AI RESEARCH

Backcasting forecast errors: model collapsing to mean [P]

r/MachineLearning

Hey everyone, I am kind of desperate for help right now on my current project. I'll try and be as clear as possible. I'm working on a time series backcasting problem. The values I want to backcast are forecasts (not ML forecast, but think of weather forecasts) at different horizon (from 1 to 14). So to be clear, at a date D, I have 14 forecasts (forecast at D+1,., D+14). I have such forecasts from 2020 to 2026 (each row represents a day, each (date, horizon) key is unique). So I have 14 dates duplicated as blocks because each row consists of on unique(date, horizon) -> target_date.