Baseline Models

Simple benchmark methods for comparison and quick forecasts.

Model	Description
Naive	Repeats the last observed value
SeasonalNaive	Repeats values from previous seasonal cycle
SMA	Simple Moving Average
RandomWalkDrift	Random walk with drift (trend)

Showing 4 of 4

---

Naive

Repeats the last observed value for all forecast horizons.

Example

SELECT * FROM anofox_fcst_ts_forecast(
    'sales_data',
    'date',
    'sales',
    'Naive',
    14,
    MAP{}
);

Best for: Establishing baseline, random walk data.

---

SeasonalNaive

Repeats values from the same period in the previous seasonal cycle.

Parameters

Parameter	Type	Required	Description
seasonal_period	INTEGER	Yes	Seasonal period

Example

-- Weekly seasonality: forecast = same day last week
SELECT * FROM anofox_fcst_ts_forecast(
    'weekly_sales',
    'date',
    'sales',
    'SeasonalNaive',
    28,
    MAP{'seasonal_period': '7'}
);

Best for: Strong seasonal patterns, limited data.

---

SMA (Simple Moving Average)

Average of the last N observations.

Parameters

Parameter	Type	Default	Description
window	INTEGER	7	Number of observations to average

Example

SELECT * FROM anofox_fcst_ts_forecast(
    'noisy_data',
    'date',
    'value',
    'SMA',
    14,
    MAP{'window': '7'}
);

Best for: Smoothing noise, simple baseline.

---

RandomWalkDrift

Random walk with drift (trend). Adds average historical change to the last value.

Example

SELECT * FROM anofox_fcst_ts_forecast(
    'trending_data',
    'date',
    'value',
    'RandomWalkDrift',
    28,
    MAP{}
);

Best for: Trending data baseline, financial data.

---

Comparison

Model	Handles Trend	Handles Seasonality	Speed
Naive	No	No	Fastest
SeasonalNaive	No	Yes	Fast
SMA	Smoothed	No	Fast
RandomWalkDrift	Yes	No	Fast

When to Use Baseline Models

Scenario	Recommended
Establish performance baseline	Naive
Strong weekly/yearly patterns	SeasonalNaive
Noisy stationary data	SMA
Trending random walk	RandomWalkDrift
Very limited data	SeasonalNaive
Real-time quick forecast	Naive

Using Baselines for Comparison

Always compare your sophisticated model against baselines:

-- Compare AutoETS against SeasonalNaive
WITH baseline AS (
    SELECT * FROM anofox_fcst_ts_forecast(
        'sales', 'date', 'value', 'SeasonalNaive', 28, MAP{'seasonal_period': '7'}
    )
),
model AS (
    SELECT * FROM anofox_fcst_ts_forecast(
        'sales', 'date', 'value', 'AutoETS', 28, MAP{}
    )
)
SELECT
    anofox_fcst_ts_mase(actual, model_pred, baseline_pred) as mase
FROM comparison_data;

If MASE < 1, your model beats the baseline.