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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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global model bug fix for multistep horizon forecasting #161

Closed mitokic closed 1 month ago

mitokic commented 1 month ago

Fix bug in global models when running multistep horizon forecasts. Also allow for hierarchical forecasts in global models.