One-step forecast - futures io
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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...

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