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  • XGBoost has been used successfully in a few Kaggle time series competitions as well.
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    Python has the following function: auto_arima from pmdarima which does the same for you.

  • A long-term downward trend and bimodal seasonality were identified in the original time series.
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    XGBoost Time Series Forecasting: In this file, you can find an implementation of time series forecasting using XGBoost.

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    Two solvers are included: linear model ;.