Build a forecasting model
Forecast time series data
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Build a time series forecasting model for [target variable] with [frequency] data. Compare: Prophet, SARIMA, and LightGBM with lag features. Use walk-forward validation with [N] folds, optimize for [MAE/RMSE/SMAPE], and produce a forecast for the next [horizon] periods with confidence intervals.
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Pour LightGBM, enrichissez les lags avec des moyennes mobiles et des features de calendrier (jour de l'an, semaine). Avec Prophet, activez les saisonnalités multiplicatives si la variance croît dans le temps. Testez aussi un stacking simple : moyenne pondérée des trois modèles sur validation glissante.
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