时间序列--预测多步的四个策略

1.

prediction(t+1) = model1(obs(t-1), obs(t-2), ..., obs(t-n))
prediction(t+2) = model2(obs(t-2), obs(t-3), ..., obs(t-n))

2.

prediction(t+1) = model(obs(t-1), obs(t-2), ..., obs(t-n))
prediction(t+2) = model(prediction(t+1), obs(t-1), ..., obs(t-n))

3.建立两个model

prediction(t+1) = model1(obs(t-1), obs(t-2), ..., obs(t-n))
prediction(t+2) = model2(prediction(t+1), obs(t-1), ..., obs(t-n))

4.

prediction(t+1), prediction(t+2) = model(obs(t-1), obs(t-2), ..., obs(t-n))

https://machinelearningmastery.com/multi-step-time-series-forecasting/

接下来会详细介绍