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I understand the basics of what predictive Horizon means. When we predict in future, we set up a time window. In other words, it is used to determine how far ahead the model predicts the future.

Although, I have still not understood this concept in depth and I would really appreciate if someone can explain me this concept.

Thank you.

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1 Answer 1

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Imagine you calculate a forecast using data generated before timestamp $t_1$ to forecast for a future timestamp $t_2$

Then your predictive horizon would be $t_2 - t_1$

Example: You use data up to 2021-01-01 12:00:00 to calculate a forecast for 2021-01-01 12:30:00. Then your predictive horizon would be 30 minutes.

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