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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 fold here.