I am working with LSTM for multivariate time series prediction. Let’s imagine the situation: I have 2 time series, A and B, and I want to predict t-value of B using previous values of A and B (before t). Such prediction works fine, my model gets good result.
But what if (during testing, after training) I want to use predicted values of B as inputs for next time step instead of real values? For example: I predict first value of B, make a step, put predicted value instead of a real, and make prediction again. Then I use two predicted values instead of real two, and so on.
Are there any possibilities to do that?