Manuel Chabier Escolá Pérez07/16/2023, 4:58 PM
Cristian (Nixtla)07/16/2023, 5:47 PM
. 2. At a timestamp
you have previous values and forecasts for both variables. 3. The values of the variables update, so at
the value of
is A. But then, at
you update the previous value (still in the future, now one timestamp ahead), to A'. Is this setting correct?
. For the former, the model to make a forecast at
can only access historic values
, and for the later it can use both historic and future values, up to
. In this case both variables should be
values, so models can access the forecasts.
done at timestamp t" (so taking values A in your diagram and so on).
, and then calling the
Manuel Chabier Escolá Pérez07/16/2023, 6:34 PM
done at timestamp t"), but I wanted to make sure that there was not another approach. However, I had not thought about the loop for the testing set, and that is a very simple but great idea! I will try it. Thank you very much!