Multi-Step Time Series Forecasting In Python
In this tutorial, I will explain two (and a half) methods to generate multi-step forecasts using time series data. They are the recursive or autoregressive method, the direct method, and a variant of the direct method with a single model. Table of Contents Preparing the Data Recursive Or Autoregressive Method In Pure Python Recursive Or Autoregressive Method With SKForecast Direct Method Direct Method With SKForecast Direct Method With a Single Model Direct Method With Horizon As A Feature Which Multi-Step Forecasting Method Is Best?...