Andrew Fairless, Ph.D.
blue-green banner
What I Read: Time Series Forecasting.
Posted on :: Tags: machine learning, statistics, time series, forecast, seasonality, neural network, distribution shift, covariance

https://suzyahyah.github.io/machine%20learning/2026/06/27/trouble-with-time-series.html
The Unreasonable Difficulty of Time Series Forecasting
Suzanna Sia
Jun 27, 2026
"...for real world time series problems with a low measure of forecastability... the obvious next step then is to seek out external (exogenous) features in the real world that can help prediction models."