Currently when you use MLForecast.forecast_fitted_values() it only can produce one-step ahead predictions on the training set without the ability to customize the horizon.
It would be great if the functionality used in this R example could be implemented here.
Use case
I would like to have training predictions be accurate for multi-step models. It can be quite confusing and is unclear that the horizon is different for multi-step models between training and testing.
Description
Currently when you use
MLForecast.forecast_fitted_values()it only can produce one-step ahead predictions on the training set without the ability to customize the horizon.It would be great if the functionality used in this R example could be implemented here.
Use case
I would like to have training predictions be accurate for multi-step models. It can be quite confusing and is unclear that the horizon is different for multi-step models between training and testing.