predict the future out of sample data

[Man1978-scd]

if I set n_lags=10,i want to predict the future out of sample data, for example, i want to predict the 100 in the future, must set the n_forecasts=100?, I am confused, if I set n_forecasts=100, train the model is very slowly

[bhausleitner]

Hey @Man1978-scd,

yes, this is the correct way to do it, unfortunately this also leads to slower training.

Let me know if this helps!

[ourownstory]

@Man1978-scd
A tip: when using autoregression, try setting n_lags to a value about 2 times that of n_forecasts.
if your model is training slowly, consider if you really need 100 forecasts (less will most often lead to better results).

[steplp]

but I need forecast the future datas, how to do? for example the tps/min， I need use the before datas forecast the future datas, if use n_forecast=1 it is too slow!