N Beats Python, Deep Forecasting, Multivariate Time Series, Neural Net Forecast, Probabilistic Forecast.
Out-of-Sample Forecast Limited to Output Length The model setup takes an optional argument output_chunk_length, set to 1 by default, which we had left unchanged in our parameter N_FC. Thus, we trained a 1-step-ahead forecast model. Had we raised the output_chunk_length to 12, the out-of-sample