search

business-science / modeltime

Modeltime unlocks time series forecast models and machine learning in one framework
https://business-science.github.io/modeltime/
Other
507 stars 80 forks source link

Support direct multistep forecasting #215

Open jzicker opened 1 year ago

jzicker commented 1 year ago

Direct method for multistep forecasts is building a model for each time step into the future and then combining them. Modeltime has the potential to create multiple models for each future time step and pick the best or have an ensemble model that is different for each future time step.

victorhugow commented 1 year ago

I've been struggling with this too. Today the way to do it is building n models & workflow for each horizon and then using ensemble or not, right?