A proper out-of-sample test
Rolling-origin backtesting tests next 1–3 months without using future observations. Every ranked method faces the same test months.
Welcome to Forecast Club — the first analytical field tool by El Explorador. Six forecasting methods, one clever workspace. Turn demand history into 12 months of foresight, without rebuilding another Excel model.
01 — THE STARTING POINT
Drag an .xlsx or .csv right here, or pick one from your device.
THE RECIPE / WHAT TO UPLOAD
Works with 6–36 months of monthly data (up to 120 supported). Dates should have no missing months. Seasonal models need more history.
02 — THE RESULTS ARE IN
THE BIG PICTURE / 12 MONTHS AHEAD
✳ Forward projections are estimates, not realized accuracy. Change models above to compare trajectories.
03 — THE MODEL SHOWDOWN
Same held-out months. Same 1–3-month horizons.
A fair fight between eligible models.
04 — THE MODEL PLAYGROUND
Change α, β, γ, period T or window lengths.
Forecasts and rankings will recalculate.
05 — THE NUMBERS TO KEEP
All six models side by side.
Your spreadsheet is a click away.
06 — THE FINE PRINT
Rolling-origin backtesting tests next 1–3 months without using future observations. Every ranked method faces the same test months.
Holt–Winters uses additive seasonal components. For a 12-month cycle, 24 months are needed to forecast; at least 27 to compare on held-out months.
WAPE is the primary ranking metric, with RMSE as a tie-break. MAPE ignores months with zero actual demand; bias means forecast minus actual.
Methods are independent modules. Expand later with ARIMA, SARIMA, intermittent-demand models, or new evaluation metrics.