As we can know the ground-truth label only after $H$ steps, we CANNOT immediately update the forecast model online when $H>1$.
The current implementation actually uses future information during online learning.
Is it invalid to experiment on large horizons? I'm looking forward to your ideas.
As we can know the ground-truth label only after $H$ steps, we CANNOT immediately update the forecast model online when $H>1$. The current implementation actually uses future information during online learning.
Is it invalid to experiment on large horizons? I'm looking forward to your ideas.