Hi @Ibfan,
For the moment all NeuralForecast architectures use a direct multi-step forecasting strategy. For this reason the decoders of the networks are restricted to output a fixed horizon
h
.
What we have done in the past was fit a long enough horizon and trim for other forecasting needs.
l
lbfan
06/29/2023, 1:28 AM
Thanks @Kin Gtz. Olivares, are we planning to add new function/method to support more flexible prediction window?