There's no explicit of
forecasting horizon in fold.
fold is fundamentally specialized in single-step ahead (short-term, high frequency) forecasts.
While we support models that are built for multi-step ahead foreacsting, the support is implicit: it's the
step_size you set on a Splitter. Please see this walkthrough to gain an intuition on how this could be done.
To get better long-term forecasts, you can also resample your data, or transform your target (
y) to be an aggregate of the next day, week, month or year's values. Based on our experience, you're better off using different models for different time horizons.
See a detailed explanation of the different kind of models (and their behaviour) that are available in