Interesting indeed, only one lagged feature for time series forecasting? I’d imagine that including more lagged inputs would increase performance. Rolling the f

Interesting indeed, only one lagged feature for time series forecasting? I’d imagine that including more lagged inputs would increase performance. Rolling the forecasts forward to get n-step-ahead forecasts is a common approach. I’d be interested in how they mitigated the problem of the errors accumulating/compounding.