Time Series Forecasting: A Comparative Analysis of SARIMAX and XGBoost Algorithms

Rahul S
3 min readMay 14, 2023

SARIMAX (Seasonal Autoregressive Integrated Moving Average with Exogenous Variables) and XGBoost are both popular algorithms used for time series forecasting, but they have different strengths and weaknesses. Here are the advantages and disadvantages of each algorithm:

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