https://machinelearningmastery.com/multi-step-time-series-forecasting/
- Direct Multi-step Forecast Strategy. 同时建多个模型,缺点:没有考虑预测的相邻两个值的相关性
- Recursive Multi-step Forecast Strategy.缺点:预测误差往后迅速积累,数据会很快没有意义
- Direct-Recursive Hybrid Multi-step Forecast Strategies.前两者结合起来做预测,
- Multiple Output Forecast Strategy.一个模型,一次预测多个输出