Right Windowing for time series forecast of sales

Daniel_TuDaniel_Tu Member Posts: 2 Contributor I
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)






Jan 2014

Feb 2014

Dec 2018



Feb 2014

Mar 2014

Jan 2018



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.


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    MarcoBarradasMarcoBarradas Administrator, Employee, RapidMiner Certified Analyst, Member Posts: 272 Unicorn
    @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.

  • Options
    Daniel_TuDaniel_Tu Member Posts: 2 Contributor I
    @MarcoBarradas I already used some other methods to predict my next year. Holt Winters, ARIMA, naive Forecasting and so on. I would like to compare these methods, that ist the reason for asking this. Setting my forecast horizon using Random forest is not as easy as it is with the times series methods. 

    How would you start realizing my goal?
    Thank you for your response.

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