Name: Time Series Forecasting Lab
Author: MySimulator

Method

Moving average window: 6 Smoothing factor (α): 0.3

The underlying data has both a rising trend and a repeating 12-step seasonal cycle. Naive forecasting just repeats the last observed value. Moving average smooths recent history. Exponential smoothing with trend and seasonal components explicitly models both.

Forecast error (12-step horizon)

MAE—

RMSE—

History (solid) and 12-step forecast (dashed)