06/28/2023, 5:06 AM
Is there method I could use to predict time series of length more than
? for example, I train a nbeatsx model which have a predict length
of 24, now I want to predict the time series with length of 48, how could I do it?
Kin Gtz. Olivares
06/28/2023, 12:51 PM
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
. What we have done in the past was fit a long enough horizon and trim for other forecasting needs.
06/29/2023, 1:28 AM
@Kin Gtz. Olivares
, are we planning to add new function/method to support more flexible prediction window?