Design a rigorous time series forecasting pipeline with proper backtesting, feature lags, and baseline comparison in Python.
## CONTEXT Time series forecasting punishes the careless: random k-fold leaks the future into the past, naive baselines quietly beat fancy models, and seasonality plus holidays dominate many business signals. In 2026 the practical toolkit spans statsmodels and pmdarima for classical methods, Prophet/NeuralProphet for…
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