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[Feature] Implement multi horizon model

Open JanMaartenvanDoorn opened this issue 4 years ago • 0 comments

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

JanMaartenvanDoorn avatar Oct 06 '21 14:10 JanMaartenvanDoorn