Sijo Vm

07/06/2023, 9:41 PM
Hi, Does the crossvalidation support direct multi step forecasting? To my mlforecast object, I passed max_horizon argument, but it shows "input data must be 2 dimensional and non empty. No error when I remove the max_horizon argument. It happens only in Cross validation function. The tutorials do not provide any inputs on this either. Seems like an important fix if a user wants to backtest a direct multistep forecasting. Can anyone please help me with this? Thank you