How do you actually forecast a time series?

[alfin0831]

I'm sorry I'm really new to this AI stuff, but my question is how do you actually predict future values?

I am stuck where it says:

raw_preds, target, preds = fcst.get_X_preds(X[splits[0]], y[splits[0]])

I know that target are the values you are trying to predict and preds are the values predicted. But preds is based on the past predictions. My question is what's the next step in predicting the future values?

[oguiza]

Hi @alfin0831,
For future values you just have the X. So you do this:

raw_preds, _, decoded_preds = fcst.get_X_preds(X_to_be_pred)
```

[alfin0831]

Thank you so much sir. Have a great day!