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Generate recursive forecasts in chunks

Open joranE opened this issue 2 years ago • 0 comments

Looks at new_data for the number of complete rows to determine the chunk size, then generates the predicted values in chunks. It leads to some significant performance improvements in cases where the lags used aren't necessarily consecutive (i.e. if you have lags 5, 10 & 15 in your recipe, this will generate predictions in chunks of 5).

joranE avatar Aug 13 '22 15:08 joranE