In our time series problem we are having the dataset that contains the data only for week days.
So, in our case, if we are presently at on Wednesday.....
1 day future value means Thursday.
2 day future value means Friday.
3 day future value means Monday (not saturday)
4 day future value means Tuesday (Not Sunday).
But while working with time series problem, DataRobot can't exclude the week ends. So, if we provide the forecast window 1-40 days. Then practically we receive the forecasting of next 28 week days (because remaining 2X6=12 are weekends). But we need the forecasting for next 40 week days.
What should be the solution? Thanks for the help for your advice.