Multi-step forecast - futures io
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Multi-step forecast

Multi-step forecast is the problem to predict more than just the next value (t+1) in a time series forecast.
Opposed to one-step forecast where only the very next is to be forecast .

In a five minute time series a multi-step forecast would be aiming at predicting the next bar (t+1)
as well as bars further out in the future.

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One-step forecast rleplae Terms (Glossary) 0 September 4th, 2017 11:11 AM


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