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Arima predict length is forecast_length #1130

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kasyanovse opened this issue Aug 2, 2023 · 0 comments · Fixed by #1116
Closed

Arima predict length is forecast_length #1130

kasyanovse opened this issue Aug 2, 2023 · 0 comments · Fixed by #1116
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Arima uses forecast_length as the length of the forecast, regardless of the required length of the forecast. If forecast_length is small and there is a need to predict a long time series, then arima will iterate in small steps with a length of forecast_length until it predicts all the time series. In some cases, there are hundreds of iterations. It is time consuming.

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