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If the model is autoregressive you can only forecast N steps ahead. Any further forecasting will be based on these generated near-future forecasts. In English,
by throwaway_374 10y ago
If the model is autoregressive you can only forecast N steps ahead. Any further forecasting will be based on these generated near-future forecasts. In English, no. See https://www.youtube.com/watch?v=tJ-O3hk1vRw#t=01h16m https://www.youtube.com/watch?v=tJ-O3hk1vRw#t=01h16m
- nodesocket 10y agoThanks for posting this talk by Jeffrey Yau. I am 9 minutes into it and can't stop watching. He explains things very easily and clearly.