"Long term time series prediction"
I have created a model to predict the next value of a time series from three previous values (now real data for now, just trying). It predicts the training data well, but I would like it to go further: it should append the predicted value to the original ones and use it to create another prediction window (predict based on predicted values).
How do I do this in RapidMiner if it is possible at all? Are there other options for long term time series prediction?
window | prediction
1 2 3 | 4p
2 3 4p | 5p
3 4p 5p | 6p
4p 5p 6p | 7p