You could look to the M competition benchmarks for comparison. The latest of these competitions have shown that a combination of the machine learning techniques and statistical methods have worked best. Check out: https://www.sciencedirect.com/science/article/pii/S0169207019301128
This is exactly what we have put into our time series platform. Our time series product is not available in the trial. Feel free to contact DataRobot if you would be interested in evaluating/purchasing it for your enterprise.