[Verse 1] Time series data flows like a river through the years ARIMA breaks it down, makes the patterns crystal clear AutoRegressive looks behind, Integrated makes it smooth Moving Average finds the trend, that's how forecasters groove Exponential smoothing weighs the recent more than past Alpha beta gamma tune the forecast built to last [Chorus] A-R-I-M-A, Prophet shows the way Exponential smoothing keeps the noise at bay Lags and rolling windows, Fourier in the night Tree-based strategies make the future bright Time series forecasting, probability in sight [Verse 2] Prophet handles seasonality with additive and multiplicative flow Holiday effects and changepoints help the model grow Direct strategy trains each horizon on its own Recursive takes one step ahead then builds upon what's shown Multi-step or single-step, the choice will shape your game Feature engineering holds the key to forecasting fame [Chorus] A-R-I-M-A, Prophet shows the way Exponential smoothing keeps the noise at bay Lags and rolling windows, Fourier in the night Tree-based strategies make the future bright Time series forecasting, probability in sight [Bridge] Temporal features are the gold we seek to find Lagged variables tell us what we left behind Rolling mean and standard deviation smooth the ride Fourier transforms capture cycles deep inside Random Forest, XGBoost trees can learn the temporal dance Prediction intervals give uncertainty a chance [Verse 3] Probabilistic forecasting doesn't give just one result Confidence bands and quantiles help us navigate tumult Upper bounds and lower bounds embrace the unknown space Mean absolute error tells us if we're keeping pace Walk-forward validation keeps our models honest true Backtesting on the past prepares us for what's new [Chorus] A-R-I-M-A, Prophet shows the way Exponential smoothing keeps the noise at bay Lags and rolling windows, Fourier in the night Tree-based strategies make the future bright Time series forecasting, probability in sight [Outro] From stationary data to the trends that rise and fall Time series and forecasting, we can handle it all Direct or recursive, the future's in our hands With probability and intervals, we'll understand
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