I have a question about RNN Models do these models in the training stage predict one by one or all the sequences at once?

Hi @marah othman! The step size is one, so they make predictions one by one (not the entire sequence at once). However, each prediction will consist of

h

future values, and those

h

values are produced at once.

Hi @Cristian (Nixtla), I know we've already had a quick chat about this, but are you planning in your short-term roadmap to add the option allowing you to dynamically recalculate lag features on the target at each step, for all recursive approaches (like in MLForecast) ?

Hi @Cristian (Nixtla) ,I mean by all the sequences at once I meant the whole horizon So for example if

h=3

, at timestamp

t

it will first produce the forecast for

t+1

,

t+2

, and

t+3

simultaneously. Then it will move once, to

t+1

, and forecast for

t+2

,

t+3

, and

t+4

. And so on like what you explain here