Davide Burba

Hi, I was looking into this `multi_models=True` functionality, and I was also surprised to see the underlying implementation. I'm not sure it's the best approach, because it prevents to use...

Agree it would be a nice-to-have 3rd strategy to predict multi-horizon. From my experience this approach is quite helpful. Here's a blog article describing this approach: https://medium.com/towards-data-science/forecast-multiple-horizons-an-example-with-weather-data-8d5fa4321e07?sk=5972cde6b06f20c3f9e679ba9e26b991 (Disclaimer: I wrote...

@jmoralez thank you for the code snippet. I think the reason why you get poor performances with the code you posted is linked to the choice of the metric (smape)....