Right Windowing for time series forecast of sales

Daniel_Tu

Hello Community,

I got 5 years (2014-2018) of monthly sales data on a specific product. I would like to build 12 Random forest models to predict each month of the year 2018.

1. Model to predict January 2018

2. Model to predict Feburay 2018

...

12. Model to predict December 2018.

So each model will be trained to predict one specific month. I have tryed a lot and made some predictions on the training dataset and evaluated them on the test dataset, but I am still unsure about the windowing. Should it look like this to train my models right?

Last consecutive Month in window	Sales + 1 horizon (label)	Sales-47	Sales-46	…	Sales-0
48	y49	Jan 2014	Feb 2014	…	Dec 2018
50	y50	Feb 2014	Mar 2014	…	Jan 2018
…	…	…	…	…	…
60	y59	Dez 2014	Jan 2015	…	Nov 2018

First row would be used to train and predict January 2018, secon to trainand predict Feb. 2018 and so on.

Thank you for any suggestion.

Marco_Barradas

@Daniel_Tu is there a reason for doing it with Random Forest and 12 Models? It seems you could use time series analysis and Holt Winters oeprator with it your could predict the next 12 months based on the data you already have of the 4 previous years.