Simple Baseline Methods
On a trend the mean method scored MAE 15.8737 against drift’s 2.2367. On a seasonal series, seasonal naive won at 1.7016 against naive’s 3.0688.
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Naïve Baseline Forecast
Repeating the last value is not a placeholder. For a random walk it is optimal — which is why beating it is the first thing to demonstrate.
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MASE (Mean Absolute Scaled Error)
A forecast’s MAE divided by the training-set error of a naive forecast. Unit-free and comparable across series, and the denominator is easy to get wrong.
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Time-Series Forecasting
The rows are not exchangeable and the baseline is strong.