One-step forecast - futures io
futures io futures trading


One-step forecast

One-step forecast is the problem to predict the next value (t+1) in a time series forecast.
Opposed to multi-step forecast where more future steps are to be predicted.

In a five minute time series a one-step forecast would be aiming at predicting the next bar (t+1)
where a multi-step forecast would be aiming at predicting the next and more future bars...



Copyright © 2020 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.