Multi-horizon forecasting and associated challenges | Tangent Works - Advanced Forecasting

Time for Time Series - 19 May 2022

Multi-horizon forecasting and associated challenges

Multi-horizon forecasting is essential to many forecasting use cases, but brings a range of challenges with it. Many techniques are promising when forecasting a single point, but suffer from quick divergence (recurrent techniques) and/or conflicting optimization problems (multi-output models) when extended to forecast a multi-point horizon.

Let’s look at these challenges, why they occur, and what TIM does differently to overcome these obstacles.




Time for Time Series dives into specific features and looks at general functionalities in TIM, as well as covering many topics related to time-series analysis. We welcome everyone, from managers to data scientists, to get to know TIM and to ask your questions to our experts during the live Q&A.

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