aimclub / FEDOT

Automated modeling and machine learning framework FEDOT
https://fedot.readthedocs.io
BSD 3-Clause "New" or "Revised" License
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Arima predict length is forecast_length #1130

Closed kasyanovse closed 1 year ago

kasyanovse commented 1 year ago

Arima uses forecast_length as the length of the forecast, regardless of the required length of the forecast. If forecast_length is small and there is a need to predict a long time series, then arima will iterate in small steps with a length of forecast_length until it predicts all the time series. In some cases, there are hundreds of iterations. It is time consuming.