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Multi Horizon Forecasting
Multi Horizon Forecasting Table Of Contents: What Is Multi Horizon Forecasting? (1) What Is Multi Horizon Forecasting? Multi-horizon forecasting in time series refers to predicting future values of a time series over multiple future time steps. Instead of making a single-step forecast, where you predict the next value in the time series, multi-horizon forecasting involves predicting several future values at once, typically for a predefined range or sequence of future time steps. For example, in a daily sales forecasting scenario, a single-step forecast would predict tomorrow’s sales based on today’s data. In contrast, a multi-horizon forecast might predict the sales
