aimclub / FEDOT

Automated modeling and machine learning framework FEDOT
https://fedot.readthedocs.io
BSD 3-Clause "New" or "Revised" License
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The new strategy of time series forecasting #1168

Open kasyanovse opened 10 months ago

kasyanovse commented 10 months ago

There are two common known approaches for time series forecasting: recursive or one-step (with forecast length = 1) and multi-step (with any forecast length). There is another one: https://econpapers.repec.org/paper/mshebswps/2012-19.htm

Need research and add to Fedot if it is good.