100% agree. Time series forecasting is really bad and there are some theorems that say it is *impossible for large class of series to be forecasted by more than a small number of steps..turning into a straight-line, meanwhile if you have say a handful of important day indicators of the same signal that are proxies, you can recover pretty much exact curve. Better to spend compute in my opinion or variable learning approximate Xt -> yt mapping than the X_t-4..n -> X_t mapping...