AutoViML / Auto_TS

Automatically build ARIMA, SARIMAX, VAR, FB Prophet and XGBoost Models on Time Series data sets with a Single Line of Code. Created by Ram Seshadri. Collaborators welcome.

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Multi-Step Time Series Forecasting recursive or Direct Multi-step

kennis222 opened this issue · comments

Hi developer,

I would like to double check which method does the package use for multi-step forecasting. It seems using recursive multi-step, right?

Best

Hi @kennis222 👍
we use recursive multi-step forecasting in auto-ts.
AutoViML