Hi,
I am not very familiar with the forecast package but I don’t think we have anything similar in the core lib no.
The main reason being that this kind of forecasting can be done quite differently depending on the model you have.

Also, I imagine that I could probably run this prediction loop on the CPU instead of having to push to the GPU

Not sure what you mean here? Do you have a code sample?
Can’t you push things to the GPU once at the beginning? Or keep everything on the CPU and run it there?