Prediction Method

[gaochenxiai]

Dear author, how does your prediction section work? Do you predict the next value using the previous actual value, or do you use the already predicted values?

[FateMurphy]

My other repository CEEMDAN-VMD-GRU might be easier to understand. Most functions in this module use the previous actual value for one-step-ahead forecasting, unrelated to the test set length.
However, some methods have a step of fitting which will use the interprocess predicted value. Or, some functions like rolling_predict() can reinput the predicted value to forecast several timesteps.