Hey guys!
I am using the MlForecast to forecast hourly data 5 days into the future (so a horizon of 24*5), I am using on model pr. each horizon. This means that I am training 120 models which together with conformal intervals makes that training ends up taking rather long. However, I am actually only interested in the last 24 hours forecast. Is there any way that I can specify which horizons I want to train for?