AI engineering glossary · Time series recsys
What is forecast horizon?
Forecast horizon: How far into the future predictions are made, measured in time steps. Accuracy usually declines as it grows, and the right horizon is set by the decision the forecast supports.
Forecast horizon: an example
A 14-day horizon for daily demand means predicting each of the next 14 days.
Related terms
More Time series recsys terms
- Forecast reconciliation
- Forecasting
- Fourier terms
- Funk SVD
- GARCH model
- Granger causality
- GRU4Rec
- Hierarchical forecasting
Where you learn it
Forecast horizon is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.