Multi step forecasting (univariate/multivariate)

[mandar-avhad]

Hi, does tsai has support for multi-step forecasting technique?
If yes, can you please share the notebook or reference for it?

[oguiza]

Hi @mandar-avhad,
Unfortunately, there's no tutorial notebook yet.
Please, take a look at this example. The key really is to prepare the input (X and y). You can learn more about data preparation here.

[mandar-avhad]

Sure, thanks.
But this is for univariate forecasting. Do we support multi-step for multi-variate forecasting?

[oguiza]

Do we support multi-step for multi-variate forecasting?

Yes. It works exactly the same way. Just prepare your y with shape [n_samples x n_vars x n_steps]. It would work without further changes. If you use it, please, let me know how it works.