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Time series and forecasting: a setup fixed in advance, an honest test

By e2er authors

A time-series study describes how one series (or a few) moves over time and forecasts it: its trend and seasonal pattern, whether it is stationary, which models describe it, what they forecast with what uncertainty, and how well they did on data they were not fitted on. Read by the forecast designer and the analysis specialist of the `time-series-forecasting` template, and by the reviewers.

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Provenance

Project
e2er bundled skills
Maintained by
e2er authors
Licence
MIT
Source file
bhanneke/E2ER-project/blob/v0.16.1/skills/files/methods/time-series-forecasting.md
Identifier
e2er/methods/time-series-forecasting

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Ships with every installation of e2er.

Cite this skill
Persistent identifiers planned 
@software{e2erauthors2026timeseriesandforecasting,
  title   = {Time series and forecasting: a setup fixed in advance, an honest test},
  author  = {e2er authors},
  year    = {2026},
  note    = {e2er skill. Persistent identifier planned},
  url     = {https://github.com/bhanneke/E2ER-project/blob/v0.16.1/skills/files/methods/time-series-forecasting.md}
}
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Used by

Forecast setup and hold-out

Description

Data model
Discipline
Economics
Method family
not specified
Design
not specified
Research stage
not specified
Authors
e2er authors (Software, Methodology)
Usage
loaded by 1 specialist
Source
e2er repository · skills/files · @d8fd8ab
Record
skill:e2er/methods/time-series-forecasting · JSON

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methodsMIT

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