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2022-09-16
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https://unit8co.github.io/darts/generated_api/darts.models.forecasting.rnn_model.html
Does backtest() do what I think? I have hard time to understand this.
I need to use test dataset to:
1. predict 1 value ahead
2. train model with this +1 value using test dataset
3. loop
On the end I want to plot
chart with both real values from test
dataset and predicted values to compare.
The whole point is I want to simulate how model behave predicting only 1 value ahead and training with real value from dataset. Not the value which were predicted.
In other words the purpose of the model is to predict only 1 value ahead, not more. Because the model will know real value in each minute and I want to predict next minute.
Ah I hope I made it clear :)