It is common to report forecasting metrics as a function of forecast horizon, as longer-term forecasts are generally less accurate. I was surprised to see that the excellent DARTS package does not seem to explicitly support evaluating these, particularly as there is very user-friendly functionality for calculating a large number of simulated forecasts. Is there a built-in way to break out metrics as a function of forecast horizon, and if not, is there a simple way to do so?
Is there native support for cacluating metrics as a function of horizon for a list of series in DARTS?
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