I'm wandering when I train a time series prediction model which will have a history input length of

n

, and prediction length of

m

For a training set, for each time series group with different unique_id but have a much longer length than

n

, will the

model.fit()

method automatically slide window training by the training set?

Which library are you using? Statsforecast?

Hi @lbfan! Yes, during training windows of size

n

are sampled at random in each training iteration.

That's great, thanks @Cristian (Nixtla)