The forecasting methodology is tested using a dataset of 900 points. The level is forecasted at the prediction horizon of h = 10, 20, 50, and 100. Figure 4 showsthe 5-95% confidence interval for the prediction horizon of h = 10, as well as the increase in the interval for h = 20, 50, and 100. The forecasting methodology is also tested using the IOHMM model, and the results are shown in Figure 5. From the figures, it can be concluded that with the increase in the prediction horizon,