Bontempi, Gianluca; Ben Taieb, Souhaib - In: International Journal of Forecasting 27 (2011) 3, pp. 689-699
Computational intelligence approaches to multiple-step-ahead forecasting rely on either iterated one-step-ahead predictors or direct predictors. In both cases the predictions are obtained by means of multi-input single-output modeling techniques. This paper discusses the limitations of...