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SARIMA Model multi-step forecast evaluation issue #5

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ketyi opened this issue Jan 4, 2023 · 0 comments
Open

SARIMA Model multi-step forecast evaluation issue #5

ketyi opened this issue Jan 4, 2023 · 0 comments

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@ketyi
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ketyi commented Jan 4, 2023

Hi @ritvikmath,
First, your work provided for the community is far more than excellent & super valuable.

In SARIMA Model.ipynb the workaround to improve on the residuals might be problematic:
the original task is a 6-item suffix forecast but the relaxation of that to the average of 1-step forecasts is not really focusing on the same task IMHO.

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