Prophet vs. NeuralProphet

Prophet models are effective, interpretable, and easy to use. But which one is better? In this post we will explore the implementation differences of Prophet and Neural Prophet and run a quick case study. But before we start coding, let's quickly cover some background information, more of which can be found here. Prophet (2017) is the predecessor to NeuralProphet (2020) -- the latter incorporates some autoregressive deep learning.