How to call arima + LightGBM?

[eteitelbaum]

Hi!

How do you call boosted Arima + LightGBM or Prophet + LightGBM? I did not see it in the tutorial (only Catboost).

Also, FYI when I am calling the Catboost functions, e.g. set_engine("auto_arima_catboost", verbose = 0) I am getting an error saying Catboost is failing to load:

Error: package or namespace load failed for ‘catboost’ in library.dynam(lib, package, package.lib):
 shared object ‘libcatboostr.so’ not found

Thanks!

[AlbertoAlmuinha]

Hi,

Could you provide a reprex? It's difficult to debug without one.

Thanks