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microsoft / finnts

Microsoft Finance Time Series Forecasting Framework (FinnTS) is a forecasting package that utilizes cutting-edge time series forecasting and parallelization on the cloud to produce accurate forecasts for financial data.
https://microsoft.github.io/finnts
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fix feature engineering lags with multitep horizon #159

Closed mitokic closed 7 months ago

mitokic commented 7 months ago

fix R1 lag creation when running multistep horizon fcsts