I also don't find the `max_horizon` argument parti...
# mlforecast
I also don't find the
argument particularly clear. If I'm working with weekly data and my horizon is 13 weeks and I want 13 models, I can set
and I get 13 models. Is it then possible to still have 13 models if I am working with the same data at daily granularity (91 day horizon) and where each model predicts a 7 day sequence of 1 week at daily granularity? I receive errors about
horizon can't exceed max_horizon
which implies not.
This isn't currently possible. If it's something valuable to you, can you please open a feature request here?
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