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On daily-sampled series, try running weekly forecasts, then upscaling #113

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capelastegui opened this issue Feb 20, 2019 · 2 comments
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@capelastegui
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We have found that, in some cases, for the same time series, a weekly sampled forecast may perform better than a daily sampled one. We could try, for daily sampled series, running weekly sampled forecasts and re-upscaling, and comparing it with the regular daily sampled forecasts.

@bezes
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bezes commented Feb 20, 2019

I concur. I would also generalise the solution to other frequencies, too, e.g. convert from daily to monthly, etc.

@capelastegui
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This is now easier due to #198

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