Illustration of the sliding window technique for a sample of 10 timesteps, where each number denotes a distinct time step. As an example here, the input horizon (blue color) length is 4 timesteps and the output horizon length is three timesteps. The input window slides one time step at a time across the entire data sequence to generate four distinct input and forecast horizon pairs. The purple, orange, and green colors of the output horizon represent 1-day, 2-day, and 3-day ahead forecasting, respectively. The timesteps of 1-day ahead forecasting across the data sequences are then concatenated into a single timeseries list that is called 1-day ahead prediction. The same for 2-day and 3-day ahead.