AI engineering glossary · Time series recsys
What is recursive forecasting?
Recursive forecasting (also called Iterated forecasting): A multi-step strategy that predicts one step ahead and feeds each prediction back as an input for the next step. It needs only one model, but errors can pile up as predictions are reused.
Recursive forecasting: an example
Predict day 1, use it as a lag to predict day 2, and so on to day 14.
Related terms
More Time series recsys terms
- Rolling window feature
- SARIMA
- SARIMAX
- Seasonal differencing
- Seasonal naive forecast
- Seasonality
- Sequential recommendation
- Serendipity
Where you learn it
Recursive 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.