AI engineering glossary · Time series recsys
What is direct forecasting?
Direct forecasting: A multi-step strategy that trains a separate model for each future step, so each predicts its horizon straight from known data. It avoids error feedback but needs more models and ignores links between horizons.
Direct forecasting: an example
Fit 14 different models, one per day ahead, for a 14-day forecast.
Related terms
More Time series recsys terms
- Diversity
- Drift
- Dynamic time warping
- ETS model
- Exogenous variable
- Exponential smoothing
- Factorisation machine
- Forecast horizon
Where you learn it
Direct forecasting is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.