Time Series Forecasting — Modern Patterns & Production Best Practices Modern Best Practices (January 2026) : - Treat time as a first-class axis: temporal splits, rolling backtests, and point-in-time correctness. - Default to strong baselines (naive/seasonal naive) before complex models. - Prevent leakage: feature windows and aggregations must use only information available at prediction time. - Evaluate by horizon and segment ; a single aggregate metric hides failures. - Prefer probabilistic forecasts when decisions are risk-sensitive (quantiles/intervals); evaluate calibration (coverage) and…