHYiy5yuPPjWX...).

We noted that the paper only compares NeuralProphet against Prophet and does not include standard time series datasets (such as M-competitions). So we decided to test the model against simpler models (ETS in this case) using the StatsForecast library (https://github.com/Nixtla/statsforecast/).