candidates_default() has the benchmarks and every model that needs no
external data and fits in a moment: naive, drift, seasonal naive (plain
and with growth), Theta, Holt-Winters, log-linear regression, the airline
ARIMA and Prophet (each on the original and the log scale): 11 models.
candidates_thorough() adds two ensembles of those (inverse error and
stacked), ETS chosen automatically (alone, after STL, and after STL on the
log scale) and ARIMA with automatic orders (original and log): 18 models,
seconds rather than milliseconds in a backtest.
Examples
vapply(candidates_default(), model_name, "")
#> [1] "naive" "drift" "seasonal_naive"
#> [4] "seasonal_naive_growth" "theta" "holt_winters"
#> [7] "log_linear" "arima_011_011" "log_arima_011_011"
#> [10] "prophet" "log_prophet"