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 :)
if not what I can use or I have to code it myself?
I think backtest doesn’t do what I want
backtest vs histroical_forecast vs residuals
Is it clear for you which one I should use?
after all I think histroical_forecast