Abstract: A predictive modeling method may include determining a time interval of time-series data; identifying one or more variables of the data as targets; determining a forecast range and a skip range associated with a prediction problem represented by the data; generating training data and testing data from the time-series data; fitting a predictive model to the training data; and testing the fitted model on the testing data. The forecast range may indicate a duration of a period for which values of the targets are to be predicted. The skip range may indicate a temporal lag between the time period corresponding to the data used to make predictions and the time period corresponding to the predictions. The skip range may separate input data subsets representing model inputs from subsets representing model outputs, and separate test data subsets representing model inputs from subsets representing validation data.

Abstract: A predictive modeling method may include determining a time interval of time-series data; identifying one or more variables of the data as targets; determining a forecast range and a skip range associated with a prediction problem represented by the data; generating training data and testing data from the time-series data; fitting a predictive model to the training data; and testing the fitted model on the testing data. The forecast range may indicate a duration of a period for which values of the targets are to be predicted. The skip range may indicate a temporal lag between the time period corresponding to the data used to make predictions and the time period corresponding to the predictions. The skip range may separate input data subsets representing model inputs from subsets representing model outputs, and separate test data subsets representing model inputs from subsets representing validation data.