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Walking Forward Testing
I built a multivariate regression forecasting using NN. Results seems to be ok so far.
However and since I'm forecasting the next value (+1) using all past values I would like to be able to test the model in a walk forward way, i.e. using past values to predict next in a rolling way till last example. I thought about using sliding window validation.
Each sliding window iteration produces one example only, because it is the prediction of next one. It seems to me that this is the right approach to get this kind of validation.
However I would like to visualize all iterations results appended to have something like this: https://3qeqpr26caki16dnhd19sv6by6v-wpengine.netdna-ssl.com/wp-content/uploads/2016/12/Sunspot-Dataset-Train-Test-Split.png
I though about collection and remember/recall operators, but with zero success.
Enclosed my mock process and data source.
Thanks for your help