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Time Series Forecasting Baselines

Table output

Beat the naive forecast honestly.

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Set up a forecasting evaluation. Series description and frequency: [SERIES_DESCRIPTION]. Horizon needed: [HORIZON]. Known events and seasonality: [EVENTS_AND_SEASONALITY]. Library: [LIBRARY].

Provide:
1. Baselines to beat: last value, same value last season, moving average, and seasonal naive. Give the code for each.
2. A proper backtest: rolling-origin evaluation with an expanding window, with a diagram of folds in text, and a warning against random cross-validation for time series.
3. Metrics: MAE, RMSE, and a scaled error such as MASE, with formulas, and why MAPE misbehaves near zero.
4. Candidate models: exponential smoothing, ARIMA family, gradient boosting with lag features, and a prophet-style additive model, with a one-line description of when each helps.
5. Prediction intervals and how to check their coverage (do 80 percent of actuals fall inside an 80 percent interval?).
6. A results table template and a decision rule for choosing the model.
7. Communication: how to present the forecast as a range with assumptions.
Mention what to do with holidays, outliers, and structural breaks.

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