Timeseries horizon prediction question
I am working on a POC project and have the following setup:
- dataset has the structure [DateTime, var1, var2, var3, target] - all real values except DateTime of course with 1min sample rate
- I am creating a window with params: window size = 60(1hour), step size = 15, horizon size = 1, horizon offset = 14 so I want to be able to predict the value of "target" in 15min.
- I use Auto Model with the windowed data
- Why if I plot the "traget +15 (horizon)" as a line in the time it follows "target" almost exactly and in particular is not 15min shifted in time as I am expecting it to be? I can understand why if I am predicting the value in X mins my predictions should be 15min ahead so if I plot the predicted attribute it should approximate target but have a phase of 15min in time.
Any help is appreciated to resolve my confusion.