from pycaret.datasets import get_data
data = get_data('airline')

from pycaret.time_series import *
s = setup(data, fold = 5, fh = 12, session_id = 123)

best_models = compare_models(n_select = 3)

# blending with different methods
blender_mean = blend_models(best_models, method = 'mean')
blender_median = blend_models(best_models, method = 'median')
blender_voting = blend_models(best_models, method = 'voting')