What I Read: Piecewise Regression.
https://theforecaster.substack.com/p/piecewise-regression-for-time-series
Piecewise Regression for Time Series Forecasting
Rami Krispin
Dec 15, 2025
"If these change points are not modeled explicitly, forecasting models—especially simple regression-based models—can suffer from biased estimates and increasing forecast errors."