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[ENH] Auto naive forecaster #2926

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[ENH] Auto naive forecaster #2926

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TonyBagnall
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Simple forecaster that chooses either naive, mean or seasonal based on train error (or "in sample" as they call it).

Seems like a sensible benchmark to me, although Ive not seen it used. Main issues are

  1. It uses the train sample mean to measure performance
  2. It evaluates seasonality for a max of 1/4 series length

could easily cross validate, but seems OTT for this algorithm.

@TonyBagnall TonyBagnall added the forecasting Forecasting package label Jul 2, 2025
@aeon-actions-bot aeon-actions-bot bot added the enhancement New feature, improvement request or other non-bug code enhancement label Jul 2, 2025
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Thank you for contributing to aeon

I have added the following labels to this PR based on the title: [ enhancement ].
I would have added the following labels to this PR based on the changes made: [ forecasting ], however some package labels are already present.

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@TonyBagnall TonyBagnall requested a review from alexbanwell1 July 2, 2025 18:27
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