AI engineering glossary · Time series recsys
What is multi-step forecasting?
Multi-step forecasting: Predicting several future time steps at once rather than only the next one. Strategies include recursive, direct and multi-output methods, each with different error behaviour. Predicting further ahead is harder, so error normally grows with the horizon and the strategy chosen matters.
Multi-step forecasting: an example
Predict sales for each of the next 28 days from the last 90.
Related terms
More Time series recsys terms
- Multiplicative decomposition
- N-BEATS
- Naive forecast
- Novelty
- Pairwise ranking
- Partial autocorrelation function
- PatchTST
- Pointwise ranking
Where you learn it
Multi-step 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.