How To Use Neural Networks to Forecast Multiple Steps of a Time Series
Time series are wonderful. I love them. They are everywhere. And we even get to brag about being able to predict the future! As a follow-up to the article on predicting multiple time-series, I receive lots of messages asking about prediction for more than a single step. A step can be any period of time: a day, a week, a minute, an year… So this is called multi-step forecasting. I want to show you how to do it with neural networks....