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Time series forecasting has proven useful in a number of different domains from weather to health monitoring. Sure you can easily over fit on the training data, but in general that's a data source/input problem where you need many high quality data sources to find the signal in the noise.

The world is chaotic sure, but there are still truths to be found in noisy time series data; saying that the world is too random to be knowable is a bit dismissive, no?



I agree when it comes to highly niche applications with a generous SNR.

Universal models though?

And I haven't even mentioned the fact that en mass forecasting ITSELF may influence the subject of forecasting.


From my experience, modeling and prediction methods are fairly standardized, involving the same maths across domains by leveraging linear regressions, etc. I see no reason why a model trained on these processes couldn't simply apply those same standard techniques. Math generally is universal after all.




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