hi everyone! is it possible to call the new

.forward()

method with a single timestamp? we have series with high autocorrelation, and would like to train a simple AR model (or ARIMA), but would like to update the model on each timestamp, so it’ll have access to T-1. when predicting multi-step ahead (calling .forward() in a mini-batch fashion), the ARIMA model underperforms our naive model, and we’d like to benchmark these two against each other! we’re writing a TS cross-validation library, with the ability to also online update models on each timestamp, this is the PR with the failing tests we have for

statsforecast

wrappers, we’d love to put to use! 🙂 https://github.com/dream-faster/fold-models/pull/38

hey @Mark Aron Szulyovszky! This is really cool; we haven’t tested the forward method using a single point; let me check what would be happening and get back to you 🙂

thank you!:)