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Support direct multistep forecasting #215

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jzicker opened this issue Nov 21, 2022 · 1 comment
Open

Support direct multistep forecasting #215

jzicker opened this issue Nov 21, 2022 · 1 comment

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@jzicker
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jzicker commented Nov 21, 2022

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
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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?

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@jzicker @victorhugow