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原文摘要

Multi-horizon forecasting has been dominated by discrete forecast strategies that treat model outputs as fixed-vectors or recurrently create them. In this paper, we introduce the Continuous Horizon (CH) strategy that generalizes upon recursive, direct, and multi-step strategies by redefining forecasts as a continuous operator and the forecast horizon as a query variable rather than an index. We present the theoretical foundations for the CH strategy, a Universal Operator Approximation Theorem, and a continuous-horizon bias-variance decomposition that formally proves the estimation variance improvements of CH over the discrete strategies. We validate the CH strategy empirically through a simulation study, and on 16 large-scale datasets from the M-series benchmark, showing how CH achieves competitive RMSE accuracy, while uniquely enabling parallel inference, targeted horizon querying, and interpolation and extrapolation across unseen horizons.