<p>It seems like almost every other day now, we get a new post with somebody asking the question: "My forecasts look very good, they almost follow the actual to the letter, except that they are shifted by one period. How can I fix that?". They don't realize that their <span class="math-container">$SARIMA(5,3,4)(1,1,0)_{12}$</span> or 35 layered LSTM is really just copying the value from one week to the next, what I think of as the "Random Walk Trap". </p>

<p>Should we have (is there already?) a community wiki that explains this problem, complete with a couple of illustrations and some pointers on how to avoid it)  </p>
