openstef
openstef copied to clipboard
[Feature] Implement multi horizon model
DOR:
- Custom model mechanism #230
- Implementation of grouped regressor #244
WHAT: Implement a model that trains a seperate model for each horizon.
HOW:
- Use the grouped regressor that is implemented in #244
- Use the "horizon" feature to determine which models have to be trained
TEST:
- Multi horizon model is available in for training and forecasting