Only plot prediction for past

maxim5 / time-series-machine-learning

Machine learning models for time series analysis

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Open bautroibaola opened 6 years ago

bautroibaola commented 6 years ago

Dear maxim,

I see that run_visual.py only show the prediction for exist data. How can it show prediction for few timeframe ahead, 5 days for example?

Thanks for your work hard!

maxim5 commented 6 years ago

@bautroibaola The current model is predicting exactly 1 step ahead. You have the following options:

Select a large time period, say a week (but you'll have much less data for training).
Predict the next time steps based on the previous predictions. This is also possible, but the error grows exponentially with each prediction.

None of the options is perfect, but this is because the task is very difficult.