Would you be willing to share some resources on testing time series models? I'm in the "many people" boat right now with gradient boosting, and that kind of thing sounds super interesting. Hard to know where to start as an outsider.
Not the OP. I find the clasic Time Series Analysis book of Box & Jenkins to be a good starting point for "basic" time series forecasting. And even that book is a difficult read: pleasant book but the theory and concepts are still hard. A deep understanding of stationary signals is a must for time series forecasting which is pretty hard to grok in my limited experience.
Thanks! Much appreciated. That sounds like exactly what I need right now.