Why Non-Stationarity shouldn’t be ignored in Time Series Forecasting?

A series is said to be stationary when the statistical properties (importantly mean, variance and auto-correlation from time series forecasting perspective) of the series is time invariant (i.e. don’t vary with the time). In simpler terms, when observed across any regular time intervals they will remain the same. However, this is a more of an… Read More Why Non-Stationarity shouldn’t be ignored in Time Series Forecasting?