Comments (2)
It seems that I was very tired yesterday when I opened this issue ;-)
Yes it is clear now. So the last window y
data is used to build the predictions using my fixed number of lags and then I provide exog
with the DateTimeIndex of the future steps. So the exog
index should always start after the last index of last window y
data.
Thanks for clarifying this.
from skforecast.
Hello @davidusb-geek
Thank you for using skforecast!
Based on my understanding of your code, the initial prediction using skforecast will occur at 2022-03-03 21:30:00+00:00, which is one step ahead of the last observation in the previous window. Consequently, the exog variable should start at 2022-03-03 21:30:00+00:00 and extend for the same number of steps as the predictions. It's important to note that the exog variable always aligns with the forecasted horizon.
I hope this clarifies the process for you. If you have any further questions, feel free to ask!
from skforecast.
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