TSRegressor vs TSForecaster?

[deven-gqc]

Hello people,

I have been using tsai at my workplace which has yielded in very promising results. I had a few questions about the entire API.

1. What is the difference between TSRegressor 1 and TSForecaster? Their source looks quite similar to me.
2. In order to predict say n timesteps in the future, I have to write a custom function which would make a prediction, then I would use that prediction to make the next prediction and so on. Is there a direct function in the API that would allow that? (darts has such options in the API which allow the same functionality)

Also, @oguiza thanks for creating tsai!!

[oguiza]

Hi @deven-gqc,
Sorry for my later reply.
TSRegressor and TSForecaster may be similar now but I envision they'll probably evolve in different ways. For example, TSForecaster might include things like fcst_history or fcst_horizon, which would not be applicable to TSRegressor. That's why I separated them.
As to your second question, you may want to take a look at the recent PatchTST tutorial that shows how to train a multi-horizon, multi-variate forecasting model. You'll see there's no need to create a custom function.