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bug: ensemble training data creation for yearly forecasts

Open mitokic opened this issue 4 years ago • 0 comments

need to adjust back testing process when running a yearly forecasts. Currently a year is the minimum smallest amount of training data when doing model refitting, which works for quarterly down to daily forecasts. But for yearly it should be something like 3-5 years. Or have an automated process that turns ensembles off if the user doesn't have more than "x" amount of historical years of data.

mitokic avatar Sep 24 '21 15:09 mitokic