https://machinelearningmastery.com/multi-step-time-series-forecasting/
- Direct Multi-step Forecast Strategy. 同時建多個模型,缺點:沒有考慮預測的相鄰兩個值的相關性
- Recursive Multi-step Forecast Strategy.缺點:預測誤差往后迅速積累,數據會很快沒有意義
- Direct-Recursive Hybrid Multi-step Forecast Strategies.前兩者結合起來做預測,
- Multiple Output Forecast Strategy.一個模型,一次預測多個輸出