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I have learnt to create the LightGBM models with multiple features and target, but in ALL the examples I have seen thus far they only show how to do a "predict" on the x_test_df. What I am looking for is a way to use my current data that I have up until the last day, and then make a forecast n-steps into the future, like is done with ARIMA etc. Everything from what I can get is that it will only predict the dates that is in the df that is entered in the "predict".

Do I need to create an empty df with dates into the future, but then what about the inputs?

What am I missing, or am I just blind in missing this in the documentation?

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  • $\begingroup$ If you want to use your current data to make predictions for future dates, you will need to create a new dataframe containing the features for the future dates that you want to predict. $\endgroup$
    – Vic
    Dec 20, 2022 at 5:47

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